With options trading in Asia Pacific on rise, new version of historical options data gives quants, academia, hedge funds most accurate data to back-test trading strategies, perform sophisticated research, evaluate risk

NEW YORK--(BUSINESS WIRE)--#Quantinvesting--OptionMetrics, an options database and analytics provider for international institutional investors and academic researchers, launched a new version of its IvyDB Asia database. IvyDB Asia 2.0, with historical data for option markets in Hong Kong, Japan, Taiwan, Korea, and Australia, continues OptionMetrics� tradition of offering the industry the most accurate, highest quality options data.

IvyDB Asia 2.0 � covering more than 600 optionable securities (equities and indices) from all major Asian-Pacific exchanges, starting from January 2004 � includes daily option pricing information, dividend projections, and historical distributions and corporate actions, such as splits and mergers. Updates in IvyDB Asia 2.0 include:

• Access to even more up-to-date data, with the rollover date of version 2.0 through January 1, 2020, and another year of archived tables for 2019, a boon to academics with even more information to leverage in research.
• Even more accurate distribution projections, with updates to the methodology, resulting in a smoother implied volatility surface.
• Streamlined access to data, with less commonly accessed source tables archived to make handling of data easier.
• Updates for the Japanese trading index, with new fields to accommodate regional trading rules one business day prior to expiration on options in this region.
• Updates for new tax law projections in India, with calculations accommodating rules for Indian companies to pay dividends before April 1 this year.

�Interest in options and futures in Asia Pacific has been surging, with exchanges in the region experiencing the largest increase in trading volume in the first half of 2020. As more firms worldwide look to these markets to enhance sophisticated trading strategies and for hedging, we provide the most comprehensive, highest quality, accurate data for quants and academia to assess risk and develop even more relevant and accurate research,� says OptionMetrics CEO David Hait, Ph.D.

Initially launched in 2010, IvyDB Asia is used by over 300 hedge fund, academic and institutional investors to back-test trading strategies, evaluate risk models, and perform sophisticated research. As with OptionMetrics� other data products (for the U.S., Europe, Canada, and Global Indices), IvyDB Asia is updated daily to incorporate new end-of-day prices. Each option price is matched with the security price for accurate implied volatility and greeks calculations along with option sensitivities (delta, gamma, vega, and theta), and a standardized constant-maturity volatility surface is calculated for each security every day.

For an evaluation of OptionMetrics IvyDB Asia 2.0, please contact [email protected].

About OptionMetrics:

OptionMetrics, draws on over 20 years of providing high-quality options databases and analytics with IvyDB historical options databases for U.S., Europe, Asia, Canada, and global indices to corporate, institutional subscribers and business schools worldwide. It has covered every U.S. strike and expiration option on over 10,000 underlying stocks and indices since 1996. Leading portfolio managers, equity options traders, and quantitative researchers rely on OptionMetrics for extensive, high-quality data to construct and test options investment strategies, perform empirical research, and accurately assess risk. www.optionmetrics.com, LinkedIn, Twitter, Facebook.

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