av_opt_helper_cols: Add additional data to returned option sets

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

Add additional data to returned option sets

Description

Add additional data to returned option sets

Usage

av_opt_helper_cols(indta, scaling = NULL, spot = NULL)

Arguments

indta	An option data.table as returned by av_get_pf()
scaling	(default NULL) Scaling factor for marks, last values, and greeks. Options are NULL or "none" : No Scaling "10contracts" : 10 contracts converted into market value "10kMV" : 10,000 USD converted into equivalent market value number : Any numeric value in thousands of USD into equivalent market value
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.

Details

Adds columns including

Column	Definition
daysExp	Days to Expiration
bo_pct	Bid offer in percent of option mid
bid_size_poi	Bid size percent of open interest
ncak	Notional number of contracts

Value

An option data.table with extra columns helpful for further analysis

See Also

av_grep_opts()

Examples

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

## End(Not run)

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