OptionMetrics

OptionMetrics - Ivy DB US

Database Content

Provides historical options data

Coverage:​

  • All US exchange-listed and NASDAQ equities and market indices, as well as on all US-listed index and equity options, starting from January 1996.​

Features:

  • Option data elements including strike, expiration, call/put, best bid/ask prices, volume, open interest​
  • Interest rate curves, dividend projections, and option implied volatilities and sensitivities calculations​
  • Historical dividends and corporate actions details

How to Access?

FBE & MBS Academic staff and PhD students​

  • Register for an individual online WRDS account with your Unimelb email​
  • Access OptionMetrics database through WRDS

FBE Honours and Masters students

PHYSICAL ACCESS

Booking required: Students can access the FBE Database Facility through swipe card access and reserve database terminals in the booking sheets located at the Facility. After booking, students must request a Day Pass when logging in to the General Terminals.

  • Access WRDS via a Day Pass in the FBE Research Databases Facility
  • Location - Upper Ground South Floor, Giblin Eunson Library

How to request a Day Pass?

  1. Log in to the General Terminal with your Unimelb student details
  2. Click on the WRDS shortcut icon

Support Resources

1. Log in to WRDS ​

2. Click on OptionMetrics​

3. Click on:​

  • Manuals & Overviews​
  • Knowledge Base