OptionMetrics, founded in 1999, is a provider of historical options price data, analytical tools, and research services. The firm serves over 300 institutional investors, corporations, and academic institutions globally, with a presence in New York City and operations spanning North America, Europe, and Asia-Pacific.
The company's flagship product, the IvyDB database, is a comprehensive repository of historical options data. It tracks every strike and expiration on over 10,000 underlying stocks and indices, with US equity coverage extending back to 1996. The database also includes data for European, Asia-Pacific, and Canadian markets, as well as global indices.
OptionMetrics' technical work centres on financial data analytics, options pricing, implied volatility modelling, and quantitative research. Its data and tools are used across institutional investment, academic research, financial services, and risk management.
