Interpret List Label as Date from Quantmod getOptionChain

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Interpret List Label as Date from Quantmod getOptionChain

Sparks, John James
Hi R Helpers,


Is it possible to interpret the top level of the list as a date after downloading all the option chain data for a ticker?


For example, after I run


aapl_total<-getOptionChain("AAPL", NULL)


the top descriptor of the lists is a date (Mar.09.2018, Mar.23.2018, etc.).


So if want to subset down to those parts of the list that correspond to say, (expiration) year=2019; or say, Mar or Apr or May of 2019, is this possible?


Guidance would be appreciated.

Thanks.


--John J. Sparks, Ph.D.




str(aapl_total)

List of 16
 $ Mar.09.2018:List of 2
  ..$ calls:'data.frame':       31 obs. of  7 variables:
  .. ..$ Strike: num [1:31] 135 143 146 147 148 ...
  .. ..$ Last  : num [1:31] 42.4 36.2 32 28.4 31 ...
  .. ..$ Chg   : num [1:31] 0 0 12.6 -4.71 0 ...
  .. ..$ Bid   : num [1:31] 41 35.8 32.8 29.1 28.1 ...
  .. ..$ Ask   : num [1:31] 41.5 36.4 33.4 29.5 28.6 ...
  .. ..$ Vol   : int [1:31] 5 2 1 45 2 2 90 3 11 129 ...
  .. ..$ OI    : int [1:31] 17 0 117 58 3 22 171 84 707 238 ...
  ..$ puts :'data.frame':       37 obs. of  7 variables:
  .. ..$ Strike: num [1:37] 130 135 138 139 140 141 142 143 144 145 ...
  .. ..$ Last  : num [1:37] 0.01 0.07 0.27 0.04 0.03 0.98 0.05 0.03 0.03 0.01 ...
  .. ..$ Chg   : num [1:37] 0 -0.12 0 0 0 0 -0.05 0 0 -0.01 ...
  .. ..$ Bid   : num [1:37] 0 0.01 0 0 0 0.05 0.06 0 0 0 ...
  .. ..$ Ask   : num [1:37] 0.04 0.07 0.02 0.03 0.02 0.13 0.13 0.03 0.03 0.02 ...
  .. ..$ Vol   : int [1:37] 2 11 1 10 5 0 1 150 1 127 ...
  .. ..$ OI    : int [1:37] 8 12 1 0 723 192 37 275 125 297 ...
 $ Mar.23.2018:List of 2
  ..$ calls:'data.frame':       35 obs. of  7 variables:



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Re: Interpret List Label as Date from Quantmod getOptionChain

Bert Gunter-2
Package?

The **names** of the top levels of your lists, "Mar.09.2018", "Mar.23.2018"
certainly look like dates and if they are -- I have no idea what
package/context is -- they certainly could be formatted as such. See e.g.
"date-time" . There are also several package that provide date tools.

Cheers,
Bert


Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Sun, Mar 4, 2018 at 6:28 PM, Sparks, John <[hidden email]> wrote:

> Hi R Helpers,
>
>
> Is it possible to interpret the top level of the list as a date after
> downloading all the option chain data for a ticker?
>
>
> For example, after I run
>
>
> aapl_total<-getOptionChain("AAPL", NULL)
>
>
> the top descriptor of the lists is a date (Mar.09.2018, Mar.23.2018, etc.).
>
>
> So if want to subset down to those parts of the list that correspond to
> say, (expiration) year=2019; or say, Mar or Apr or May of 2019, is this
> possible?
>
>
> Guidance would be appreciated.
>
> Thanks.
>
>
> --John J. Sparks, Ph.D.
>
>
>
>
> str(aapl_total)
>
> List of 16
>  $ Mar.09.2018:List of 2
>   ..$ calls:'data.frame':       31 obs. of  7 variables:
>   .. ..$ Strike: num [1:31] 135 143 146 147 148 ...
>   .. ..$ Last  : num [1:31] 42.4 36.2 32 28.4 31 ...
>   .. ..$ Chg   : num [1:31] 0 0 12.6 -4.71 0 ...
>   .. ..$ Bid   : num [1:31] 41 35.8 32.8 29.1 28.1 ...
>   .. ..$ Ask   : num [1:31] 41.5 36.4 33.4 29.5 28.6 ...
>   .. ..$ Vol   : int [1:31] 5 2 1 45 2 2 90 3 11 129 ...
>   .. ..$ OI    : int [1:31] 17 0 117 58 3 22 171 84 707 238 ...
>   ..$ puts :'data.frame':       37 obs. of  7 variables:
>   .. ..$ Strike: num [1:37] 130 135 138 139 140 141 142 143 144 145 ...
>   .. ..$ Last  : num [1:37] 0.01 0.07 0.27 0.04 0.03 0.98 0.05 0.03 0.03
> 0.01 ...
>   .. ..$ Chg   : num [1:37] 0 -0.12 0 0 0 0 -0.05 0 0 -0.01 ...
>   .. ..$ Bid   : num [1:37] 0 0.01 0 0 0 0.05 0.06 0 0 0 ...
>   .. ..$ Ask   : num [1:37] 0.04 0.07 0.02 0.03 0.02 0.13 0.13 0.03 0.03
> 0.02 ...
>   .. ..$ Vol   : int [1:37] 2 11 1 10 5 0 1 150 1 127 ...
>   .. ..$ OI    : int [1:37] 8 12 1 0 723 192 37 275 125 297 ...
>  $ Mar.23.2018:List of 2
>   ..$ calls:'data.frame':       35 obs. of  7 variables:
>
>
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/
> posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

