Information
IvyDB contains a complete historical record of end-of-day data on all US exchange-traded equity and index options (including options on ETF’s and ADR’s) from January 1996 onward. The data includes both daily option pricing information (symbol, date, closing bid and ask quote, volume, and open interest) as well as high, low, and closing prices for the underlying equity or index. IvyDB also provides all interest rate, dividend, and corporate action information for each security, so you can correlate your own option pricing models with calculations. If you would like to know more about OptionMetrics you can visit their website https://optionmetrics.com/ .
How to Get Access
The OptionMetrics IvyDB database is provided via the Belk College’s WRDS subscription. If you have a WRDS subscription, login here. To get a WRDS subscription you must request an account. Please click Question/Comments link in the menu if you have questions, concerns or difficulties getting the account set up.
Note: Account request takes 12-24 hours to be activated