NY-OPTIONMETRICS
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
BeOne Medicines Granted U.S. FDA Fast Track Designation for BGB-B2033 as Treatment for Hepatocellular Carcinoma18.12.2025 12:00:00 CET | Press release
BGB-B2033 is a bispecific antibody directed at GPC3 and 4-1BB; key targets in the most common liver cancerFDA Fast Track Designation reflects the potential of BGB-B2033 in an area of high unmet need BeOne Medicines Ltd. (Nasdaq: ONC; HKEX: 06160; SSE: 688235), a global oncology company, today announced that the U.S. Food and Drug Administration (FDA) has granted the Company Fast Track Designation for BGB-B2033, its GPC3x4-1BB bispecific antibody for the treatment of adult patients with hepatocellular carcinoma (HCC) with disease progression on or after prior systemic treatment. “The FDA awards Fast Track Designation to therapies that show potential to address an unmet medical need in serious or life-threatening conditions. The FDA’s decision reflects the encouraging profile of BGB-B2033 in advanced hepatocellular carcinoma, where patients continue to face limited treatment options,” said Julie Lepin, Senior Vice President and Chief Regulatory Affairs Officer at BeOne. BeOne is currentl
NHOA Energy Achieves Great Place To Work Certification in Italy, the United States and Australia18.12.2025 10:53:00 CET | Press release
NHOA Energy, global provider of utility-scale energy storage systems, announces that it has been certified Great Place To Work® in Italy, the United States, and Australia. The certification is based entirely on direct feedback from NHOA Energy employees, gathered through an independent and structured listening process. Great Place To Work® Certification™ assesses the quality of the employee experience across key dimensions such as credibility, respect, fairness, pride, and camaraderie. The results achieved by NHOA Energy reflect a corporate culture built on trust, inclusion, and the consistent commitment to valuing people within a dynamic and international environment. Employees highlighted particularly high levels of appreciation for the ethical and transparent behavior of leaders, the welcoming and inclusive approach toward new hires, and fair treatment across diversity, equity, and inclusion dimensions. A strong majority also expressed pride in working at NHOA Energy and reported a
Regnology Signs an Agreement to Acquire Moody’s Regulatory Reporting & ALM Solutions18.12.2025 10:00:00 CET | Press release
The deal further strengthens Regnology’s global position in Regulatory Reporting and significantly accelerates its expansion into new markets Regnology, a leading provider in regulatory, risk, tax, and finance reporting, as well as supervisory technology, today announced it has signed an exclusive agreement for the acquisition of Moody’s Regulatory Reporting & ALM Solutions business, inclusive of solutions for Basel III compliance, IFRS9 impairment accounting, large bank asset-liability management (ALM), Solvency II insurance reporting, and prudential and statistical regulatory reporting across more than 50 jurisdictions. By integrating Moody’s regulatory capital and liquidity capabilities with Regnology’s regulatory, risk, and finance offerings, the firm is creating a unified, scalable platform designed to meet the full spectrum of financial regulatory compliance and risk requirements. This combined strength positions Regnology as the partner of choice for financial institutions seeki
Reply Recognized as a Microsoft Azure Expert Managed Services Provider for the Sixth Consecutive Year18.12.2025 10:00:00 CET | Press release
Reply [EXM, STAR: REY] announced today it has been recognized once again as a Microsoft Azure Expert Managed Services Provider (MSP). The renewal reaffirms Reply’s proven expertise and consistent track record in delivering high-quality cloud solutions and services on the Microsoft Azure platform, powered by the deep technical expertise of its specialized companies – Cluster Reply, Solidsoft Reply and Valorem Reply. This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20251218596617/en/ This recognition reflects the ongoing collaboration between Reply - through its companies Cluster Reply, Solidsoft Reply, and Valorem Reply - and Microsoft, supporting shared efforts to deliver value-driven services to enterprise customers. The Azure Expert MSP program is designed by Microsoft to identify and validate partners with proven capabilities in delivering end-to-end Azure services at scale. To qualify, partners must meet a strict set of requ
Takeda’s Zasocitinib Landmark Phase 3 Plaque Psoriasis Data Show Promise to Deliver Clear Skin in a Once-Daily Pill, Catalyzing a New Era of Treatment18.12.2025 09:00:00 CET | Press release
Pivotal Phase 3 studies of once-daily oral zasocitinib met all primary and ranked secondary endpoints in patients with moderate-to-severe plaque psoriasis More than half of study participants treated with zasocitinib achieved clear or almost clear skin (PASI 90), and on average about 30 percent achieved completely clear skin (PASI 100) by week 16 Zasocitinib was generally well-tolerated with a safety profile consistent with previous clinical studies Takeda(TSE:4502/NYSE:TAK)today announced positive topline results for the two pivotal Phase 3randomized, multicenter, double-blind, placebo- and active comparator-controlled studies of zasocitinib (TAK-279), a next-generation, highly selective oral tyrosine kinase 2 (TYK2) inhibitor, in adults with moderate-to-severe plaque psoriasis (PsO). The studies demonstrated superiority of zasocitinib compared to placebo for the co-primary endpoints, static Physician Global Assessment (sPGA) 0/1 and Psoriasis Area and Severity Index (PASI) 75, at wee
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