av_grep_opts: Extract data from Alpha Vantage returned data

In alphavantagepf: Comprehensive R Wrapper and Shiny Interface for 'Alphavantage Financial Data' API

Extract data from Alpha Vantage returned data

Description

Extract data from Alpha Vantage returned data

Usage

av_grep_opts(
  indta,
  grepstring = "F,M,C,otm",
  spot = NULL,
  mindays = 3,
  startdt = Sys.Date(),
  mindelta = 0.05,
  dropsymbol = FALSE
)

Arguments

indta	A data.table as returned by av_get_pf()
grepstring	(default ⁠F,M,call,otm,act⁠) Three to five item string to select specific maturities, option types, strike ranges, and open interest categories from option sets returned by av_get_pf(.,"HISTORICAL_OPTIONS"). Each item in the list is an abbreviated code for what to select. The items are not case sensitive and in order are Item Values description Expiration Limit `[F B Maturity Type `[M Q Option Type `[C P Moneyness `[otm itm Activity `[act A]`
spot	(default NULL) Spot to be used to determine itm/otm, If null then it is inferred from most out of the money call or put Note: This parameter only applies if there is one symbol in indta. If there is more than one ticker in indta a column spot must be in indta to get correct results.
mindays	(default 3). Minimum number of days to expiration to be passed through from startdt
startdt	(default Sys.Date()). Date from which expirations will be considered.
mindelta	(default 0.05) delta limit on both moneyness sides, i.e. pass only options with deltas in range c(mindelta,1-mindelta)
dropsymbol	(default FALSE). Drop symbol from returned data table.

Details

av_get_pf() returns a large list of options. This function helps to narrow down the list by maturity and moneyness.

Value

A reduced set of options obtained from av_get_pf() using Alphavantage HISTORICAL_OPTIONS function.

See Also

av_get_pf()

Examples

## Not run: 
av_get_pf("IBM","HISTORICAL_OPTIONS") |> av_grep_opts("F,M,put",mindays=2)

## End(Not run)

alphavantagepf documentation built on June 24, 2026, 5:08 p.m.