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quantmod (version 0.3-1)

getOptionChain: Download Option Chains

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

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.

Details

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

References

http://finance.yahoo.com

Examples

Run this code
AAPL.OPT <- getOptionChain("AAPL")
AAPL.OPTS <- getOptionChain("AAPL", NULL)

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