search for: lputs

...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 <- as.vector(unlist(lapply(lputs, rowname...