OptionMetrics Ivy DB
Description: Historical price and implied volatility data for the U.S. equity and index options markets.
Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, calculated implied volatilities, and option sensitivities.
Subject: Stock Options
- Current HU faculty, students, and staff
- Harvard University faculty, graduate students (including MBA students) and researchers can request a WRDS account
- HU undergraduates may use WRDS in the Financial Databases Room.
Use of this database implies acceptance of our Copyright and Licensing Restrictions.