[R-SIG-Finance] options data

[Dominykas Grigonis]

its from:
require(quantmod)



Kind regards,--  
Dominykas Grigonis


On Friday, 31 May 2013 at 19:12, Dominykas Grigonis wrote:

> 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,
> >   
> > Where can I download free historical options data (market premiums or implied volatilities of options of futures contracts or stocks)?
> >   
> >   
> >   
> > Kind regards,
> > Oleg Mubarakshin  
> >   
> > om at quant-lab.com (mailto:om at quant-lab.com)
> >  
> >  
> >  
> >  
> >  
> >  
> >  
> > _______________________________________________
> > R-SIG-Finance at r-project.org (mailto:R-SIG-Finance at r-project.org) mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions should go.
> >  
> >  
> >  
>  
>  

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20130531/573b0396/attachment.html>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: logo_ql_email[1].jpg
Type: image/jpeg
Size: 4432 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20130531/573b0396/attachment.jpg>