ATMQuote: At-the-money quote

Description Usage Arguments Details Value Author(s) See Also Examples

Description

Returns quotes for at-the-money options on a given stock

Usage

1

Arguments

symbol

yahoo stock symbol

Exp

Expiration dates; YYYY-MM

Details

Makes a call to getOptionChain and getQuote. Returns quotes for options struck at the price that is closest to the last quoted price of the underlying. Does not support multiple expiration months. ALPHA code.

Value

xts object

Author(s)

Garrett See

See Also

ATM_k, getOptionChain, getQuote

Examples

1
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4
## Not run: 
ATMQuote('SPY')

## End(Not run)

gsee/twsInstrument documentation built on May 17, 2019, 8:55 a.m.