sp500.2013.06.24: S&P 500 Index Options on 2013-06-24

In RND: Risk Neutral Density Extraction Package

Description

This dataset contains S&P 500 options with 53 days to expiration at the end of the business day June 24, 2013. On June 24, 2013, S&P 500 closed at 1573.09.

Usage

data(sp500.2013.06.24)

Format

A data frame with 173 observations on the following 9 variables.

bid.c

call bid price

ask.c

call ask price

vol.c

call volume

openint.c

call open interest

strike

option strike

bid.p

put bid price

ask.p

put ask price

vol.p

put volume

openint.p

put open interest

Source

http://www.cboe.com/DelayedQuote/QuoteTableDownload.aspx

Examples

data(sp500.2013.06.24)

Example output

RND documentation built on May 1, 2019, 10:52 p.m.