OptionMetrics - Ivy DB US
Provides historical options data
- 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.
- 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
Booking required: FBE Research Databases Facility Computer Booking System
- 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?
- Login to the General PCs with your Unimelb details
- Click on the WRDS shortcut icon
1. Login to WRDS
2. Click on OptionMetrics
3. Click on:
- Manuals & Overviews
- Knowledge Base