After the market was closed on Tuesday, Optionmetrics announced the launch of IVYDB US – Intraday, a data collection that provides institutional investors, hedge funds and academic researchers with footage of American stock and index options throughout the trading day.
Depending on the American historical iVydb database, Ivydb us – Intraday provides footage at 10 am, 2 pm and 3:45 pm Easter time.
These prices include options, implicit fluctuations, basic prices, profit returns, borrowing rates, and zero curves.
The data collection is also said to capture 0dte options (zero day to expiration), which have become an increasingly relevant oscopy patterns and allergies to merchants. Historical coverage begins in 2018.
“The frequency of shares and the index have increased significantly. Markets are deeper, more liquid and more responsive to the news during the day, and investors are trading via a wide range of securities,” said Iran Steinberg, CEO of Operations and Chief of Staff at Optionmetrics. “IVYDB Us – Intraday benefits from the highest quality data that has become optionmetrics known to it.
According to the company, IVYDB Us – Intraday can be used to analyze trading on risk events such as federal reserve ads, profit issuance and corporate procedures.
It also allows testing strategies within the day, evaluating the model and monitoring profit expectations.
The new product can be combined with IVYDB US, which provides the end -of -day options data dating back to 1996, or is used as an independent data set.