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OptionMetrics

dc.date.accessioned2021-09-24T11:55:21Z
dc.date.available2021-09-24T11:55:21Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1478
dc.description.abstractOptionMetrics 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.
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectFinancial Markets
dc.subjectSystemic Risk Lab
dc.subjectFinancial Institutions
dc.subjectTransparency Lab
dc.titleOptionMetrics
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2106?Option-Implied Information and Predictability of Extreme Returns
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2126?Systemic Risk in the Financial Sector: What Can We Learn from Option Markets?
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2137?Bank Rescues and Bailout Expectations: The Erosion of Market Discipline During the Financial Crisis
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2288?Level and Slope of Volatility Smiles in Long-Run Risk Models
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2371?Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2418?Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
dc.source.filenameOptionMetrics.csv
dc.subject.keywordsextreme value theory
dc.subject.keywordstail measure
dc.subject.keywordsimplied correlation
dc.subject.keywordsvariance risk premium
dc.subject.keywordsoption-implied distribution
dc.subject.keywordspredictability
dc.subject.keywordsportfolio optimization
dc.subject.keywordssystemic risk
dc.subject.keywordsvalue-at-risk
dc.subject.keywordsequity options
dc.subject.keywordsimplied volatility
dc.subject.keywordsasset pricing
dc.subject.keywordsepstein-zin preferences
dc.subject.keywordsjump risk
dc.subject.keywordsstochastic volatility
dc.subject.keywordslevel and slope of implied volatility smile
dc.subject.keywordspreference for early resolution of uncertainty
dc.subject.keywordscross-sectionof expected stock returns
dc.subject.keywordsbubbles
dc.subject.keywordsoption prices
dc.subject.keywordssentiment
dc.subject.keywordsvaluation ratios
dc.subject.keywordsvolatility
dc.subject.jelG11
dc.subject.jelG12
dc.subject.jelG13
dc.subject.jelG17
dc.subject.jelG01
dc.subject.jelG28
dc.subject.jelG32
dc.subject.jelE44
dc.subject.jelD81
dc.subject.jelG10
dc.subject.jelG14
dc.subject.topic1keyword
dc.subject.topic1process
dc.subject.topic1level
dc.subject.topic2undervalue
dc.subject.topic2importantly
dc.subject.topic2strong
dc.subject.topic3paper
dc.subject.topic3extract
dc.subject.topic3response
dc.subject.topic1nameConsumption
dc.subject.topic2nameSaving and Borrowing
dc.subject.topic3nameSystematic Risk
dc.identifier.urlhttps://optionmetrics.com/?keyword=stock%20options%20historical%20data&gclid=CjwKCAjw8-LnBRAyEiwA6eUMGuXKjT6tscHVTqVKBUa2tvvR-hOOwwRXmDglKUTqAeKzXNeIKi1EnBoC6HIQAvD_BwE


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