[SAMPLE] OptionMetrics IvyDB Signed Volume - Options Data and Intraday Option Order Flows Since 2016

The IvyDB Signed Volume dataset, offered as an add-on to IvyDB US, provides historical and intraday records of detailed options trading volume. Trades within this dataset are classified as either buyer-initiated or seller-initiated, determined by the trade price and bid-ask quote at the transaction time. It encompasses extensive options data, derivatives data, trading data, stock market data, and quantitative model data, refreshed nightly and throughout the trading day. This dataset enriches your access to comprehensive options data, trading data, and derivatives data, along with robust stock market data and quantitative model data. Utilizing IvyDB Signed Volume ensures you have detailed insights into options data, derivatives data, and trading data, supported by accurate stock market data and quantitative model data, enhancing your decision-making capabilities.

Key Insights:
- Tracking Market Maker Inventory: Gain real-time insights into market maker activities.
- Analyzing Option Order Flows: Analyze option order flows during critical announcement periods, such as FOMC decisions, M&A activity, and analyst revisions.
- Evaluating Institutional Options Participation: Identify institutional options participation through the observation of large lot sizes.

Features:
• Tracks whether a trade occurred at the bid, ask, or midpoint
• Every option, every 5/30 minutes since January 2016
• Clean and reliable data
• Available intraday at 5-minute or 30-minute intervals
• Symbols and security IDs link to IvyDB US
• Volume lot size fields beginning in 2021 to help identify retail and institutional flow
• Used in conjunction with IvyDB US, Signed Volume can help determine net gamma exposure by strike on a T-0 timeframe, as opposed to the traditional T-1