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
Invivoscribe ® Expands IVDR Portfolio with IdentiClone ® Dx IGH Assay Certification26.3.2026 07:13:00 EET | Press release
Invivoscribe, a global leader in precision diagnostics and measurable residual disease (MRD) testing, is proud to announce that its IdentiClone Dx IGH Assay has received In Vitro Diagnostic Regulation (IVDR) 2017/746 Class C certification in the European Union (EU). Commercial availability of the IVDR-certified assay is anticipated by early April 2026. The IVDR replaces the former In Vitro Diagnostics Directive (IVDD), introducing significantly more stringent requirements for clinical evidence, performance evaluation, traceability, and post-market surveillance. Under IVDR, in vitro diagnostic devices are classified according to risk from Class A (lowest risk) to Class D (highest risk). Class C devices, such as IdentiClone Dx IGH, are considered high-risk tests that play a critical role in disease diagnosis and patient management. BSI (Netherlands), an EU-designated Notified Body, granted CE certification for the IdentiClone Dx IGH Assay following an independent conformity assessment un
Dominican Republic Drives Modernization of Electronic Passports Under the Leadership of the Thales - MIDAS Consortium26.3.2026 00:22:00 EET | Press release
The Presidency of the Dominican Republic, through the General Directorate of Passports, issued the country’s first electronic passport as part of its strategy to modernize and strengthen national security. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260324368065/en/ Passport of the Dominican Republic The new document was developed in partnership with Thales, world leader in advanced technologies for the Defense, Aerospace, Cybersecurity, and Digital sectors, and Midas Dominicana, a Dominican business group specializing in the comprehensive management of technology projects in the region. Together, both companies will guarantee the delivery of a passport that is more secure, reliable, and compliant with international standards. The project introduces and personalizes the country’s electronic passports, using advanced technologies to ensure the authenticity and protection of each document, while strengthening the national i
Dominican Republic Drives Modernization of Electronic Passports Under the Leadership of the Thales - MIDAS Consortium26.3.2026 00:22:00 EET | Press release
The Presidency of the Dominican Republic, through the General Directorate of Passports, issued the country’s first electronic passport as part of its strategy to modernize and strengthen national security. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260324368065/en/ Passport of the Dominican Republic The new document was developed in partnership with Thales, world leader in advanced technologies for the Defense, Aerospace, Cybersecurity, and Digital sectors, and Midas Dominicana, a Dominican business group specializing in the comprehensive management of technology projects in the region. Together, both companies will guarantee the delivery of a passport that is more secure, reliable, and compliant with international standards. The project introduces and personalizes the country’s electronic passports, using advanced technologies to ensure the authenticity and protection of each document, while strengthening the national i
Dominican Republic Drives Modernization of Electronic Passports Under the Leadership of the Thales - MIDAS Consortium26.3.2026 00:22:00 EET | Press release
The Presidency of the Dominican Republic, through the General Directorate of Passports, issued the country’s first electronic passport as part of its strategy to modernize and strengthen national security. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260324368065/en/ Passport of the Dominican Republic The new document was developed in partnership with Thales, world leader in advanced technologies for the Defense, Aerospace, Cybersecurity, and Digital sectors, and Midas Dominicana, a Dominican business group specializing in the comprehensive management of technology projects in the region. Together, both companies will guarantee the delivery of a passport that is more secure, reliable, and compliant with international standards. The project introduces and personalizes the country’s electronic passports, using advanced technologies to ensure the authenticity and protection of each document, while strengthening the national i
3D Systems Achieves Full-Scope EU MDR Certification, Accelerating European Launch of NextDent® Jetted Denture Solution Targeted for Summer 202625.3.2026 18:20:00 EET | Press release
3D Systems (NYSE: DDD) today announced it has received full-scope certification under the European Union Medical Device Regulation (EU MDR) 2017/745. The certification was attained on Monday, March 16, 2026. This milestone confirms that the Company’s quality system, technical documentation, and clinical evidence meet the most rigorous regulatory requirements in the medical device sector. With the MDR certificate in hand, 3D Systems will now introduce MDR-compliant product versions through a carefully coordinated, phased rollout across its dental product families and European markets. This approach ensures a smooth transition while maintaining uninterrupted product availability for customers and healthcare providers. The EU MDR certification immediately enables the introduction of innovative new materials and is a pivotal step for one of 3D Systems’ largest potential new product launches: the NextDent® Jetted Denture Solution. This solution forms the cornerstone of the Company’s ‘replac
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