[R-SIG-Finance] getOptionChain function in quantmod

[Benno Longobardolino]

Hi UseRs,

I've got a question about the getOptionChain function in the quantmod
package.

when I run this code I receive the front-month expiry option chain of Apple
from finance.yahoo.com:

library(quantmod)
getOptionChain("AAPL")

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?

Thank you,

Andreas

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