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
Cyclic Materials Opens America’s First Commercial-Scale Facility Delivering Automated Rare Earth Magnet Recovery9.9.2026 23:09:00 EEST | Press release
Cyclic Materials announced today the opening of its first commercial-scale rare earth magnet recycling facility in Mesa, Arizona, marking a major milestone in building domestic supply of rare earths and critical minerals. With an annual processing capacity of up to 25,000 metric tons of magnet-bearing end-of-life products, the facility produces Cyclic’s rare earth magnet material, Mag-Xtract™, and critical minerals such as copper and aluminum, and steel. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260909142592/en/ Leaders gather to mark the opening of Cyclic Materials’ new facility in Mesa, Arizona. From left to right: Herbert Flores, Arizona Commerce Authority Vice President of Business Development; Scott Somers, City of Mesa Vice Mayor; Jeff Dawley, Cyclic Materials CFO; Mark Freeman, City of Mesa Mayor; Ahmad Ghahreman, Cyclic Materials Founder and CEO; William Kimmitt, U.S. Under Secretary of Commerce for Internationa
Belkin Introduces Titan SmartShield Pro Collection for the New iPhone 18 Pro Lineup9.9.2026 22:00:00 EEST | Press release
Belkin, a leading consumer electronics brand for over 40 years, today introduced its new Titan SmartShield Pro collection, designed to protect and enhance the experience of the new iPhone 18 Pro lineup. The collection includes three distinct screen protectors – clear, Blue-to-Red and Bright Privacy – each combining advanced Nano-Titan Technology with premium anti-reflective properties, exceptional scratch resistance and up to 9 feet of impact protection.* This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260909094720/en/ Belkin Titan SmartShield Pro Blue-to-Red Light screen protector As smartphones become increasingly central to how people work, travel and connect, the Titan SmartShield Pro collection goes beyond traditional screen protection to address the different ways consumers use their devices throughout the day. Whether prioritizing crystal-clear viewing, greater visual privacy or a more comfortable screen experience, us
PPAI Releases Landmark Study Showing Branded Merchandise Supports a $472 Billion Global Economic Footprint9.9.2026 20:24:00 EEST | Press release
Branded merchandise connects brands and people every day, but its impact extends well beyond the products consumers wear, use, receive or purchase. A landmark study commissioned by Promotional Products Association International (PPAI) provides the first comprehensive look at the global economic ecosystem behind branded merchandise. Conducted by independent global advisory firm Oxford Economics, the Branded Merchandise Global Market Report measures the industry end to end, from manufacturing and decoration to distribution, retail, e-commerce, fulfillment, marketing and brand activation. Key findings: $338.3 billion was spent on branded merchandise globally in 2025. The industry supported $472.3 billion in global GDP. Branded merchandise supported 11.9 million jobs worldwide. The sector supported $141.3 billion in global tax revenues – roughly the same as the entire Swiss federal budget. “For years, we’ve known branded merchandise has an extraordinary ability to connect brands with peopl
Vindral Named Recipient of 2026 Technology & Engineering Emmy ® Award9.9.2026 19:38:00 EEST | Press release
Vindral, the Swedish company building future-ready technology for real-time audio and video, has been named a recipient of a 2026 Technology & Engineering Emmy® Award by the National Academy of Television Arts & Sciences (NATAS). Vindral is recognised in the category Web-Based Frame-Accurate Remote Monitoring Systems for Distributed Broadcast Production. The co-recipients in the category are SipRadius, NBCUniversal, Grass Valley, CBS Sports, Disney, Game Creek and Amazon. The awards will be presented on October 14 at the Television Academy's Saban Media Center in North Hollywood, California, where Vindral will be represented by CEO Daniel Alinder and Ian Jefferson. The Technology & Engineering Emmy® Award is one of the U.S. television industry's most prestigious recognitions of technical achievement, previously awarded to companies including Apple, Sony, Netflix and YouTube. This year's recipients are honoured for technology that enabled high-quality, real-time production from distribu
Elliptic Intelligence Used by the USSS to Take Action Against Xinbi, the $30 Billion Criminal Marketplace and Money Laundering Operation9.9.2026 19:36:00 EEST | Press release
Elliptic, the global leader in risk intelligence for on-chain finance, today confirmed that it provided the intelligence used by the United States Secret Service in action taken today against the Xinbi marketplace. The U.S. Secret Service froze wallets belonging to the marketplace and its merchants, containing $52.8 million in cryptoassets linked to Xinbi marketplace. Elliptic provided the data and intelligence that no other provider could. The data was extracted from Elliptic’s Data Fabric Solutions into the USSS' systems, giving investigators the one hundred thousand-foot view, connecting on-chain and off-chain data to paint a full picture of illicit activity rather than a snapshot in one screen of data. Data Fabric provides access to the same blockchain data and intelligence set behind Elliptic’s solutions, and that Elliptic’s own intelligence team used to expose both Huione and Xinbi before anyone else. Since beginning operations in 2022, Xinbi Guarantee and its merchants have proc
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