Wharton adds options data to online research tool
The University of Pennsylvania’s Wharton School is adding historical options data from OptionMetrics, a New York-based research and consulting company, to its web-based securities information service.
Wharton, a specialist business school, is adding the options data to its Wharton Research Data Services (WRDS) system, an online research tool for academics. WRDS combines data from a number of sources, including Standard & Poor's and the New York Stock Exchange. The service is licensed by other business schools around the world.
“Stock options are increasingly popular both as an investment vehicle and as a means to reduce risk,” said Michael Boldin, director of the WRDS project and a fellow of the Wharton Financial Institutions Center. “While the reasons for option trading are well developed at a theoretical level, there are important aspects of real world trading that are not understood and we are confident that the integration of Ivy DB with other WRDS databases will open up new methods for exploring how stock options affect all financial markets.”
Ivy DB includes closing bid and ask option prices, trading volume, open interest and links to historical prices of the underlying instruments. It also provides implied volatilities and option sensitivities – delta, gamma, vega and theta.
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
More on Markets
Buy side would welcome more guidance on managing margin calls
FSB report calls for regulators to review existing standards for non-bank liquidity management
Citi halves swaptions book with US retail funds
Counterparty Radar: Mutual funds and ETFs cut exposures by 22% in Q4
Who’s winning the €STR futures race? Depends how you measure
CME, Eurex and Ice all claim to be leading, but experts say it’s too early to pick a winner
CDS review seeks to tackle conflicts ‘elephant’
Isda AGM: Linklaters proposes overhaul for determinations committee - including independent members
Saudi Arabia poised to become clean netting jurisdiction
Isda AGM: Netting regulation awaiting final approvals from regulators
Buy side looks to fill talent gap in yen rates trading
Isda AGM: Japan rate rises spark demand for traders; dealers say inexperience could trigger volatility
JP Morgan’s new way to trade FX overlays
Hybrid execution method allows clients to put dealers in competition via a single trading agreement
Pension funds eye 30-year Bunds as swap spread tightens
Long-dated bonds continue to cheapen versus euro swaps, and some think they might fall further
Most read
- Top 10 operational risks for 2024
- Top 10 op risks: third parties stoke cyber risk
- Japanese megabanks shun internal models as FRTB bites