IVY DB US OPTIONS DATABASE

Contents

• Availability
  
• Description
• Vendor information
  
• Accessing Ivy DB US Options Database

Availability

The Ivy DB US Options Database is available to Kellogg faculty, staff and students through WRDS. The data can be accessed through WRDS' web interface or UNIX (via secure shell). The latter allows users to access the files in SAS format.

Description

OptionMetrics' Ivy DB US Options includes end-of-day bid and ask quotes, open interest, and trading volume on every call and put option on individual stocks traded in US exchanges, as well as open and close prices, return, dividend and split prices for the stocks covered. The data is in daily frequency and the first date available is January 4, 1996.

Vendor information

OptionMetrics, LLC
1790 Broadway, Suite 1500
New York, NY 10019
Phone: (212) 918-1867
Fax: (212) 918-1879

Accessing Ivy DB US Options Database

• Online documentation
• Other datasets that include options data: CME Selective Time and Sales and LIFFE tick data