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
PMCOrganometallix Announces Price Increase on All Products24.4.2026 22:55:00 CEST | Press release
Due to significant changes in market conditions, PMC Organometallix, Inc. announces that effective May 1, 2026, or as contracts permit, prices across all product lines globally will increase by 10-25%. This adjustment is driven by sustained cost pressures from key inputs including rising raw material costs and escalating freight and logistics expenses. While the company has been absorbing these increases, the current economic environment brought on by the geopolitical crisis of the Iran conflict requires this adjustment to continue providing the high-quality, consistent materials and supply reliability that customers expect. PMC Organometallix will implement these changes in a transparent, collaborative manner and values your partnership while navigating these economic challenges. Customers with questions or to discuss a specific situation should contact their account representative. About PMC Group PMC Group is a growth-oriented, diversified, global chemicals and plastics company deli
Frankfurt Higher Regional Court upholds BESREMi® arbitral award in favor of AOP Health24.4.2026 18:52:00 CEST | Press release
Today, the Higher Regional Court of Frankfurt upheld the February 20251 partial final ICC arbitral award in favor of AOP Orphan Pharmaceuticals GmbH (“AOP Health”) in its dispute with PharmaEssentia Corp. (“PharmaEssentia”). The ruling confirms the award which found the Taiwanese company to be liable for certain damages. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260424005227/en/ Portrait Dr. Rudolf Widmann, Founder AOP Health Credit: AOP Health/Daniel Ospelt Dr. Rudolf Widmann, one of the two founders of AOP Health, explains: “We very much welcome the Frankfurt Higher Regional Court’s decision that confirms our position. In the interest of our patients, we are dedicated to maintaining stable and sustainable access to BESREMi® and to responsibly navigating future challenges.” The Product in Dispute The conflict centers around BESREMi® (ropeginterferon alfa-2b), a product launched in 2019 and developed by AOP Health into
Compass Pathways Announces FDA Granted NDA Rolling Review Request and Awarded Commissioner's National Priority Voucher24.4.2026 16:37:00 CEST | Press release
Compass is the most advanced company in classic psychedelics and has generated positive data from two ongoing large, well controlled Phase 3 clinical trials, designed to uphold the highest regulatory standardsFDA grants Compass NDA rolling submission and review request, based on Phase 3 dataCNPV awarded for COMP360, Compass’ proprietary formulation of synthetic psilocybin, for treatment-resistant depression (TRD)CNPV further accelerates momentum and Compass is confident and ready to deliver for patients Compass Pathways plc (Nasdaq: CMPS), a biotechnology company dedicated to accelerating patient access to evidence-based innovation in mental health, today announced the U.S. Food and Drug Administration (FDA) granted Compass NDA rolling review request and selected COMP360, Compass’ proprietary formulation of synthetic psilocybin, for the Commissioner's National Priority Voucher (CNPV) program for treatment-resistant depression (TRD). Companies selected for the voucher program will be en
Banma Intelligence and Alipay Launch AI Cockpit Solution Powered by Alipay AI Pay, Enabling Seamless and Secure In-Car Transactions by Voice24.4.2026 16:04:00 CEST | Press release
At the 2026 Beijing International Automotive Exhibition (“Auto China 2026”), OS and AI technology company Banma Intelligence and Alipay today launched a new AI cockpit solution integrating Alipay AI Pay, enabling drivers to complete purchases by voice command directly from their vehicle. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260424618328/en/ Industry-first AI Cockpit Solution with Alipay AI Pay Unveiled “In the past two years, smart cockpits have achieved rapid advances in perception and decision-making,” said Ming Cai, Banma Intelligence Chief Product Officer. “With large models onboard, vehicles can understand user intent and make recommendations. By integrating Alipay AI Pay into our AI cockpit solution, we are removing the last friction point in the in-car smart cockpit experience - drivers simply speak to pay, no phone required.” The new AI cockpit solution initially covers two high-frequency use cases: enterta
Spatial Announces the Release 2026 1.0.1: New Enhancements Across 3D InterOp, Data Prep, Meshing, and 3D Modeling SDKs24.4.2026 15:21:00 CEST | Press release
Spatial Corp., the leading software development kit provider for design, manufacturing and engineering solutions and a subsidiary of Dassault Systèmes, today announced new enhancements across several of its product lines. These updates further strengthen Spatial’s commitment to delivering high-performance solutions that optimize interoperability, data preparation, and advanced modeling workflows. Designed to improve efficiency and robustness across CAD translation, modeling, meshing, and simulation processes, the latest updates introduce expanded format support, enhanced PMI handling, and new capabilities for complex geometry processing. 3D InterOp NX Reader Enhancement for 2D Drawings The NX reader imports 2D drawings as visualization data from NX 2412 and later versions. glTF Writer Supports Draco Compression glTF export incorporates Draco compression for meshes and point-clouds to significantly reduce output file sizes. Enhanced Support for Reading Product Manufacturing Information
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