Stern School of Business, New York University


OptionMetrics is comprehensive historical price and implied volatility data for the US equity and index options markets. The database goes back to 1996, covering all US exchange-listed index and equity options, and NASDAQ equities and market indices.


OptionMetrics is accessible through query pages on the WRDS website, and SAS datasets on the WRDS unix server.
OptionMetrics (commercial website)
WRDS Introduction (includes how to get an account)
WRDS Website (to request an account or to login)
WRDS Without Account (via Stern wireless, and on public terminals at Stern and Bobst Library)