Tuesday, January 12, 2010

New WRDS data: OptionMetrics and Audit Analytics

With your WRDS account you can now access the follow data for the next year:

OptionMetrics

OptionMetrics, by Ivy DB, is a data set of historical price and implied volatility data for the US equity and index options markets. Variables include historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.It is available via a WRDS account. Data coverage starts in 1996.

Audit Analytics expanded coverage:

Benefit Plan Opinions, Audit Analytics Company Block, Audit Comment Letters, Audit Comment Letters Conversations, Audit Director and Officer Changes, Audit Legal Case and Legal Parties, Audit Non-reliance Restatements.

Access to both of these data sets are for ONE year only.

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