Historical Option Price Analytics

OptionMetrics is the financial industry's premier provider of quality historical option price data,
tools, and analytics. Currently, over 300 institutional subscribers and universities rely on our
products as their main source of options pricing, implied volatility calculations, volatility
surfaces, and analytics. We enable traders to construct, test, and execute options/derivatives
investment strategies and accurately monitor their risk exposure, so that they can make more
informed and, ultimately, more profitable investment decisions.
Ivy DB is the first widely-available, comprehensive source of high-quality historical price and
implied volatility data for the US equity and index options markets. IvyDB is available to banks,
institutions, hedge funds, universities, and other organizations. Encompassing data from 1996,
Ivy DB contains accurate historical prices of options and their associated underlying
instruments, correctly calculated implied volatilities, and option sensitivities.

Ivy DB Global Indices

Ivy DB Global Indices is a comprehensive database of historical
price, implied volatility, and sensitivity information for the listed
index options markets worldwide. It combines the depth and
quality of Ivy DB products and the width of US and international
exchanges coverage.

Front End Tools

OptiGraph 2.0 is the new front-end tool from
OptionMetrics for charting implied and realized
volatility historically. Powered by Ivy DB data,
OptiGraph allows options traders to quickly examine
volatility trends and identify opportunities.

The application of mathematical and statistical techniques to economic and financial market
analysis. See OptionMetrics. OptionMetrics was founded in 1999 as a financial research and
consulting firm specializing in econometric analysis of the options markets. Today we have
become the premier provider of high-end options research data and analyses to institutional
options investors. We offer unique solutions to our clients in the financial services industry by
leveraging our core expertise in the options markets, econometrics, and technology. One of our
first major customers was Bear Stearns (now JPMorgan Chase) in 2002, and since then our
customer base has grown to over 200 institutional subscribers who demanded the best in
historical options data and analytics. These include most major banks, a variety of hedge funds,
proprietary trading groups, market makers, universities, big accounting firms, investment
management firms, and others.
David J. Hait, Ph.D., the founder and president of OptionMetrics, is a financial economist with
over 10 years of experience in applied quantitative derivative research and technology. Dr. Hait
founded OptionMetrics to fulfill a major need in the financial marketplace for accurate and
reliable data and services for the econometric analysis of the options markets. A former Vice
President in the Fixed Income Research Group at Paine Webber, Dr. Hait has consulted for the
Equity Derivatives Research Group at Morgan Stanley and the Derivatives Technology group at
J. P. Morgan. Additionally, he has taught courses on derivatives at J. P. Morgan. Dr. Hait
received his Ph.D. in Finance from New York Universitys Stern School of Business, where he is
an Adjunct Professor at the Stern School of Business and Courant Institute of Mathematics. Dr.
Hait also received an MS in Computer Science from University of California at Berkeley and a
BSE in Computer Engineering from the University of Pennsylvania.
OptionMetrics can provide customized quantitative research, financial application
development, and consulting services to your organization. Our projects have ranged from
performing customized econometric analyses of investment strategies to the design and
development of quantitative applications for investment and trading support.

For more information please visit

http://www.optionmetrics.com