OptionMetrics Announces IvyDB Global Indices 3.1 with Expanded Volatility Surface to Assess Shorter- and Longer-Term Trading and Hedging Strategies
14.12.2021 13:05:00 EET | Business Wire | Press release
OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, announces IvyDB Global Indices 3.1. This database offers even more options data across major indices in North America, including the United States and Canada; Europe, and Asia-Pacific, and an expanded volatility surface, enabling better assessments of shorter- and longer-term investing and hedging strategies.
This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20211214005054/en/
Pictured are the Implied Volatility Surface results for the 5 major indices in the United States and Europe. This chart includes 30 Day Expirations of 10-90 delta calls on December 3rd, 2021, and was developed using data from OptionMetrics’ IvyDB Global Indices 3.1. OptionMetrics’ IvyDB Global Indices 3.1 offers even more data across major indices in North America, Europe, and Asia-Pacific, and an expanded volatility surface, enabling better assessments of shorter and longer term investing and hedging strategies. (Graphic: Business Wire)
OptionMetrics IvyDB Global Indices 3.1 covers 35 major indices, representative of global markets worldwide, including S&P 500 Index, CBOE Russell 2000, VIX CBOE Market Volatility, DJ EURO STOXX50, VSTOXX, S&P 100 and 400, Nikkei 225, Hang Seng, CAC 40, Asia Nikkei, IBEX-35, KOSPI 200, MSCI Emerging Markets Index, and numerous others. It expands on OptionMetrics’ history of providing the highest quality historical data, updated daily.
A major new feature in IvyDB Global Indices 3.1 is the expanded volatility surface, enabling institutional investors to see more points deep in the money and deep out of the money as they assess shorter- and longer-term strategies, such as those surrounding weekly options. The expanded surface includes a 10-day maturity curve and new call and put delta grid points at 10, 15, 85, and 90 (expanding the curve to 10-90 from 20-80) for European, Canadian, and U.S. indices.
This new version of Global Indices now also reflects fractional, in addition to round number contract sizes, and includes a new, comprehensive forward price table for European options. Academic users will have access to even more data across the indices, through September 30, 2021, on which to base research. Institutional clients will continue to have access to daily data updates with IvyDB Global Indices 3.1.
“Index trading volume globally has been on the rise. Whether investors or researchers are looking to assess changes in the global markets, capitalize on liquidity or passive investing, or perform empirical research, IvyDB Global Indices offers the highest quality, most comprehensive historical data on which to base important decisions about leading global indices worldwide,” says OptionMetrics CEO David Hait, Ph.D.
For more information, email info@optionmetrics.com.
To view this piece of content from cts.businesswire.com, please give your consent at the top of this page.
View source version on businesswire.com: https://www.businesswire.com/news/home/20211214005054/en/
Contact information
Media Contact:
Hilary McCarthy
Clearpoint Agency
774.364.1440
Hilary@clearpointagency.com
About Business Wire
For more than 50 years, Business Wire has been the global leader in press release distribution and regulatory disclosure.
Subscribe to releases from Business Wire
Subscribe to all the latest releases from Business Wire by registering your e-mail address below. You can unsubscribe at any time.
