From OptionMetrics, LIM obtains Ivy DB, supplying historical option prices and their associated underlying instruments, implied volatility, and option sensitivities (delta, gamma, vega/kappa, and theta). Data is from all US exchanges - listed and NASDAQ equities and market indices, as well as all US listed index and equity options, starting from January, 1996 -- more than six years of data. An additional set of standardized at-the-money-forward options is constructed via interpolation for each underlying series every day, and implied volatilities are computed at 30, 60, 91, 182, and 365 day expirations (longer expirations are available for some series). See www.optionmetrics.com for more details. Contact your LIM Sales Representative for data offering and pricing information.