OptionMetrics has provided historical option price data, analytics, and research tools to institutional investors and academics since 1999. The company's flagship product, IvyDB, is a research-grade database covering over 10,000 underlying stocks and indices across North America, Europe, and Asia-Pacific. The database includes end-of-day option prices, calculated implied volatilities, and Greeks, with US equities coverage dating back to 1996.
The client base spans leading investment banks, hedge funds, pension funds, mutual funds, and academic institutions globally, with over 300 corporate and institutional clients served. OptionMetrics maintains its headquarters in New York City and serves portfolio managers, traders, quantitative researchers, and risk managers who require granular historical options data for empirical research, risk measurement, and quantitative analysis.
