NY-OPTIONMETRICS
9.6.2021 14:07:09 CEST | Business Wire | Press release
OptionMetrics , an options database and analytics provider for institutional investors and academic researchers worldwide, releases OptionMetrics IvyDB Europe 3.0 . The update offers new features for institutional investors and academia to assess extreme volatility and complex trading strategies. Major advancements include extension of the volatility surface for underlying securities and the increase in maximum calculated option implied volatility.
One of the biggest updates in IvyDB Europe 3.0 is expansion of the volatility surface to include a 10-day maturity curve along with new call and put delta grid points at 10, 15, 85, and 90 (expanding the curve to 10-90 from 20-80). The extended surface enables institutional investors to see more points deep in the money and deep out of the money as they assess shorter and longer term strategies, such as those surrounding high volatility, meme stocks, and weekly options.
Additionally, the threshold for maximum implied volatility has been increased to 900% to enable investors to identify extremely volatile options and high-priced premiums, with Nokia and other European securities reaching over 800% in the peak of their trading frenzy this year as an example. Options with extremely high volatility are purposely excluded from volatility surface calculations.
OptionMetrics also makes volatility price calculation and schema changes consistent with those in IvyDB US 5.0 for even easier comparison across databases. Specific updates include:
- More option contract specification data, with the addition of AM settlement, contract size, and expiry indicator fields in option price and tick option price tables, enabling users to conveniently view contract specifications in one place.
- More sophisticated mapping of option IDs/prices for securities trading on multiple exchanges or in more than one currency.
- Enhanced data quality, with historical patching and recalculations based on the above.
“With our most recent version of IvyDB Europe, we continue to expand on our mission to provide the most accurate, highest quality options data to address our customers’ evolving needs. IvyDB Europe 3.0 thoughtfully accounts for complexities in European options and exchanges and also expands on the amount of analysis provided for academia and institutional investors to assess shorter and longer term opportunities in the evolving markets,” says OptionMetrics CEO David Hait, Ph.D.
IvyDB Europe covers over 972 optionable securities, from all major European exchanges, including the U.K., France, Germany, Switzerland, Netherlands, Sweden, Belgium, Spain, Italy. Historical data and daily updates are available for most securities since January 2002. In addition to daily option pricing information, it includes dividend projections, and historical distributions and corporate actions, such as splits, mergers, and name changes.
OptionMetrics also has databases for the U.S., Asia-Pacific, Canada, Global Indices, and futures.
Email info@optionmetrics.com for details.
View source version on businesswire.com: https://www.businesswire.com/news/home/20210609005300/en/
About Business Wire
Subscribe to releases from Business Wire
Subscribe to all the latest releases from Business Wire by registering your e-mail address below. You can unsubscribe at any time.
Latest releases from Business Wire
LTM to Drive AI-Powered Modernization of IT Infrastructure and Application Support for UK-based SSP Group26.5.2026 11:00:00 CEST | Press release
LTM, the Business Creativity partner to the world’s largest enterprises, has entered a strategic partnership with SSP Group, a leading operator of food and beverage outlets in travel locations worldwide. Through this AI-powered partnership, LTM will deliver modernized, end-to-end IT infrastructure support and enhanced application maintenance services to SSP Group. As part of this engagement, LTM will leverage its advanced AI capabilities including its BlueVerseTM ecosystem to help SSP manage operational risks, simplify infrastructure and application complexities, and drive business efficiency and agility. Additionally, the collaboration will focus on enabling data-driven decision-making, accelerating innovation through automation, delivering scalable solutions that enhance customer experience, and driving cost optimization through AI automation and simplification. “As we continue to advance our IT capabilities, having a trusted partner like LTM with deep domain expertise and a focus on
