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| May 05, 2003 |
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Rimes Technologies To Add OptionMetrics’ Historical Option Price And Volatility Product To Its Data Offering |
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New York, NY – May 05, 2003
OptionMetrics LLC and RIMES Technologies are pleased to announce the availability of Ivy DB, OptionMetrics’ historical option
price and implied volatility database, via the RIMES platform.
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. It contains accurate historical prices – dating back to January 1996 – of options and their
associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. Customers, who include
broker/dealers, hedge funds, and proprietary trading firms, can use the product to back-test trading strategies, evaluate
risk/return models, and perform sophisticated research on all aspects of options investment.
Together with the RIMES platform, the database empowers investors to construct more sophisticated investment and hedging
strategies. Users will be able to incorporate Ivy DB price, volatility, and associated analytics directly into Excel spreadsheets via
the RIMES Excel and web interfaces.
RIMES Technologies is a leading edge financial-data integrator and brings key insights into the ways that clients want to access
and analyze financial data. RIMES Technologies Corporation was formed in 1996 and has grown from inception as an Internet
platform: with speed, cost-effectiveness, efficiency, reliability and accessibility as its cornerstones. For more information on RIMES,
visit their website at www.rimes.com, or contact RIMES at (212) 334-6866.
OptionMetrics, LLC is a financial research and consulting firm specializing in the econometric analysis of the options markets.
It provides unique solutions to clients in the financial services industry by leveraging its core expertise in the options markets,
econometrics, and technology.
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