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Re: Interpret List Label as Date from Quantmod getOptionChain

Sparks, John James
Package?  Quantmod.  In the subject line.


I agree that they look like dates, I don't know how to determine if they are actually dates.


Josh Ulrich usually answers questions along these lines very informatively and quickly.   One reasonable course of action is to wait to see if he does the same with this one.


--JJS


________________________________
From: Bert Gunter <[hidden email]>
Sent: Sunday, March 4, 2018 8:38 PM
To: Sparks, John
Cc: [hidden email]
Subject: Re: [R] Interpret List Label as Date from Quantmod getOptionChain

Package?

The **names** of the top levels of your lists, "Mar.09.2018", "Mar.23.2018" certainly look like dates and if they are -- I have no idea what package/context is -- they certainly could be formatted as such. See e.g. "date-time" . There are also several package that provide date tools.

Cheers,
Bert


Bert Gunter

"The trouble with having an open mind is that people keep coming along and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Sun, Mar 4, 2018 at 6:28 PM, Sparks, John <[hidden email]<mailto:[hidden email]>> wrote:
Hi R Helpers,


Is it possible to interpret the top level of the list as a date after downloading all the option chain data for a ticker?


For example, after I run


aapl_total<-getOptionChain("AAPL", NULL)


the top descriptor of the lists is a date (Mar.09.2018, Mar.23.2018, etc.).


So if want to subset down to those parts of the list that correspond to say, (expiration) year=2019; or say, Mar or Apr or May of 2019, is this possible?


Guidance would be appreciated.

Thanks.


--John J. Sparks, Ph.D.




str(aapl_total)

List of 16
 $ Mar.09.2018:List of 2
  ..$ calls:'data.frame':       31 obs. of  7 variables:
  .. ..$ Strike: num [1:31] 135 143 146 147 148 ...
  .. ..$ Last  : num [1:31] 42.4 36.2 32 28.4 31 ...
  .. ..$ Chg   : num [1:31] 0 0 12.6 -4.71 0 ...
  .. ..$ Bid   : num [1:31] 41 35.8 32.8 29.1 28.1 ...
  .. ..$ Ask   : num [1:31] 41.5 36.4 33.4 29.5 28.6 ...
  .. ..$ Vol   : int [1:31] 5 2 1 45 2 2 90 3 11 129 ...
  .. ..$ OI    : int [1:31] 17 0 117 58 3 22 171 84 707 238 ...
  ..$ puts :'data.frame':       37 obs. of  7 variables:
  .. ..$ Strike: num [1:37] 130 135 138 139 140 141 142 143 144 145 ...
  .. ..$ Last  : num [1:37] 0.01 0.07 0.27 0.04 0.03 0.98 0.05 0.03 0.03 0.01 ...
  .. ..$ Chg   : num [1:37] 0 -0.12 0 0 0 0 -0.05 0 0 -0.01 ...
  .. ..$ Bid   : num [1:37] 0 0.01 0 0 0 0.05 0.06 0 0 0 ...
  .. ..$ Ask   : num [1:37] 0.04 0.07 0.02 0.03 0.02 0.13 0.13 0.03 0.03 0.02 ...
  .. ..$ Vol   : int [1:37] 2 11 1 10 5 0 1 150 1 127 ...
  .. ..$ OI    : int [1:37] 8 12 1 0 723 192 37 275 125 297 ...
 $ Mar.23.2018:List of 2
  ..$ calls:'data.frame':       35 obs. of  7 variables:



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Re: Interpret List Label as Date from Quantmod getOptionChain

Dirk Eddelbuettel

On 5 March 2018 at 02:46, Sparks, John wrote:
| I agree that they look like dates, I don't know how to determine if they are actually dates.

You know options but you are confused about maturity dates, i.e. expiry?

In information in that list (ie along the date dimension) is the expiry; at
each date you have another list for both puts and calls, and inside each of
those a grid given by the active strikes (ie where bids/asks/trades happen).

