Economics

Comprehensive source of historical price and implied volatility data for the US equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. Request an account

The CBOE (Chicago Board Options Exchange) Volatility Index (VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. Request an account

WRDS Option Suite is a research analytictool developed using OptionMetrics and CRSP data. This web‐based analytic tool was developed to enable researchers to obtain common option‐based equity indicators, such as option skewness, without actually writing the code. The WRDS Option Suite has
two major components: US Option Level Output & US Stock Level Output. Request an account

Datastream provides extensive coverage of end-of-day historical futures. Users have access to all available pricing and trading data for both active and inactive futures. In addition, 34,000 continuous series determined with six methods of calculation exist for various term structures. Request an account