NEW YORK--(BUSINESS WIRE)--OptionMetrics, the leader in financial data and analytics for institutional investors and academic researchers worldwide, releases IvyDB US 6.0 and IvyDB ETF 4.0. Both datasets include even more accurate options implied volatility (IV) calculations and greeks, enhanced index and single stock volatilities, zero meme stock IV caps, and OptionMetrics’ Genie utility for fast, easy data fetch and load capabilities.In order to better serve its customers amid economic shifts, the prevalence of meme stocks, and need for highly accurate implied volatility calculations to measure risk, OptionMetrics has significantly enhanced its historical end-of-day options data. IvyDB US, considered the gold-standard in historical options data, covering 10,000+ underlying US stocks and indices from 1996 onward, and its IvyDB ETF subset, now leverage:New Proprietary Implied Lending Fees Methodology – more accurately infers embedded borrow costs in the options market with sophisticated borrow rate calculations that use the relationship between put and call implied volatility spreads (versus put-call parity, relied on by other providers).– more accurately infers embedded borrow costs in the options market with sophisticated borrow rate calculations that use the relationship between put and call implied volatility spreads (versus put-call parity, relied on by other providers). Improved Index Volatilities – enhances the term structure in option pricing models to produce even more accurate index options vols, implied volatilities, and greeks, and reflection of market conditions. OptionMetrics significantly refines the implied dividend term structure used in its models to reflect varying dividend yield expectations across maturities for greater accuracy, over using uniform dividend yields.enhances the term structure in option pricing models to produce even more accurate index options vols, implied volatilities, and greeks, and reflection of market conditions. OptionMetrics significantly refines the implied dividend term structure used in its models to reflect varying dividend yield expectations across maturities for greater accuracy, over using uniform dividend yields

NEW YORK--(BUSINESS WIRE)--OptionMetrics, the leader in historical options analytics for institutional investors and academic researchers worldwide, is announcing it is sponsoring and exhibiting at Quant Strats, March 12, at Quorum by Convene, New York. OptionMetrics will showcase its historical equity and futures options, beta, and dividend forecast data sets used by 300+ corporate and academic institutions globally to assess risk, construct investment strategies, and perform empirical research, including:IvyDB US, considered the “gold standard” in historical options data, as well as IvyDB Europe, IvyDB Canada, IvyDB Asia, and IvyDB ETF to assess financial strategies in markets worldwideIvyDB Beta, option implied betas and correlations for constituents of the SPY for a real-time market adjusted view of systematic risk over traditional historical, backward-looking betaIvyDB Futures, historical future option price data and volatility surface calculations of the highest quality for the US futures markets, to evaluate risk and test trading strategiesIvyDB Signed Volume, data on detailed option trading volume, assigned as buyer-initiated or seller-initiated, for insights into options market order flows, participant activity, and directional trading strategiesReal-time Woodseer Dividend Forecast Data with GenAI with algorithm+analyst+ai methodology for trading, back-testing dividend strategies, risk management and anticipating portfolio income“This conference dives into key drivers in the industry, with specific focus on topics such as AI, finding alpha, new data sources, and real-world applications that give quants a competitive edge,” says CEO David Hait, Ph.D. “That’s where OptionMetrics comes into play. Since 1999 we’ve been providing historical options and implied volatility data, and steadily adding equities and futures options, beta, and dividend forecast databases for leading portfolio managers, traders, and quantitative researchers around the world – sharpening their estimates and making them more competitive.”. OptionMetrics has been making bold moves the last few years, adding enhancements and new products such as IvyDB Beta, which provides implied betas and correlations for equities. It offers a forward-looking view of beta that many quants and risk managers find superior

NEW YORK--(BUSINESS WIRE)--OptionMetrics, a leading options database and analytics provider for institutional investors and academic researchers worldwide, has integrated ChatGPT-4 artificial intelligence (AI) into its Woodseer Dividend Forecast Data product used by portfolio managers, equity researchers, traders, and others to assess ex-dividend dates, backtest strategies, and anticipate portfolio income. The OptionMetrics Woodseer Dividend Forecast Data platform is using GenAI to gather, read, interpret, and summarize company-issued press announcements related to equity, ADR, and ETF dividends in the U.S. and Canada. This information is more efficiently and accurately extracted by AI for analysis by the platform’s proprietary, algorithm-based methodology and experienced analysts in generating dividend forecasts, ex-dates, and dividend payments data. The integration of GenAI into the Woodseer Dividend Forecast Data platform significantly reduces analysts’ research time by replacing the manual process of tracking and parsing public company announcements on dividend payouts. “We’ve leveraged the benefits of ChatGPT-4 to more effectively and efficiently extract dividend information for actionable analysis,” said OptionMetrics CEO David Hait, Ph.D