OptionMetrics Expands Canadian Options Data with IvyDB Canada 5.0
Event summary
- OptionMetrics released IvyDB Canada 5.0, enhancing historical options data for Canadian markets.
- The update includes flexible borrow rate calculations, dividend strategy assessments, and improved implied volatility metrics.
- The Montreal Exchange reported a 10% year-over-year increase in Canadian derivatives contracts traded daily in Q4 2025.
- IvyDB Canada 5.0 covers over 300 optionable securities from Canadian exchanges, with data available since March 2007.
The big picture
The release of IvyDB Canada 5.0 comes amid growing activity in the Canadian options market, with increased trading volume and a proliferation of short-dated options and high-beta CDRs. OptionMetrics' update aligns with broader industry trends toward more sophisticated data analytics and risk management tools, positioning the company to capture a larger share of the institutional investor and academic research markets.
What we're watching
- Data Flexibility
- How the inclusion of borrow rates and dividend forecasts will affect strategy development and risk assessment.
- Market Growth
- Whether the steady increase in Canadian options trading volume will continue to drive demand for enhanced data analytics.
- Strategic Conversion
- The pace at which quants will convert strategies developed in IvyDB US to IvyDB Canada.
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