OptionMetrics launched IvyDB ETF, a dataset covering implied volatility and Greeks for more than 3,000 US-listed ETFs.
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ETFs make up a growing share of the options market, and pricing them accurately takes more than treating them like single-stock options. IvyDB ETF covers implied volatil…
Company
OptionMetrics
Where Volatility Smiles :)
- Industry
- Financial Services
- Location
- New York, US
- Company size
- 51–200 employees
About OptionMetrics
With 25 years as the premier provider of historical options and implied volatility data, OptionMetrics distributes its IvyDB options, futures, and dividend forecast databases to leading portfolio managers, traders, and quantitative researchers at 350 corporate and academic institutions worldwide to construct and test investment strategies, perform empirical research, and assess risk.
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Latest activity from OptionMetrics
3 signals
Research & Knowledge
OptionMetrics published a new study introducing a new approach to estimating the conditional pricing kernel using conditioning variables, identifying the VIX and term spread as particularly informative for determining state prices.
Research & Knowledge
OptionMetrics published a blog exploring why 0DTE covered calls may sound great in theory but the daily edge over monthly strategies is thin.
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