vix.2013.06.25: VIX Options on 2013-06-25

In RND: Risk Neutral Density Extraction Package

Description

This dataset contains VIX options with 57 days to expiration at the end of the business day June 25, 2013. On June 25, 2013, VIX closed at 18.21.

Usage

data(vix.2013.06.25)

Format

A data frame with 35 observations on the following 13 variables.

last.c

closing call price

change.c

change in call price from previous day

bid.c

call bid price

ask.c

call ask price

vol.c

call volume

openint.c

call open interest

strike

option strike

last.p

closing put price

change.p

change in put price from previous day

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(vix.2013.06.25)

Example output

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