vxo_spx: A cross section of end-of-day SPX options on 17th September,...

Description Usage Format

Description

The end-of-day data on eight at-the-money (ATM) S&P 500 (SPX) index options at CBOE for 17th September, 2010. This includes the two nearest maturities, one and three month riskfree rates, option type, strike price, price of the underlying index, and the best buy and ask prices of the options.

Usage

1

Format

data.frame (8 x 7)


ifrogs documentation built on May 31, 2017, 2:27 a.m.