[R-SIG-Finance] Non standard options, how to filter

[Marc Delvaux]

While working on a script comparing options across a large set of
symbols,I discovered a few aberrant cases associated with special
symbols (extra character after the stock symbol), as illustrated
below.  Apparently some of these values are stale.

I was wondering what exactly are these and what is the best way to
filter them out?  I highlighted cases of two options identical except
for the extra character but wildly different quotes.

> Options <- getOptionChain("BHI",Exp=NULL)
> Options[[2]]$puts[1:15,]
                   Strike Last Chg  Bid  Ask Vol   OI
BHI1101016P00017000   17.0 0.45   0 0.07 0.19  10   24
BHI1101016P00018000   18.0 0.95   0 0.17 0.24   0   67
BHI1101016P00019000   19.0 0.65   0 0.30 0.35  10  459
BHI101016P00020000    20.0 0.35   0   NA 0.09   0   50            <<<<<
BHI1101016P00020000   20.0 1.00   0 0.47 0.53  10 1079      <<<<<
BHI1101016P00021000   21.0 1.25   0 0.70 0.79  20  420
BHI1101016P00022000   22.0 1.85   0 1.02 1.09   0  656
BHI101016P00022500    22.5 0.55   0   NA 0.09   0   74
BHI1101016P00023000   23.0 3.70   0 1.45 1.58  10  172
BHI1101016P00024000   24.0   NA   0 2.00 2.16   0   41
BHI101016P00025000    25.0 0.45   0 0.01 0.10  57  156       <<<<<
BHI1101016P00025000   25.0   NA   0 2.69 2.84   0   10        <<<<<
BHI1101016P00026000   26.0   NA   0 3.45 3.60   0   20
BHI101016P00030000    30.0 0.15   0 0.10 0.13  62 1060
BHI101016P00035000    35.0 0.45   0 0.28 0.30  40 4242