[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-1IvyDB Signed Volume 数据集作为 IvyDB US 的附加组件，提供详细期权交易量的历史与日内交易记录。数据集内的所有交易将依据成交时刻的交易价格与买卖报价，划分为买方发起交易与卖方发起交易两类。该数据集涵盖丰富的期权数据、衍生品数据、交易数据、股票市场数据与量化模型数据，每日夜间及交易时段内持续更新。 本数据集可拓展用户对全面期权数据、交易数据、衍生品数据，以及可靠股票市场数据与量化模型数据的获取渠道。借助 IvyDB Signed Volume 数据集，用户可依托精准的股票市场数据与量化模型数据，深入洞察期权、衍生品及交易相关数据，进而提升决策能力。 ### 关键洞察 - 追踪做市商库存：实时掌握做市商的交易动态 - 分析期权订单流：在联邦公开市场委员会（FOMC）决议、并购活动及分析师评级调整等关键公告时段，开展期权订单流分析 - 评估机构期权参与度：通过观测大额交易手数，识别机构投资者的期权参与行为 ### 数据集特性 • 记录交易成交于买价、卖价还是中间价位 • 自2016年1月起，每5分钟/30分钟更新全量期权合约数据 • 数据干净合规且可靠性强 • 提供5分钟或30分钟间隔的日内数据 • 合约代码与证券ID可关联至 IvyDB US 数据集 • 自2021年起新增交易量手数字段，助力区分零售与机构交易流向 • 配合 IvyDB US 数据集使用时，可相较于传统的T+1（交易次日）周期，在T+0（交易当日）周期内按行权价计算净伽马敞口