Option Metrics IvyDB Europe
Overview of the Data
Since its launch in 2002, the IvyDB database has been the industry standard for historical option prices and implied volatility data. Used by over 300 institutions, IvyDB contains accurate end-of-day prices for options along with their correctly calculated implied volatilities and greeks. With IvyDB, you’ll be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets.
How to Access This Data
The most up to date OptionMetrics IvyDB data is available through the WRDS system.
Guides can be downloaded from the CRSP manuals website by clicking here.