getOptionChain: Download Option Chains

In R-Finance/quantmod: Quantitative Financial Modelling Framework

Description

Function to download option chain data from data providers.

Usage

getOptionChain(Symbols, Exp = NULL, src="yahoo", ...)

Arguments

Symbols	The name of the underlying symbol
Exp	One or more expiration dates, or NULL. If Exp is missing, the default is to only return the front month contract.
src	Source of data. Currently only ‘yahoo’ is provided
...	additional parameters

Details

This function is a wrapper to data-provider specific APIs. By default the data is sourced from yahoo.

Value

A named list containing two data.frames, one for calls and one for puts. If more than one expiration was requested, this two-element list will be contained within list of length length(Exp). Each element of this list will be named with the expiration month and year (for Yahoo sourced data).

If Exp is set to NULL, all expirations will be returned. Not explicitly setting will only return the front month.

Author(s)

Jeffrey A. Ryan

References

http://finance.yahoo.com

Examples

## Not run: 
AAPL.OPT <- getOptionChain("AAPL")
AAPL.OPTS <- getOptionChain("AAPL", NULL)

## End(Not run)

R-Finance/quantmod documentation built on May 8, 2019, 4:49 a.m.