Latest releases from Business Wire
Verdantis Launches MRO360 “The World's First AI-Native Spare Parts Intelligence Platform”8.5.2026 16:40:00 EEST | Press release
Verdantis today announced the global launch of MRO360, a purpose-built AI platform that transforms how asset-intensive organizations manage their MRO spare parts inventory. Designed for manufacturers, oil and gas operators, mining companies, utilities, and other industrial enterprises, MRO360 deploys nine interconnected AI agents that continuously forecast demand, score parts criticality, manage obsolescence risk, calculate dynamic reorder points, helps intercompany plant transfer thereby realizing the exact dollar value of every optimization opportunity across a spare parts catalog in real time. Unlike traditional EAM and CMMS platforms built on static rules, MRO360's agents adapt continuously as demand patterns, supplier performance, and equipment health evolve. For the first time, a maintenance planner can see which work orders are at supply risk today and what to do about it. A CFO can see a live dollar figure of releasable excess inventory. “We have spent over twenty years working
Andersen Global Expands African Platform with Addition of Member Firm in Namibia8.5.2026 16:30:00 EEST | Press release
Andersen Global advances its growth across Africa with the addition of Andersen in Namibia, as Windhoek Advisory & Taxation adopts the Andersen brand, strengthening its ability to serve businesses operating in one of southern Africa’s dynamic emerging markets. A collaborating firm since 2021, Andersen in Namibia is a locally owned professional services firm delivering accounting, tax, and business advisory services tailored to the unique needs of Namibia’s business environment. With expertise spanning mining, agriculture, logistics, tourism, and financial services, sectors critical to Namibia’s economy, the firm supports both domestic enterprises and international businesses establishing operations in the region. Through cloud-based technology and data-driven insights, Andersen in Namibia delivers efficient, scalable solutions that enable businesses to optimize operations, manage tax obligations across jurisdictions, and make informed strategic decisions. “Our transition to the Anderse
Cyble Positioned as a Challenger in the 2026 Gartner® Magic Quadrant™ for Cyberthreat Intelligence Technologies8.5.2026 16:22:00 EEST | Press release
Cyble today announced it has been recognized as a Challenger in the 2026 Gartner® Magic Quadrant™ for Cyberthreat Intelligence Technologies. The company believes this recognition underscores Cyble’s mission to make threat intelligence truly operational—delivering AI-native capabilities that enable enterprises, government agencies, and MSSPs to shift from reactive security to proactive, intelligence-driven defense. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260508164528/en/ Cyble Named a Challenger in the 2026 Gartner® Magic Quadrant™ for Cyberthreat Intelligence Technologies "Security teams are under constant pressure to respond faster with greater accuracy," said Beenu Arora, Co-Founder and CEO, Cyble. "We believe this recognition highlights our focus on delivering intelligence that drives real outcomes—cutting through noise, accelerating response, and enabling confident decision-making at scale." Intelligence That Acts
WHOOP Expands Health Platform with On-Demand Clinician Access and New AI Features8.5.2026 16:00:00 EEST | Press release
WHOOP, the human performance company, today announced a new suite of health and AI-driven enhancements and feature updates across the WHOOP memberships, marking a major step forward in its evolution into an intelligent health platform. These updates deepen the company’s commitment to delivering highly personalized, accurate, and actionable insights. They signal the company’s expansion beyond performance optimization into clinical-grade health support. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260508464188/en/ WHOOP Expands Health Platform with On-Demand Clinician Access and New AI Features “WHOOP is a membership, and we take that seriously,” said Ed Baker, Chief Product Officer of WHOOP. “We’re always asking how we can deliver more value to our members, and these upcoming features are some of the most meaningful we’ve ever built, from bringing clinician support directly into the app to advancing our AI coaching to be mo
Reply Presents the Jury of the Second Edition of the AI Music Contest: This Year Again, Finalists Will Perform on the NOVA Stage of Kappa FuturFestival in Turin8.5.2026 14:24:00 EEST | Press release
Reply, [EXM, STAR: REY], an international group specialised in the development of new AI-enabled business models and always distinguished by a strong drive for innovation, renews its commitment to creative experimentation with the second edition of the ReplyAI Music Contest. The initiative, organised in collaboration with Kappa FuturFestival—one of Europe’s leading festivals dedicated to electronic music—takes the form of an international competition aimed at creatives and innovators who use AI technologies to explore new ways of integrating sound and image, enhancing the role of artificial intelligence in live performances. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260508361016/en/ This initiative is part of the Reply Challenges, a programme of technological and creative competitions that reflects Reply’s commitment to developing innovative training models capable of engaging younger generations. Today, the Reply Chall
In our pressroom you can read all our latest releases, find our press contacts, images, documents and other relevant information about us.
Visit our pressroom