OptionMetrics

OptionMetrics is a provider of historical option price data, tools and analytics for institutional investors and academics. Founded in 1999 and headquartered in New York City, the firm supplies research-grade data used to construct and test investment strategies, perform empirical research and assess financial risk. Its work spans options data, implied volatility analytics, financial data engineering, quantitative research tools and risk analytics.

The company's flagship product is IvyDB, a historical options database covering every strike and expiration on more than 10,000 underlying stocks and indices. It holds US equities data since 1996 and includes end-of-day option prices, calculated implied volatilities and Greeks, with additional coverage for Europe, Asia-Pacific, Canada and global indices. Complementing the database are data, tools and analytics covering options prices, implied volatilities and Greeks.

OptionMetrics serves more than 300 corporate, institutional investor and university clients worldwide, spanning investment banking, hedge funds, pension funds, mutual funds, asset management, risk management and academic research. The firm operates across North America, Europe, Asia-Pacific and Canada. Its stated emphasis is on clean, accurate, research-grade data.