OptionMetrics Releases IvyDB US 6.0 and IvyDB ETF 4.0 with Proprietary Methodologies for Faster, More Precise Options Implied Volatilities
OptionMetrics , the leader in financial data and analytics for institutional investors and academic researchers worldwide, releases IvyDB US 6.0 and IvyDB ETF 4.0 .
- OptionMetrics , the leader in financial data and analytics for institutional investors and academic researchers worldwide, releases IvyDB US 6.0 and IvyDB ETF 4.0 .
- In order to better serve its customers amid economic shifts, the prevalence of meme stocks, and need for highly accurate implied volatility calculations to measure risk, OptionMetrics has significantly enhanced its historical end-of-day options data .
- Improved Index Volatilities – enhances the term structure in option pricing models to produce even more accurate index options vols, implied volatilities, and greeks, and reflection of market conditions.
- Precise Single Stock Volatilities with Implied Borrowing Costs – for even greater accuracy in put-call IV spreads across the entire universe of single stocks.