options data
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)
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