[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.

IvyDB Asia覆盖亚太地区所有主要交易所的600余种期权标的证券（股票与指数）。自2010年推出以来，IvyDB Asia为亚洲市场填补了期权价格数据、期权数据及隐含波动率数据领域亟需的透明度空白。OptionMetrics旗下的IvyDB系列产品已被超300家机构采用，其包含精准的期权每日收盘价，以及经正确计算的隐含波动率与希腊字母（Greeks）。借助涵盖全面期权数据、衍生品数据与股票市场数据的IvyDB Asia，用户可开展风险模型评估、交易策略测试，以及对期权市场各维度的深度研究。此外，IvyDB Asia还提供更广泛的股票市场数据、期权价格数据与衍生品数据洞察，进一步助力用户全面分析期权数据、期权价格数据及隐含波动率数据。

全面覆盖
IvyDB Asia覆盖亚太地区所有主要交易所的600余种期权标的证券（股票与指数），涵盖香港、日本、中国台湾、韩国与澳大利亚等市场。其最早的历史数据可追溯至2004年1月。数据内容包含每日期权定价信息（结算价）、自研股息预测模型，以及所有历史分红与公司行为数据，如拆股、并购与证券名称变更等。

精准计算
我们将每笔期权价格与对应标的证券价格进行匹配，以实现精准的隐含波动率、希腊字母（Greeks）及期权敏感度（Delta、Gamma、Vega与Theta）计算。此外，我们每日为每只证券生成标准化的恒定期限波动率曲面，包含覆盖多到期期限与按Delta划分的实虚值状态的插值隐含波动率。用户可借助该波动率曲面构建各类波动率交易策略，无论策略简单或复杂。

连续时间序列
我们的数据库可自动处理标的证券代码变更、股息派发与拆股/分拆调整事项。每一种金融工具均关联唯一永久ID，即便期权代码、行权价或交割标的发生变更，也可轻松实现跨时间追踪。此外，我们还记录了标的证券的名称与代码变更历史，方便用户检索已退市或已更换代码的证券对应的期权数据。

每日更新
IvyDB Asia每日更新，纳入我们覆盖的所有股票与期权交易所的最新每日收盘价。同时还提供每日补丁文件，用于在必要时修正过往价格或计算结果。您的IvyDB数据库始终保持最新状态，可直接投入使用。

客户支持
OptionMetrics的客户自合作伊始即可获得专属支持与专家指导。我们提供分步安装指南与深度参考手册，满足日常使用需求。若您有任何疑问，我们的支持团队将在东部时间周一至周五的工作时段提供服务；紧急问题则可获得7×24小时全天候协助。

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。