getOptionChain {quantmod} | R Documentation |
Function to download option chain data from data providers.
getOptionChain(Symbols, Exp = "2009-05", src="yahoo", ...)
Symbols |
The name of the underlying symbol |
Exp |
One or more expiration dates |
src |
Source |
... |
additional parameters |
This function is a wrapper to data-provider specific APIs. By default the data is sourced from yahoo.
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.
Jeffrey A. Ryan
## Not run: AAPL.OPT <- getOptionChain("AAPL") AAPL.OPTS <- getOptionChain("AAPL", NULL) ## End(Not run)