This dataset contains West Texas Intermediate (WTI) crude oil options with 43 days to expiration at the end of the business day October 1, 2012. On October 1, 2012, WTI closed at 92.44.
A data frame with 332 observations on the following 7 variables.
a factor with levels
C for call option
P for put option
option settlement price
option open interest
option implied volatility
CME posts sample data at: http://www.cmegroup.com/market-data/datamine-historical-data/endofday.html
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