[SAMPLE] OptionMetrics IvyDB Canada - Historical and EOD Options Data, Prices and Implied ...

IvyDB Canada was launched in 2011, following the successes of its regional counterparts, IvyDB US, Europe, and Asia. Used by over 300 institutions, OptionMetrics’ IvyDB products contain accurate end-of-day options price data, options data, and implied volatility data along with their correctly calculated greeks. With IvyDB Canada, which provides extensive options data, options price data, derivatives data, and stock market data, you will be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets. Additionally, it offers valuable insights into broader stock market data, options data, and implied volatility data. IvyDB Canada ensures that you have access to comprehensive options price data, derivatives data, and stock market data, enabling you to make informed decisions based on detailed options data, options price data, and implied volatility data.

Comprehensive Coverage
IvyDB Canada covers over 300 optionable securities (equities, indices, and ETFs) from Canadian exchanges. Historical data and daily updates are available for most securities since March 2007. The data includes daily option pricing information (settlement prices), our own dividend projections, and all historical distributions and corporate actions, such as splits, mergers, and name changes.

Accurate Calculations
For each option price, we calculate an accurate implied volatility and store it along with the option sensitivities (delta, gamma, vega, and theta). Both European and American models are used as appropriate, with dividend/split adjustments correctly incorporated. In addition, a standardized constant-maturity volatility surface is calculated for each security every day, including interpolated implied volatilities over a wide range of expirations and moneyness (by delta). You can use our volatility surface to create your own volatility trading strategies, whether simple or complex.

Continuous Time Series
Our database handles underlying symbol changes, dividend payments, and split/spinoff adjustments for you automatically. A permanent ID is associated with each instrument to allow it to be easily tracked over time even when the option symbol, strike price, or deliverables change. We also include a record of underlying security name and ticker changes to allow you to search with ease for options on securities that either no longer trade or trade under a new ticker symbol.

Daily Update
IvyDB Canada is updated daily to incorporate new end-of-day prices in all the equity and option exchanges we follow. A daily patch file is also provided which contains corrections to previous prices or calculations when needed. Your IvyDB database is always current and ready to use.

Customer Support
OptionMetrics clients receive dedicated support and expert guidance from day one. We provide step-by-step installation guides as well as in-depth reference manuals for your day-to-day use. Should you have any questions, our support team is available during working hours (Eastern Time) Monday through Friday; for urgent issues, assistance is available 24x7.

搜集汇总

背景与挑战

背景概述

该样本数据集提供加拿大市场的历史与日终期权数据，涵盖自2007年以来的300多种证券，包含价格、隐含波动率及希腊值等准确计算指标。它支持连续时间序列分析，每日更新，并附带专业客户服务，适用于风险评估与策略研究。