Ivy DB Historical Database, also commonly known as OptionMetrics, provides historical prices and implied volatility data for the US equity and index options markets. It contains historical prices of options and their associated underlying instruments, calculated implied volatilities, and option sensitivities. Data is updated annually and available from 1996 onwards. Use this database to backtest trading strategies, evaluate risk models, and perform research on various aspects of options investments.
The Lee Kong Chian School of Business provided funding for this new subscription.
How to access?
Access from the Library website > Databases > Ivy DB Historical Database or OptionMetrics
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