OptionMetrics Announces VIX and VSTOXX Data Now Included in Global Indices Database

OptionMetrics Announces VIX and VSTOXX Data Now Included in Global Indices Database
15.05.2015 01:00 am

OptionMetrics Announces VIX and VSTOXX Data Now Included in Global Indices Database

Market and Reference Data

OptionMetrics, a leading provider of quality historical option price data, tools and analytics, is today announcing that VIX® and VSTOXX® indices, already included in its IvyDB US and IvyDB Europe products, have now also been added to its IvyDB Global Indices database.

Financial professionals, academics and other users of IvyDB GI (Global Indices) will now also be able to access VIX and VSTOXX information in OptionMetrics’ leading comprehensive database of historical price, implied volatility, and sensitivity information for index options markets worldwide.  The addition of these two volatility indices in OptionMetrics’ IvyDB Global Indices database gives finance professionals even more options when it comes to choosing data to assess the markets.

“The VIX has become extremely popular in recent years with professionals consistently watching it, quoting it and viewing it as a major index. Anyone looking at international markets should be looking at the VSTOXX and the VIX,” said David Hait, President of OptionMetrics. “The addition of this information to our IvyDB Global Indices database significantly enhances our offerings. Hedge fund managers, investment bankers, and academics who look at index options now also get access to these important volatility indices.”

The IvyDB Global Indices database has become the industry standard for historical index option prices and implied volatility information since its launch in 2009. It is the only institutional quality database that is accurate and complete, covering every major index option every day, with data cleaned and updated daily.

Currently, over 300 institutional subscribers, including the largest hedge funds and investment banks and over half of the top 50 business schools in the world, rely on OptionMetrics data.

Financial professionals look to it to back-test trading strategies, evaluate risk models, and perform sophisticated research on all aspects of options investment, for everything from analyzing market movement before company announcements, mergers and acquisitions to investigating the relationship between option prices and daily stock return serial correlations.

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