OptionMetrics, also known as “Ivy DB”, is a comprehensive database of historical and price, implied volatility, and sensitivity information for the entire US listed index and equity options markets. The product has been designed to provide data of the highest obtainable quality, suitable for empirical and/or econometric studies of the options markets, development and testing option trading strategies, and options research support. Further information can be found on the WRDS website (see links below).
OptionMetrics data is available on WRDS through multiple query pages, along with documentation. The data is available on the WRDS unix server (wrds.wharton.upenn.edu) in the form of SAS datasets.
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)