[R-SIG-Finance] Extract option IDs from option chain

[rex]

I'm using Jeff Ryan's excellent QuantMod and its getOptionChain
to download option data. I've fruitlessly spent hours searching
for a way to extract option ID's as strings.

Format is:

> allOpts <- getOptionChain("AAPL", Exp=optExpire)
> allOpts                                                                  
$calls                                                                      
                    Strike   Last   Chg    Bid    Ask   Vol    OI           
AAPL100918C00150000    150 108.50 16.50 106.80 108.85     3    13           
AAPL100918C00155000    155  96.77  0.00 102.40 103.85     4    10           
AAPL100918C00160000    160  95.75  4.50  97.40  98.85    10    30           
[...]

$puts
                    Strike  Last   Chg   Bid   Ask   Vol    OI
AAPL100918P00150000    150  0.01  0.00    NA  0.01     6   876
AAPL100918P00155000    155  0.02  0.00    NA  0.01    30   666
AAPL100918P00160000    160  0.02  0.00    NA  0.01    79  1535
[...]

$symbol
[1] "AAPL"

The obvious thing fails to produce the desired result:
> index(allOpts$puts)
 [1]  1  2  3  4  5  6  7  8  9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24

What I need are the indexes of both $calls and $puts as a set of
strings that can be split, etc. (I need the expiration date of the
options as a Date to be used to calculate the days to expiration.)

Thanks in advance for any help on this very frustrating problem.

The R world is too vast for my half-vast brain... :(

-rex
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