[R-SIG-Finance] getOptionChain function in quantmod
wotuzu17 at gmail.com
Mon Apr 4 13:09:33 CEST 2016
I've got a question about the getOptionChain function in the quantmod
when I run this code I receive the front-month expiry option chain of Apple
However, when I look this up on the website of finance.yahoo.com (
http://finance.yahoo.com/q/op?s=AAPL+Options) then I see an additional
column => "Implied Volatility".
My question are:
1) Why is this column omitted in the output of getOptionChain?
2) Is yahoo's calculation of the implied volatility generally reliable?
3) Are there other (easy) ways to calculate this using existing R libraries?
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