OptionMetrics, with over two decades of experience, has established itself as a leading provider of historical options and implied volatility data, serving over 300 corporate and academic institutions globally. Their IvyDB databases, encompassing US, Europe, Asia, and Canada, have become industry standards for accurate end-of-day prices, implied volatilities, and greeks, enabling users to evaluate risk models, test trading strategies, and conduct sophisticated market research. This extensive reach and commitment to data accuracy positions OptionMetrics as a trusted partner in the financial industry.