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | [hidden email]

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Re: Interpret List Label as Date from Quantmod getOptionChain

Sparks, John James
Hi Dirk,


Thanks for your note.


I understand that expiry dates are the dates that the option expires, so I don't think that I am confused about that (although the upper limits of one's confusion is difficult to accurately estimate).


My lack of clarity come from treating those "dates"  as actual dates as opposed to strings, which one could reasonably interpret them to be from their appearance, yet the str() lists them in date order, not alphabetical order.


So if I execute


library(quantmod)

#in fairness, I did not include this last time and my example was therefore not reproducible.  Apologies to Bert and everyone else #for not following the posting guidelines.


aapl_total<-getOptionChain("AAPL", NULL)


How could I then get the subset of the entire list which only has expiry dates in 2019, or more specifically, in Mar or Apr or May of 2019?


Guidance (that is not too burdensome) would be appreciated.


--JJS




________________________________
From: Dirk Eddelbuettel <[hidden email]> on behalf of Dirk Eddelbuettel <[hidden email]>
Sent: Sunday, March 4, 2018 8:57 PM
To: Sparks, John
Cc: Bert Gunter; [hidden email]
Subject: Re: [R] Interpret List Label as Date from Quantmod getOptionChain


On 5 March 2018 at 02:46, Sparks, John wrote:
| I agree that they look like dates, I don't know how to determine if they are actually dates.

You know options but you are confused about maturity dates, i.e. expiry?

In information in that list (ie along the date dimension) is the expiry; at
each date you have another list for both puts and calls, and inside each of
those a grid given by the active strikes (ie where bids/asks/trades happen).

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | [hidden email]
Dirk Eddelbuettel<http://dirk.eddelbuettel.com/>
dirk.eddelbuettel.com
Welcome. I contribute to several open source efforts, mostly Debian and R. Besides looking after a number of Debian packages, I ...




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Re: Interpret List Label as Date from Quantmod getOptionChain

Dirk Eddelbuettel

On 5 March 2018 at 03:13, Sparks, John wrote:
| library(quantmod)
| #in fairness, I did not include this last time and my example was therefore not reproducible.  Apologies to Bert and everyone else #for not following the posting guidelines.
| aapl_total<-getOptionChain("AAPL", NULL)>
|
| How could I then get the subset of the entire list which only has expiry dates in 2019, or more specifically, in Mar or Apr or May of 2019?

Here you go:

