Data provider OptionMetrics has released IvyDB US 6.0 and IvyDB ETF 4.0 datasets, which aim to provide quantitative analysts, risk managers and portfolio managers with more accurate options, implied volatility (IV) calculations and greeks.

According to a press release, the benefits of the new datasets include enhanced index and single stock volatilities, zero meme stock IV caps and OptionMetrics’ Genie utility for faster data fetch and load capabilities.

IvyDB US covers over 10,000 underlying US stocks and indices from 1996 while the IvyDB ETF subset focuses on exchange traded fund options.

In a statement, David Hait, CEO of OptionMetrics, said: “With increased options volumes, retail trading, heightened market volatility, and ever-changing economic events, institutional investors need the highest quality options data on which to analyse risk and base trading strategies. IvyDB US 6.0 and IvyDB ETF 4.0 offer the most accurate implied volatilities and greeks available to construct trading strategies, analyse earnings and macroeconomic events, and measure and manage risk in volatile, uncertain markets.”