OptionMetrics
| Name | OptionMetrics |
| Description | OptionMetrics is a comprehensive database of historical option price, underlying security information, implied volatility, and sensitivity information for the entire US listed index and equity options markets. OptionMetrics includes approximately ten years of historical data for all US listed equities and market indices and all US listed index and equity options. |
| Contents | |
| Keyword | implied volatility ; market expectations ; option prices ; securities ; volatility |
| Subject | |
| JEL code | |
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| Time period | |
| Year start | 1996 |
| Year end | Current |
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| Department | |
| Collection | ECO |
| Access | |
| Access | User Account |
| Find Publications | |
| Publications |
Find publications about, or using data from, this database in EconPapers Google Scholar Tilburg University Research Portal |