Historical Options Price Data | IvyDB US

1996 onward

Complete historical record of end-of-day data for U.S. exchange-traded equity and index options.

Prices, IV & Greeks

Bid, ask, volume, open interest, implied volatility, and greeks.

Daily updates

New end-of-day data added every trading day for research and risk workflows.

What You Get

Built for institutional research and risk workflows

Continuous time series

Symbol changes, splits, spinoffs, and dividend adjustments are handled automatically, giving you an uninterrupted record across every underlying.

Corporate actions and reference data included

Interest rate, dividend, and corporate action information is delivered alongside option prices, so your models work with complete inputs out of the box.

Rigorous IV and greeks methodology

Implied volatility and greeks are calculated using both European and American models, with a standardized constant-maturity volatility surface for cross-period comparability.

Built For

For institutional teams that build, test, and defend strategies

IvyDB US is used by professionals who need a reliable historical record to support quantitative work, risk decisions, and academic research.

Hedge funds and asset managers

Quantitative researchers and strategists

Risk managers

Derivatives and equities traders

Academic researchers

Institutional data and technology teams

The Reference Standard

A reference standard, earned since 1999

300+ institutions worldwide

IvyDB US is used by hedge funds, asset managers, banks, and academic institutions for daily research and risk workflows.

The standard for academic research

Distributed through WRDS and integrated with CRSP, IvyDB US supports academic research that depends on reliable options data.

Over 25 years of historical options data leadership

OptionMetrics has provided historical options and implied volatility data for more than 25 years, with ongoing methodology refinement.