[SAMPLE] OptionMetrics IvyDB Signed Volume - Options Data and End of Day Option Order Flows ...

The IvyDB Signed Volume dataset, available as an add-on product for IvyDB US, contains historical and daily data on detailed options trading volume. Trades in the IvyDB US dataset are categorized as either buyer-initiated or seller-initiated based on the trade price and bid-ask quote at the time of the trade. This dataset provides comprehensive options data, derivatives data, trading data, stock market data, and quantitative model data, aggregated and updated nightly/throughout the day. With IvyDB Signed Volume, investors gain access to extensive options data, trading data, and derivatives data, as well as stock market data and quantitative model data. This robust dataset supports detailed analysis of options data, derivatives data, and trading data, enabling informed decision-making based on accurate stock market data and quantitative model data.

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 day since January 2016
• Clean and reliable data
• 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