sp500.2013.04.19:
S&P 500 Index Options on 2013-04-19
Description
This dataset contains S&P 500 options with 62 days to expiration at the end of the business day April 19, 2013.
On April 19, 2013, S&P 500 closed at 1555.25.
Usage
data(sp500.2013.04.19)
Format
A data frame with 171 observations on the following 19 variables.
bidsize.c- call bid size
bid.c- call bid price
ask.c- call ask price
asksize.c- call ask size
chg.c- change in call price
impvol.c- call implied volatility
vol.c- call volume
openint.c- call open interest
delta.c- call delta
strike- option strike
bidsize.p- put bid size
bid.p- put bid price
ask.p- put ask price
asksize.p- put ask size
chg.p- change in put price
impvol.p- put implied volatility
vol.p- put volume
openint.p- put open interest
delta.p- put delta
Source
http://www.cboe.com/DelayedQuote/QuoteTableDownload.aspx