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Optimetrics IVY DB (Available through WRDS)

Available through Wharton Research Data Services (WRDS), Ivy DB is a comprehensive source of high-quality historical price and implied volatility data for the US and European 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.  Files are updated nightly to reflect new closing prices, dividend payments or other corporate actions, and option contract expirations, new listings, or other changes.