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
Biocytogen Announces Clinical Milestone with First Patient Dosed in Phase 1 Trial of IDEAYA’s First-in-Class B7H3/PTK7 Bispecific TOP1 ADC IDE03428.2.2026 02:00:00 EET | Press release
Biocytogen Pharmaceuticals (Beijing) Co., Ltd. (Biocytogen, SSE: 688796; HKEX: 02315), a global biotechnology company that drives the research and development of novel antibody-based drugs with innovative technologies, today announced that its partner IDEAYA Biosciences, Inc. (“IDEAYA”; Nasdaq: IDYA) has dosed the first patient in IDEAYA’s Phase 1 dose-escalation/expansion clinical trial of IDE034, an investigational B7H3/PTK7 bispecific TOP1 ADC. Pursuant to the companies’ option and license agreement, first patient dosing triggers a $5 million milestone payment to Biocytogen. According to IDEAYA, the Phase 1 study is designed to characterize IDE034’s safety profile, tolerability, and PK as a monotherapy, and IDEAYA also intends to evaluate combination regimens with DNA damage response (DDR) -targeting agents such as its oral PARG inhibitor IDE161 as the program advances. IDE034 is a potential first-in-class bispecific B7H3/PTK7 TOP1 ADC, independently developed by Biocytogen and lice
IQM and Real Asset Acquisition Corp. to Host Conference Call/Webcast to Discuss Proposed Transaction27.2.2026 14:00:00 EET | Press release
IQM Finland Oy, a global leader in full-stack superconducting quantum computers (“IQM”, “IQM Quantum Computers” or the “Company”), and Real Asset Acquisition Corp. (Nasdaq: RAAQ), a special purpose acquisition company (“RAAQ”), announced that they will host a conference call to discuss their recently announced business combination, including certain transaction highlights. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260227472716/en/ IQM Radiance quantum computer As previously disclosed, on February 23, 2026, IQM and RAAQ announced they have entered into a definitive business combination agreement, which will result in IQM becoming a public company and listing American Depositary Shares on one of the two leading U.S. stock exchanges. The transaction provides funding with the aim to accelerate IQM’s technology and commercial development towards fault-tolerance quantum computing, further advancing its position as a leading p
HighRadius Launches $0 Implementation Fee, $0 Subscription Fee via Outcome Based Pricing for oCFO Software27.2.2026 13:00:00 EET | Press release
HighRadius launches Office of the CFO first Outcome Based Pricing with $0 Implementation fee and $0 Subscription until Go-Live. Customers only pay a fraction of realized gains based on P&L impact. Chapter 1: Outcome Based Pricing (OBP) Introduction of OBP: HighRadius, a provider of 190+ AI agents for Order-to-Cash, Accounts Payable, Record-to-Report, and Treasury introduces Outcome Based Pricing (OBP). Three Components of OBP: Customers pay a) $0 in Implementation fees, b) $0 in Subscription fees until Go Live, c) HighRadius earns a fraction of the actual savings realized by the client. Chapter 2: US GAAP & ASC 606 Constraints Not Designed for Innovation: The traditional ASC 606 model requires companies to standardize and recognize revenue based on contractual obligations. For a traditional SaaS subscription, the obligation is access to software over time. AI agents are designed to deliver quantifiable, real-time Business Outcomes that do not fit the traditional accounting framework. C
Kioxia Appoints Yoshihiko Kawamura as Chief Financial Officer27.2.2026 10:15:00 EET | Press release
Kioxia Holdings Corporation (TOKYO:285A), a world leader in memory solutions, today announced the appointment of Yoshihiko Kawamura as Chief Financial Officer (CFO), effective April 1, 2026. Mr. Kawamura brings extensive international experience to Kioxia, having held assignments at Mitsubishi Corporation’s U.S. headquarters, served as General Manager of its Chicago office, and completed a tenure at the World Bank. At Hitachi, Ltd., he held senior leadership positions, including Chief Strategy Officer (CSO), Chief Financial Officer (CFO), and Chief Risk Management Officer (CRMO), where he was instrumental in leading the company’s management reforms. Since joining Kioxia as Executive Vice President in June 2025, Mr. Kawamura has worked closely with the executive team to advance the business through strategic capital and financial planning. Following its initial public offering on the Prime Market of the Tokyo Stock Exchange in December 2024, Kioxia is entering a new phase of growth char
DNP Invests in Rapidus to Support the Establishment of Mass Production for Next-Generation Semiconductors27.2.2026 09:18:00 EET | Press release
Dai Nippon Printing Co., Ltd. (DNP, TOKYO:7912) today announced that it has participated in Rapidus Corporation’s funding round as one of the round investors. This strategic funding initiative supports Rapidus’ plan to steadily progress from its current R&D phase to mass production of 2nm (10⁻⁹ meters) logic semiconductors by 2027. Through this initiative, DNP will advance the development and mass production of EUV lithography photomasks and support Rapidus as it establishes a mass production system for 2nm & next-generation semiconductors. Background In recent years, the rise in energy consumption, in line with increased data generation, has become a challenge, driving demand for next-generation semiconductors capable of improving device performance and reducing power consumption. Next-generation semiconductors manufactured using EUV lithography enable the formation of finer patterns on silicon wafers compared to currently available technologies. This in turn is boosting expectations
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