search for: getoptionchain

Dear R Helpers, I am still having trouble with the getOptionChain command in quantmod. I have the latest version of quantmod, etc. so I was under the impression that the problem was solved with updates to the package. If someone could let me know what I need to install in order to make this work, I would really appreciate it. My error message as session info a...

On 5 March 2018 at 02:46, Sparks, John wrote: | I agree that they look like dates, I don't know how to determine if they are actually dates. You know options but you are confused about maturity dates, i.e. expiry? In information in that list (ie along the date dimension) is the expiry; at each date you have another list for both puts and calls, and inside each of those a grid given by the

...of action is to wait to see if he does the same with this one. --JJS ________________________________ From: Bert Gunter <bgunter.4567 at gmail.com> Sent: Sunday, March 4, 2018 8:38 PM To: Sparks, John Cc: r-help at r-project.org Subject: Re: [R] Interpret List Label as Date from Quantmod getOptionChain Package? The **names** of the top levels of your lists, "Mar.09.2018", "Mar.23.2018" certainly look like dates and if they are -- I have no idea what package/context is -- they certainly could be formatted as such. See e.g. "date-time" . There are also several packag...

...ance, yet the str() lists them in date order, not alphabetical order. So if I execute library(quantmod) #in fairness, I did not include this last time and my example was therefore not reproducible. Apologies to Bert and everyone else #for not following the posting guidelines. aapl_total<-getOptionChain("AAPL", NULL) How could I then get the subset of the entire list which only has expiry dates in 2019, or more specifically, in Mar or Apr or May of 2019? Guidance (that is not too burdensome) would be appreciated. --JJS ________________________________ From: Dirk Eddelbuettel &l...

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....

On 5 March 2018 at 03:13, Sparks, John wrote: | library(quantmod) | #in fairness, I did not include this last time and my example was therefore not reproducible. Apologies to Bert and everyone else #for not following the posting guidelines. | aapl_total<-getOptionChain("AAPL", NULL)> | | How could I then get the subset of the entire list which only has expiry dates in 2019, or more specifically, in Mar or Apr or May of 2019? Here you go: R> aapl_total<-getOptionChain("AAPL", NULL) # your query R> names(aapl_total)...

...4, 2018 at 6:28 PM, Sparks, John <jspark4 at uic.edu> wrote: > 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? >...

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....

...quot;)$delta } # set what symbol you want vol surface for underlying <- 'GOOG' # set what your volatility forcast or assumption is volforcast <- .25 # Get symbols current price underlying.price <- getQuote(underlying,what=yahooQF("Last Trade (Price Only)"))$Last OC <- getOptionChain(underlying, NULL) #check data head(OC) lputs <- lapply(OC, FUN = function(x) x$puts[grep("[A-Z]\\d{6}[CP]\\d{8}$", rownames(x$puts)), ]) head(lputs) #check for NA values, yahoo returns all NA values sometimes puts <- do.call('rbind', lputs ) #check data head(puts,5) symbols...