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
GIGABYTE Unveils “Future Landing” at COMPUTEX 2026 as Implementation Becomes Critical to Scaling AI12.5.2026 03:00:00 CEST | Press release
GIGABYTE Technology, a global leader in high-performance computing, is taking its most comprehensive end-to-end portfolio for AI infrastructure to COMPUTEX 2026 under the theme "Future Landing." As AI transitions from training into large-scale inference and real-world operation, GIGABYTE addresses the industry's most pressing challenge: not whether AI can be built, but how quickly and reliably it can be deployed, operated, and sustained at scale. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260505299592/en/ GIGABYTE Unveils “Future Landing” at COMPUTEX 2026 as Implementation Becomes Critical to Scaling AI At COMPUTEX, GIGABYTE organizes its showcase around three states that define the lifecycle of production AI infrastructure. Ready: integrated systems that have been fully built, simulated, validated, and prepared for deployment. Deployable: modular clusters engineered for rapid implementation across diverse environments.
INNIO Group Announces Filing of Registration Statement for Proposed Initial Public Offering11.5.2026 21:49:00 CEST | Press release
INNIO Group ("INNIO"), a leading global distributed energy solutions provider, today announces that it has publicly filed a registration statement on Form S-1 with the U.S. Securities and Exchange Commission ("SEC") relating to a proposed initial public offering of its common shares. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260511389675/en/ INNIO Group Announces Filing of Registration Statement for Proposed Initial Public Offering The timing of the offering, number of shares to be offered and the price range for the proposed offering have not yet been determined. INNIO has applied to list its common shares on the Nasdaq Global Select Market under the ticker symbol "INIO." Goldman Sachs & Co. LLC, J.P. Morgan and Morgan Stanley are acting as joint lead book-running managers for the proposed offering. BofA Securities, Barclays and Citigroup are acting as book-running managers for the proposed offering. Baird, BNP Paribas
Only 7% of Companies Achieve Full Compliance as Global Expansion Increases Legal Complexity11.5.2026 15:00:00 CEST | Press release
47% of general counsels say beneficial ownership rules pose the biggest risks to legal operations44% lack confidence in meeting cross-border data security requirements As businesses accelerate their global expansion in 2026, compliance fails to keep pace. In fact, only 7% of organizations report full compliance across their global entities, according to a new study by CSC, the leading provider of global business administration and compliance solutions. CSC surveyed 350 general counsel (GCs) and senior legal professionals across Europe, North America, and Asia Pacific to examine how their teams navigate international expansion, regulatory pressure, and the increasing adoption of artificial intelligence (AI).¹ The findings appear in CSC’s latest report, General Counsel Barometer 2026: From Complexity to Control. Most organizations report partial compliance, with over half (53%) estimating they are 50–75% compliant, and a further 35% placing themselves between 76%–99%. This leaves just 7%
IFF Opens Vanilla Innovation Center in Madagascar11.5.2026 14:15:00 CEST | Press release
Advancing science‑led flavor innovation where vanilla is grown IFF (NYSE: IFF)—a global leader in flavors, fragrances, food ingredients, health & bioscience—today announced the opening of its Vanilla Innovation Center in Madagascar, reinforcing vanilla as a strategic and priority tonality for IFF and strengthening its ability to innovate at origin. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20260508110162/en/ IFF's Vanilla Innovation Center in Madagascar “The opening of the center marks an important step in how we approach vanilla innovation,” said Adam Jańczuk, Ph.D., senior vice president, research, creation and design, Taste, IFF. “By strengthening our presence at origin, we connect science, creativity and sustainability more closely, responding to climate changes, safeguarding quality and creating value across the supply chain.” Located in Toamasina, Madagascar’s principal seaport, near vanilla growing areas and post‑h
ARIS Recognised as a Leader in Gartner® Magic Quadrant™ for Process Intelligence Platforms, Believes This Reinforces Its Role in Enabling Enterprise AI at Scale11.5.2026 14:00:00 CEST | Press release
ARIS, the process context foundation platform for enterprise AI deployment, today announced its recognition as a Leader in the Gartner® Magic Quadrant™ for Process Intelligence Platforms. This is the fourth consecutive year that ARIS has been recognized as a Leader in the report and the company believes it underscores a continued commitment to innovation and growth as enterprises focus on turning AI ambition into measurable business outcomes. While technology has advanced rapidly, companies are struggling to operationalise AI across complex operating models. ARIS sees this recognition by Gartner as a reflection of its strength in delivering a single unified platform for process intelligence, providing the context layer on which G2000 organisations can successfully deploy and scale agentic AI. “AI is moving from experimentation to execution – but many enterprises are finding it difficult to scale,” said Guillaume Bacuvier, CEO of ARIS. “The reason is simple: AI lacks the context it need
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