OptionMetrics has provided institutional investors and academics with historical option price data since 1999. The company's flagship IvyDB database tracks every strike and expiration for over 10,000 underlying stocks and indices, with US equities coverage extending back to 1996. The database supplies end-of-day option prices, calculated implied volatilities, Greeks, and related analytics used for strategy construction, empirical research, and risk assessment.
The company serves over 300 corporate, institutional investor, and university clients globally, including investment banks, hedge funds, pension funds, mutual funds, and portfolio managers. OptionMetrics operates from New York City and maintains data coverage across North America, Europe, Asia-Pacific, Canada, and global indices.
