Baker Library | Bloomberg Center

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.

How do I find data on futures, options, and commodities?

Content Type: Financial Markets Data, WRDS

Subject: Stock Options

Access:

  • 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.

Note: Use of WRDS is limited to academic and non-commercial research purposes. The right to access licensed databases and copyrighted material on the WRDS system is only for internal or academic research. You may not use data downloaded from WRDS for any commercial endeavor. In addition, you may not reveal, disclose, transfer, or share username and password information with anyone. Additional restrictions apply. See WRDS Terms of Use.

Use of this database implies acceptance of our Copyright and Licensing Restrictions.


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