ROYC and Stilla Enter Strategic Partnership to Operationalise Agentic AI in Private Markets26.5.2026 10:30:00 CEST | Press release
ROYC today announced a partnership with Stilla.ai as the platform layer where ROYC will create, share and run its internally developed AI skills and agents. This operationalises the agentic AI strategy ROYC set out earlier, equipping every function across the company with the tools and resources to build and deploy their own AI agents and converting this into measurable productivity gains and accelerated product development. This will substantially accelerate launch of new platform features, improving cost efficiency at the same time as strengthening overall governance and oversight. For ROYC’s customers and partners, the result will be shorter time-to-market for new product releases, shorter time frames moving from idea to productification and tailored customer experience from an investor services perspective. “Our strategy is clear: AI is embedded in every aspect of our ways of working and what the ROYC Operating System does, not a side project,” said Peter Bergenwald, CTO of ROYC. “
IQOS One of the Most Valuable Global Brands, According to Kantar’s BrandZ 2026 Ranking26.5.2026 10:00:00 CEST | Press release
Recognition reinforces the growing consumer relevance of IQOS and the strength of Philip Morris International’s smoke-free vision Philip Morris International’s (PMI) (NYSE: PM) IQOS, the #1 tobacco heating system1, has been listed for the first time as one of the top 100 most valuable brands in the world in Kantar’s BrandZ 2026 Most Valuable Global Brands. This ranking solidifies IQOS’s global momentum and its emergence as a culturally relevant, iconic brand for adult nicotine users seeking better alternatives to cigarettes. According to the BrandZ 2026 Most Valuable Global Brands, IQOS achieved a ranking of #74 globally. With more than 35 million IQOS users worldwide—most of whom have fully switched away from cigarettes2—the brand continues to lead from the front and champion in a smoke-free era through science-backed innovation and consumer-centric design. Within 10 years of inception, IQOS surpassed $10 billion in annual net revenues, reaching this milestone faster than some of the
Quectel Expands EMEA Reach With Future Electronics Distribution Agreement26.5.2026 10:00:00 CEST | Press release
Quectel Wireless Solutions, a global end-to-end IoT solutions provider, today announced an expanded distribution partnership with Future Electronics to bring its full portfolio of products and services to customers across the EMEA region. Under this agreement, Future Electronics will bring Quectel’s full IoT portfolio to customers across Europe, the Middle East and Africa, with a strong focus on its non-cellular solutions, including antennas, GNSS, Wi-Fi, Bluetooth and smart modules. This collaboration marks a significant step in strengthening Quectel’s presence in EMEA, leveraging Future Electronics’ strong regional infrastructure, technical expertise, and established customer relationships to accelerate growth and innovation. “Future Electronics’ extensive footprint and demand creation capabilities make them an ideal partner for expanding our reach across EMEA,” said Natasha Barrios, Senior Vice President, EMEA, Quectel Wireless Solutions. “By working together, we can ensure faster a
Merz Therapeutics and Kvvit Enter Exclusive Agreement for INBRIJA® (levodopa inhalation powder) in Mainland China, Hong Kong and Macao26.5.2026 09:00:00 CEST | Press release
Kvvit to lead local development, regulatory activities and commercialization of INBRIJA® in mainland China, Hong Kong and Macao Under the agreement, Merz Therapeutics will receive upfront, development and commercial milestone payments, and tiered supply and royalty arrangements, with no manufacturing rights granted to Kvvit Merz Therapeutics GmbH and Jiangxi Kvvit Pharmaceutical Co. Ltd. today announced that the companies have entered into an exclusive license and collaboration agreement regarding INBRIJA® (levodopa inhalation powder) and its proprietary inhalation device for the intermittent treatment of episodic motor fluctuations (OFF episodes) in adult patients with Parkinson’s disease (PD) treated with a levodopa/dopa-decarboxylase inhibitor in mainland China, Hong Kong and Macao. Under the agreement, Merz will supply INBRIJA® and retain responsibility for global product quality and key regulatory activities. Kvvit will lead development, regulatory activities and commercializat
In our pressroom you can read all our latest releases, find our press contacts, images, documents and other relevant information about us.
Visit our pressroom