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

IvyDB Asia covers over 600 optionable securities (equities and indices) from all major Asia-Pacific exchanges. Since its launch in 2010, IvyDB Asia has brought much-needed transparency of options price data, options data, and implied volatility data in the Asian markets. Used by over 300 institutions, OptionMetrics’ IvyDB products contain accurate end-of-day prices for options along with their correctly calculated implied volatilities and greeks. With IvyDB Asia, which includes comprehensive options 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, IvyDB Asia provides insights into broader stock market data, options price data, and derivatives data, enhancing your ability to analyze options data, options price data, and implied volatility data comprehensively.

Comprehensive Coverage
IvyDB Asia covers over 600 optionable securities (equities and indices), from all major Asia-Pacific exchanges, including Hong Kong, Japan, Taiwan, Korea, and Australia. The earliest historical data begins in January 2004. 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
We match each option price with the security price for accurate implied volatility and greeks calculations along with the option sensitivities (delta, gamma, vega, and theta). 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 Updates
IvyDB Asia 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

该数据集覆盖亚太主要交易所600多种可期权证券，提供2004年至今的历史期权定价、隐含波动率和希腊值等数据，每日更新并包含自动调整的连续时间序列，适用于风险分析和策略研究。