OptionMetrics

Provides historical stock option volatility data

New York City, New York, United States

About OptionMetrics

OptionMetrics provides historical stock option volatility data for financial institutions, hedge funds, asset managers, and academic researchers. Its main product, IvyDB, includes end-of-day prices for options, implied volatilities, and greeks, which help users evaluate risk models and test trading strategies. Unlike competitors, OptionMetrics offers specialized datasets like IvyDB Signed Volume to give insights into market order flows. The company's goal is to be a vital resource for financial professionals needing accurate options data for trading and research.

New York City, New YorkHeadquarters
1999Year Founded
GROWTH_EQUITY_VCCompany Stage
Data & Analytics, Financial ServicesIndustries
51-200Employees

Benefits

PTO: Vacation, Personal, Sick days, Holidays
Pre-tax commuter benefits
401(k)
Full medical and dental insurance coverage

Risks

AI-driven analytics platforms could threaten OptionMetrics' market share.
Rapid AI evolution may outpace OptionMetrics' current integration efforts.
Expansion into new markets may expose OptionMetrics to regulatory challenges.

Differentiation

OptionMetrics offers the industry-standard IvyDB US since 2002 for historical options data.
The company provides unique datasets like IvyDB Signed Volume for market order flow insights.
OptionMetrics integrates AI, enhancing data accuracy and reducing research time significantly.

Upsides

The launch of IvyDB Beta offers a forward-looking view of systematic risk.
Proprietary methodologies in IvyDB US 6.0 enhance options data accuracy for risk modeling.
Sponsorship at Quant Strats 2024 opens networking and business partnership opportunities.