[SAMPLE] OptionMetrics IvyDB Implied Dividend - Options Data and Dividend Data

IvyDB Implied Dividend uses a superior methodology and more accurate model to predict dividend yields with the options market valuation of future dividends over time, versus historical, backward-looking data, used by other providers. IvyDB Implied Dividend’s numerical approach, incorporating binomial tree models to price risk-neutral dividend yields, offers greater accuracy in determining dividends for US options, over put-call parity, which can be prone to systematic bias as a result of the American-style exercise feature.

Advanced Methodology
Accurately account for American style options by utilizing a proprietary binomial tree model and Gaussian filter for precise and smooth projections

High Data Quality
Applies strict filtering criteria to ensure accurate estimates, focusing only on out-of-the-money call strikes

Easy to use format
Data is displayed by SecurityID & Projected Ex-Date format. Yields and amounts are presented in annualized terms for straightforward interpretability in factor studies

Extensive Coverage
Encompasses all optionable, dividend paying single-name securities & ETFs in the US, starting from January 1, 2018

Quick Integration
Files are in compressed, tab-delimited text format, ready for database integration and accessible via tools like S-Plus, Excel, and Matlab

Nightly Updates
Receive the latest data daily via FTP for accurate analysis