oil.2012.10.01: West Texas Intermediate Crude Oil Options on 2013-10-01
In RND: Risk Neutral Density Extraction Package
Description
Usage
Format
Source
Examples
Description
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.
Usage
1
Format
A data frame with 332 observations on the following 7 variables.
typea factor with levels C for call option P for put option
strikeoption strike
settlementoption settlement price
openintoption open interest
volumetrading volume
deltaoption delta
impliedvolatilityoption implied volatility
Source
CME posts sample data at:
http://www.cmegroup.com/market-data/datamine-historical-data/endofday.html
Examples
1
RND documentation built on May 1, 2019, 10:52 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Format Source Examples
Description
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.
Usage
1 |
Format
A data frame with 332 observations on the following 7 variables.
typea factor with levels
Cfor call optionPfor put optionstrikeoption strike
settlementoption settlement price
openintoption open interest
volumetrading volume
deltaoption delta
impliedvolatilityoption implied volatility
Source
CME posts sample data at: http://www.cmegroup.com/market-data/datamine-historical-data/endofday.html
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.