[R] Interpret List Label as Date from Quantmod getOptionChain

Sparks, John
Mon, 05 Mar 2018 02:28:10 -0000

Hi R Helpers,


Is it possible to interpret the top level of the list as a date after
downloading all the option chain data for a ticker?


For example, after I run


aapl_total<-getOptionChain("AAPL", NULL)


the top descriptor of the lists is a date (Mar.09.2018, Mar.23.2018, etc.).


So if want to subset down to those parts of the list that correspond to say,
(expiration) year=2019; or say, Mar or Apr or May of 2019, is this possible?


Guidance would be appreciated.

Thanks.


--John J. Sparks, Ph.D.




str(aapl_total)

List of 16
 $ Mar.09.2018:List of 2
  ..$ calls:'data.frame':       31 obs. of  7 variables:
  .. ..$ Strike: num [1:31] 135 143 146 147 148 ...
  .. ..$ Last  : num [1:31] 42.4 36.2 32 28.4 31 ...
  .. ..$ Chg   : num [1:31] 0 0 12.6 -4.71 0 ...
  .. ..$ Bid   : num [1:31] 41 35.8 32.8 29.1 28.1 ...
  .. ..$ Ask   : num [1:31] 41.5 36.4 33.4 29.5 28.6 ...
  .. ..$ Vol   : int [1:31] 5 2 1 45 2 2 90 3 11 129 ...
  .. ..$ OI    : int [1:31] 17 0 117 58 3 22 171 84 707 238 ...
  ..$ puts :'data.frame':       37 obs. of  7 variables:
  .. ..$ Strike: num [1:37] 130 135 138 139 140 141 142 143 144 145 ...
  .. ..$ Last  : num [1:37] 0.01 0.07 0.27 0.04 0.03 0.98 0.05 0.03 0.03 0.01
...
  .. ..$ Chg   : num [1:37] 0 -0.12 0 0 0 0 -0.05 0 0 -0.01 ...
  .. ..$ Bid   : num [1:37] 0 0.01 0 0 0 0.05 0.06 0 0 0 ...
  .. ..$ Ask   : num [1:37] 0.04 0.07 0.02 0.03 0.02 0.13 0.13 0.03 0.03 0.02
...
  .. ..$ Vol   : int [1:37] 2 11 1 10 5 0 1 150 1 127 ...
  .. ..$ OI    : int [1:37] 8 12 1 0 723 192 37 275 125 297 ...
 $ Mar.23.2018:List of 2
  ..$ calls:'data.frame':       35 obs. of  7 variables: