Description Usage Arguments Details Value Note Author(s) See Also Examples
Returns the At-The-Money strike price of an option chain
1 |
options |
vector of option names that have been previously defined |
verbose |
be verbose? |
Very preliminary version. Currently, you give it a bunch of names of
options, it gets the most recent price of the underlying using
getQuote
and returns the strike price that is closest to the last
price. See notes.
numeric
TODO: I would like to extend this so that (1)you only need to give it an underlying (2)if you give it several underlyings, it will give you list or named vector of strikes (3)include an argument for expiration date
Garrett See
ATMQuote ls_options, ls_underlyings, ls_strikes, ls_instruments_by
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