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
Anaeco Secures Strategic Investment from Momentum Global Ventures to Accelerate Commercial Deployment5.10.2026 13:00:00 EEST | Press release
Anaeco, Inc., a clean technology company developing systems to destroy harmful and difficult-to-abate gases, today announced a strategic investment from Momentum Global Ventures. The investment supports Anaeco as it moves from technology development and validation to commercial deployment across three initial markets: anesthetic gases, refrigerants, and semiconductor manufacturing. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20261005546122/en/ Anaeco’s technology exploits atmospheric chemistry to destroy harmful, high-impact gases, including HFCs, PFAS, anesthetic gases, N2O, and other difficult-to-abate emissions at their source. By accelerating processes that naturally transform pollutants, its modular technology provides a practical, scalable approach to emissions that are difficult or costly to manage conventionally. Initial Commercial Verticals Anesthetics: Destroying anesthetic gases generated in healthcare environmen
Worldwide First: Biedermann Motech Further Expands its MOSS!MODULARITY Platform with the Addition of MOSS EOS for Early Onset Scoliosis Surgery5.10.2026 12:00:00 EEST | Press release
Biedermann Motech, the prominent innovator in next generation spinal and extremity implant systems and procedural solutions, today announced the selective market introduction of the MOSS EOS® System for the treatment of children with severe early onset scoliosis.1 This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20261005092768/en/ Early Onset Scoliosis is a rare pediatric disease where in certain cases surgical intervention can be indicated.2 Breaking new ground, Biedermann Motech will now introduce the world’s first MOSS EOS System featuring MOSS!MODULARITY™ to selective markets outside the U.S. The MOSS EOS System encompasses a modular platform of products and technologies for growth friendly pediatric spinal deformity surgery. Prof. Dr. Heiko Koller from Germany, one of the innovators behind the MOSS EOS System, carried out the first surgeries. His feedback was that the versatility of the system offers surgeons a broad range
LTM Launches BlueVerse™ AgenTraceIQ5.10.2026 11:30:00 EEST | Press release
LTM, the Business Creativity partner to the world's largest enterprises, today announced the launch of BlueVerse™ AgenTraceIQ, an offering designed to help organizations securely adopt and scale agentic AI. Combining Rubrik Agent Cloud with LTM's AI governance and managed services expertise, the offering enables organizations to monitor AI agents, establish guardrails, and rewind unintended agent actions across business-critical environments. Aspart of Rubrik’s Project Hourglass, LTM and other elite Global Systems Integrators partner with Rubrik, the Security and AI Operations Company, to deliver Rubrik Agent Cloud for Anthropic's Claude Code to their enterprise clients. The collaboration strengthens the ability for organizations to adopt agentic systems with the necessary security, governance, and resilience at scale. "As AI agents increasingly act autonomously, the stakes for enterprise security and resilience have never been higher. Together with LTM, we are empowering organizations
Logistics Reply Introduces the LEA AI Agent Authority Model - Bringing Governed Agentic AI Into Warehouse Execution With LEA Dynamic Intelligence5.10.2026 11:00:00 EEST | Press release
Logistics Reply, the Reply group company specializing in innovative solutions for supply chain execution and warehouse management, today unveiled the LEA AI Agent Authority Model, a new practical framework delivered alongside LEA Reply Dynamic Intelligence, enabling organizations to deploy AI agents with the right authority for each task—not maximum autonomy. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20261005360127/en/ Logistics Reply introduces the LEA AI Agent Authority Model, a new practical framework delivered alongside LEA Reply Dynamic Intelligence, enabling organizations to deploy AI agents with the right authority for each task—not maximum autonomy. As AI moves from assistance into live warehouse execution, organizations need a governed way to decide how much authority agents should have in each operational context. Without clear criteria, adoption can stall or place additional risk on operational teams. The aim i
Technology Innovation Institute Completes Asteroid-Landing Probe for Landmark Emirates Mission to the Asteroid Belt5.10.2026 10:42:00 EEST | Press release
The Technology Innovation Institute (TII) has revealed the UAE-built probe it has developed for the Emirates Mission to the Asteroid Belt (EMA). The probe will soon travel to Colorado, USA, for final integration with the MBR Explorer spacecraft ahead of its planned 2028 launch. In a historic first, TII’s probe will image two planets and seven asteroids — flying past six asteroids in the main belt before culminating in a rendezvous with and landing on the seventh, 269 Justitia. If successful, the landing will make Justitia only the seventh asteroid in history to be reached on the surface by the probe. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20261006586478/en/ H.E. Faisal Al Bannai, Secretary General of the Advanced Technology Research Council (ATRC), and H.E. Belhoul Al Falasi, Chairman of the UAE Space Agency, sign a model of the UAE-built probe developed by the Technology Innovation Institute (TII) for the Emirates Mis
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