[R-sig-finance] Option prices

P. Hénaff patrick.henaff at kermatheano.com
Mon Apr 10 01:56:13 CEST 2006


The NYMEX publishes daily settlement prices for listed options on WTI, 
NatGas, Heating Oil, Unleaded Gasoline, plus quotes on various spread 
options. See this link for option quotes. There is a similar file for 
futures prices.

http://www.newyorkmerc.com/futures/inno.txt

Hope this helps,

Patrick Henaff



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