Hedge funds, institutional investors, academic researchers now have access to gold standard in options data available intraday, to quickly assess risk and trading strategies, alongside increasing ...
OptionMetrics, a historical options database and analytics provider for institutional investors and academic researchers worldwide, has announced availability of IvyDB US – Intraday. This new dataset ...
Although intraday volatility has been studied extensively for many asset classes, there are still important questions to be answered: Is the unconditional mean diurnal profile time-invariant? Does ...
OptionMetrics, a historical options database and analytics provider for institutional investors and academic researchers worldwide, announces availability of IvyDB US -- Intraday. This new dataset ...
This chart, created with data from OptionMetrics' new IvyDB US - Intraday dataset, shows at-the-money implied volatility from the 0DTE volatility surface, captured at a 10 a.m. ET snapshot. Compared ...