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
Verdict Expected Soon in Klarna’s $8.3 Billion Antitrust Lawsuit Against Google24.2.2026 19:09:00 CET | Press release
PriceRunner v. Google: Sweden’s Largest-Ever Civil Damages Claim Reaches Decision Stage; Klarna Provides Investor Update Klarna Group plc (NYSE: KLAR) announces that the Patent and Market Court of Sweden (Patent- och marknadsdomstolen) is expected to deliver its verdict on April 15, 2026 in the antitrust damages proceedings brought by Klarna’s subsidiary PriceRunner International AB against Google LLC and Google Ireland Limited. The trial, which ran from October 20 to December 19, 2025, concerned PriceRunner’s claim for approximately $8.3 billion in damages — the largest civil damages claim ever filed in a Swedish court. The Case The claim arises from Google’s abuse of dominance in online comparison shopping, as established by the European Commission in a binding 2017 decision and upheld without reservation by the Court of Justice of the European Union in September 2024. PriceRunner alleges that Google systematically demoted competing price comparison services in its search results whi
INRIX Announces New Generation of AI Traffic Products: Helping to Improve Safety, Reduce Congestion, and Enhance Mobility Operations24.2.2026 16:49:00 CET | Press release
New generative AI capabilities, enhanced incident detection, and expanded customer deployments mark a major evolution of the INRIX Traffic product family INRIX, a global leader in transportation data and analytics, today announced a major expansion of its Trafficfamily of products, delivering innovativeAI-driven capabilities to help transportation agencies and logistics organizations move from reactive traffic management to proactive, safety-focused and efficient operations. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260224267928/en/ INRIX introduces expanded automation, generative AI capabilities, enhanced incident detection, and continuous analytics. Over twenty years ago, INRIX commercialized the first system to use GPS data to create real-time traffic information. In 2019, INRIX launched AI Traffic – the world's first traffic platform to leverage deep learning models and AI to improve the quality and analysis globall
Check Point and ControlPlane Partner to Help Enterprises Securely Scale AI and Accelerate Agentic Innovation24.2.2026 15:30:00 CET | Press release
ControlPlane, a specialist AI Security and DevSecOps consultancy, and Check Point Software Technologies Ltd., a pioneer and global leader in cyber security solutions, today announced a strategic collaboration to help enterprises securely adopt Large Language Models (LLMs) and agentic AI systems at scale. The partnership delivers a comprehensive, regulator-ready security framework designed to reduce risk, protect sensitive data, and enable organizations to move confidently from AI experimentation to production deployment. By combining Check Point’s AI-native threat prevention platform with ControlPlane’s deep expertise in cloud native architectures and DevSecOps, enterprises can operationalize AI securely without slowing innovation. As organizations advance AI initiatives beyond pilots, they face a growing “AI readiness gap.” Emerging threats such as prompt injection, unauthorized access, data leakage, and model misuse introduce risks that traditional security controls were not built to
Clinilabs Establishes EU Headquarters in Basel, Strengthening European Clinical Operations Under New Regional Leadership24.2.2026 15:00:00 CET | Press release
Clinilabs, a leading specialty contract research organization (CRO) focused on central nervous system (CNS) drug and device development, today announced the expansion of its European operations, including the establishment of its European Union headquarters at Switzerland Innovation Park Basel Area, and the appointment of Dr. Anne-Marie Nagy as executive vice president and head of Clinilabs Europe. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260224669284/en/ Dr. Anne-Marie Nagy appointed as Executive Vice President and Head of Clinilabs Europe Switzerland Innovation Park Basel Area is part of Switzerland’s national innovation network and located within the Basel region’s globally recognized life sciences cluster, bringing together biopharma companies, research institutions, and clinical innovation leaders. “Europe is a critical pillar of Clinilabs’ long-term growth strategy,” said Gary K. Zammit, Ph.D., president and chie
Yubico Unveils “YubiNation Partners”: A New Era of Global Channel Partnership to Secure Digital Identities in the Age of AI24.2.2026 15:00:00 CET | Press release
Yubico (NASDAQ STOCKHOLM: YUBICO), a modern cybersecurity company and creator of the most secure passkeys, today announced the launch of YubiNation Partners, a new global Channel program designed to unite a community of security experts. In the face of growing AI-driven cyber threats, the program enables partners to become trusted advisors and cultivate a safer digital world for their customers, making identities private and secure. As the average cost of a corporate security breach climbs to $4.4 million*, with phishing remaining a primary attack vector, the industry can no longer rely on passwords alone. In fact, a 2026 Total Economic Impact study from Forrester Consulting commissioned by Yubico, found that by replacing traditional multi-factor authentication (MFA) and one-time passwords (OTP) with YubiKeys, customers achieved a 265% return on investment (ROI). This effectively eliminated phishing and credential-theft risks, reducing an organization’s risk exposure to breach costs fr
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