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
Tigo Energy Builds on 80MW of C&I Solar Growth in Czechia with GO Optimized ESS for Residential1.10.2026 07:00:00 EEST | Press release
Tigo Energy, Inc. (NASDAQ: TYGO) (“Tigo” or “Company”), a leading provider of intelligent solar and energy software solutions, today announced that the Company will showcase the Tigo GO Optimized Energy Storage Solution (ESS) at Smart Energy Forum (SEF) 2026 in Prague, building on strong adoption of Tigo technology across the Czech commercial and industrial (C&I) solar market. Since 2024, Czech installers have deployed Tigo products in approximately 80MW of C&I systems, providing a solid foundation for Tigo to expand its residential solar-plus-storage offering. Across residential, small commercial, and larger C&I applications, installers in Czechia have deployed approximately 276MW of Tigo systems since 2024. At the heart of the Tigo showcase will be the Tigo GO Optimized ESS, featuring the expanded storage capacity of the new GO Battery, plus e-mobility and heat-pump integration, with intelligent system management through the Tigo Energy Intelligence monitoring platform. Visitors can
Umios and Wah Kong Complete Strategic Pet Food Joint Venture in Southeast Asia; Japan Corporate Advisory Institute Advised on the Transaction1.10.2026 03:00:00 EEST | Press release
Umios Corporation (TOKYO Prime: 1333; formerly Maruha Nichiro) and Wah Kong Corporation have completed the establishment of a strategic joint venture centered on Pet World International Sdn. Bhd. (“PWI”), one of Malaysia’s leading pet food companies. Under the transaction, Umios invested approximately JPY 11.4 billion to acquire a 51% interest in PWI through a newly established holding company. PWI holds the No. 2 share of Malaysia’s pet food market — No. 1 among local companies (NielsenIQ) — and operates the country’s only BRC-certified pet food plant. The company has approximately 350 employees, sells through more than 10,000 physical stores and its own e-commerce channels, and posted consolidated sales of approximately JPY 12.4 billion in the year ended September 2025. The joint venture combines Umios’s strengths in wet pet food with PWI’s dry-food capabilities, creating comprehensive coverage across dogs and cats, wet and dry. The partnership is expected to integrate the parties’ s
INNIO Completes Acquisition of Enerflex APAC Aftermarket Operations1.10.2026 00:02:00 EEST | Press release
INNIO N.V. (Nasdaq: INIO) today announced the completion of its acquisition of Enerflex Ltd.’s aftermarket business operations in Australia, Thailand, and Indonesia. The transaction strengthens INNIO’s presence in the Asia-Pacific (APAC) region and expands its ability to serve customers through enhanced local service capabilities and greater customer proximity. The acquired business operates principally across three countries and eight locations and brings extensive workshop and office facilities, a highly experienced workforce, and a strong installed base supported by long-term service agreements with major oil and gas companies in the region. Through the transaction, INNIO further strengthens its ability to deliver responsive, high-quality service and lifecycle support to customers throughout APAC. Forward-Looking Statements This press release includes forward-looking statements within the meaning of the safe harbor provisions of the Private Securities Litigation Reform Act of 1995.
Textron Aviation Builds Future Workforce With Kansas’ First Aviation Youth Apprenticeship Program.30.9.2026 21:55:00 EEST | Press release
Textron Aviation Inc., a Textron Inc. (NYSE: TXT) company, is further bolstering the company’s efforts to build the next generation workforce as the first aviation company in Kansas to offer state-registered youth apprenticeships through the Kansas Office of Apprenticeships. The program expands career opportunities for high school students beginning at age 16 by providing paid, hands-on learning experiences that develop industry knowledge and career-ready skills while they complete their education. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260930818829/en/ Textron Aviation builds future workforce with Kansas’ first aviation youth apprenticeship program (Photo Credit: Textron Aviation). Textron Aviation is launching three state-registered youth apprenticeship programs to include: Airframe & Powerplant (A&P) in collaboration with WSU Tech in Wichita, Kansas Avionics in collaboration with WSU Tech in Wichita, Kansas Engine
Thales and Landis+Gyr Enable Smarter, Remotely Managed Connectivity for Smart Meter Fleets30.9.2026 21:00:00 EEST | Press release
As utilities modernize their infrastructure, smart meters are becoming an increasingly important part of the connected energy ecosystem. Landis+Gyr serves more than 2,000 utilities worldwide and has more than 180 million connected intelligent devices in the field. In North America alone, the installed base of smart electricity meters is expected to grow from 152.4 million in 2024 to 180.9 million by 2030, according to Berg Insight. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260930715193/en/ This is where the latest generation of Thales eSIM technology is supporting the increasing need for cellular IoT. Compliant with the GSMA's SGP.32 specification, it enables remotely managing connectivity on IoT devices, allowing network profiles to be provisioned, changed or managed over the air. By reducing reliance on physical SIM replacement and supporting interoperability across the IoT ecosystem, it provides a foundation for more
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