getOptionChain {quantmod}R Documentation

Download Option Chains

Description

Function to download option chain data from data providers.

Usage

getOptionChain(Symbols, Exp = "2009-05", src="yahoo", ...)

Arguments

Symbols The name of the underlying symbol
Exp One or more expiration dates
src Source
... additional parameters

Details

This function is a wrapper to data-provider specific APIs. By default the data is sourced from yahoo.

Value

A named list containing two data.frames, one for calls and one for puts. If more than one expiration was requested, this two-element list will be contained within list of length length(Exp). Each element of this list will be named with the expiration month and year (for Yahoo sourced data).
If Exp is set to NULL, all expirations will be returned.

Author(s)

Jeffrey A. Ryan

References

http://finance.yahoo.com

Examples

AAPL.OPT <- getOptionChain("AAPL")
AAPL.OPTS <- getOptionChain("AAPL", NULL)

[Package quantmod version 0.3-10 Index]