[R-SIG-Finance] options data

[Dominykas Grigonis]

The only option I know via R is yahoo finance.
there is a function, that does it for you.
getOptionChain("AAPL", Exp="2013-10")

as for implied vols… Have to write your own functions. Use bloomberg otherwise. R has a nice interface to it via package RBloomberg or sty  


Kind regards,--  
Dominykas Grigonis


On Friday, 31 May 2013 at 19:04, Oleg Mubarakshin wrote:

> Dear colleagues,
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> Where can I download free historical options data (market premiums or implied volatilities of options of futures contracts or stocks)?
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> Kind regards,
> Oleg Mubarakshin  
>   
> om at quant-lab.com (mailto:om at quant-lab.com)
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