R> aapl_total<-getOptionChain("AAPL", NULL)     # your query
R> names(aapl_total)                            # the list element names
 [1] "Mar.09.2018" "Mar.23.2018" "Mar.29.2018" "Apr.06.2018" "Apr.13.2018" "Apr.20.2018" "May.18.2018"
 [8] "Jun.15.2018" "Aug.17.2018" "Sep.21.2018" "Oct.19.2018" "Nov.16.2018" "Jan.18.2019" "Jun.21.2019"
[15] "Jan.17.2020" "Jun.19.2020"
R> library(anytime)    # one of many tools to parse dates, this one is easiest in my biased view
R> anydate(names(aapl_total))
 [1] "2018-03-09" "2018-03-23" "2018-03-29" "2018-04-06" "2018-04-13" "2018-04-20" "2018-05-18"
 [8] "2018-06-15" "2018-08-17" "2018-09-21" "2018-10-19" "2018-11-16" "2019-01-18" "2019-06-21"
[15] "2020-01-17" "2020-06-19"
R> dvec <- anydate(names(aapl_total))           # helper variable
R> ind <- dvec >= anydate("2018-04-01") & dvec <= anydate("2018-04-30")     # one example
R> ind
 [1] FALSE FALSE FALSE  TRUE  TRUE  TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
R> str(aapl_total[ind])                         # index return object by desired dates
List of 3
 $ Apr.06.2018:List of 2
  ..$ calls:'data.frame': 24 obs. of  7 variables:
  .. ..$ Strike: num [1:24] 145 150 152 155 158 ...
  .. ..$ Last  : num [1:24] 30.4 24 27.1 20.9 22.1 ...
  .. ..$ Chg   : num [1:24] -3.12 0 0 -2.87 0 ...
  .. ..$ Bid   : num [1:24] 31.4 26.6 24.1 21.8 21.9 ...
  .. ..$ Ask   : num [1:24] 31.9 27.1 24.7 22.3 22.5 ...
  .. ..$ Vol   : int [1:24] 2 1 50 2 216 51 50 55 33 109 ...
  .. ..$ OI    : int [1:24] 30 1 50 2 0 32 57 101 136 297 ...
  ..$ puts :'data.frame': 21 obs. of  7 variables:
  .. ..$ Strike: num [1:21] 145 147 148 149 150 ...
  .. ..$ Last  : num [1:21] 0.27 0.14 0.17 0.18 0.36 0.49 0.68 0.81 0.96 1.17 ...
  .. ..$ Chg   : num [1:21] 0.13 0 -0.08 0 -0.07 ...
  .. ..$ Bid   : num [1:21] 0.14 0.18 0.13 0.23 0.27 0.35 0.46 0.61 0.81 1.06 ...
  .. ..$ Ask   : num [1:21] 0.24 0.28 0.21 0.35 0.36 0.45 0.56 0.71 0.9 1.17 ...
  .. ..$ Vol   : int [1:21] 12 1 1 3 86 15 31 74 39 213 ...
  .. ..$ OI    : int [1:21] 97 1 2 14 177 395 160 368 271 211 ...
 $ Apr.13.2018:List of 2
  ..$ calls:'data.frame': 19 obs. of  7 variables:
  .. ..$ Strike: num [1:19] 155 160 162 165 168 ...
  .. ..$ Last  : num [1:19] 21.2 16.9 14.9 13.1 10.7 ...
  .. ..$ Chg   : int [1:19] 0 0 0 0 0 0 0 0 0 0 ...
  .. ..$ Bid   : num [1:19] 21.6 17.3 15.2 13.3 11.3 ...
  .. ..$ Ask   : num [1:19] 22.9 17.9 15.7 13.6 11.5 ...
  .. ..$ Vol   : int [1:19] 20 1 7 44 46 22 62 313 71 327 ...
  .. ..$ OI    : int [1:19] 20 20 6 11 11 0 153 156 19 54 ...
  ..$ puts :'data.frame': 18 obs. of  7 variables:
  .. ..$ Strike: num [1:18] 145 148 149 150 152 ...
  .. ..$ Last  : num [1:18] 0.38 0.48 0.56 0.56 0.69 0.87 1.04 1.05 1.34 1.75 ...
  .. ..$ Chg   : int [1:18] 0 0 0 0 0 0 0 0 0 0 ...
  .. ..$ Bid   : num [1:18] 0.06 0.19 0.22 0.28 0.42 0.54 0.73 0.98 1.28 1.64 ...
  .. ..$ Ask   : num [1:18] 0.6 0.42 0.45 0.47 0.58 0.72 0.9 1.13 1.44 1.8 ...
  .. ..$ Vol   : int [1:18] 25 103 1 50 64 74 24 47 100 324 ...
  .. ..$ OI    : int [1:18] 0 6 0 0 7 10 11 19 56 19 ...
 $ Apr.20.2018:List of 2
  ..$ calls:'data.frame': 60 obs. of  7 variables:
  .. ..$ Strike: num [1:60] 2.5 5 7.5 10 12.5 17.5 22.5 40 50 55 ...
  .. ..$ Last  : num [1:60] 171 173 171 158 163 ...
  .. ..$ Chg   : num [1:60] -1 0 0 0 -3.6 ...
  .. ..$ Bid   : num [1:60] 166 166 163 148 164 ...
  .. ..$ Ask   : num [1:60] 168 167 165 152 164 ...
  .. ..$ Vol   : int [1:60] 5 10 10 10 1 10 5 4 300 10 ...
  .. ..$ OI    : int [1:60] 5 15 10 5 1 10 5 0 0 0 ...
  ..$ puts :'data.frame': 48 obs. of  7 variables:
  .. ..$ Strike: num [1:48] 2.5 50 55 60 65 70 75 80 85 90 ...
  .. ..$ Last  : num [1:48] 0.01 0.01 0.01 0.02 0.02 0.01 0.01 0.02 0.07 0.02 ...
  .. ..$ Chg   : num [1:48] 0 0 -0.01 0 -0.01 -0.02 0 0 0 0 ...
  .. ..$ Bid   : num [1:48] 0 0 0 0 0 0 0 0 0 0 ...
  .. ..$ Ask   : num [1:48] 0.02 0.02 0.02 0.03 0.07 0.02 0.02 0.03 0.04 0.04 ...
  .. ..$ Vol   : int [1:48] 1 2 1 212 2 5 3 32 385 11 ...
  .. ..$ OI    : int [1:48] 1 0 1 212 621 473 3529 362 1823 1164 ...
R>

You probably want such questions on the r-sig-finance list.

Cheers from across town,  Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | [hidden email]

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Re: Interpret List Label as Date from Quantmod getOptionChain

Sparks, John James
Looks great.  Thanks!


--JJS


________________________________
From: Dirk Eddelbuettel <[hidden email]> on behalf of Dirk Eddelbuettel <[hidden email]>
Sent: Sunday, March 4, 2018 9:41 PM
To: Sparks, John
Cc: Dirk Eddelbuettel; [hidden email]
Subject: Re: [R] Interpret List Label as Date from Quantmod getOptionChain


On 5 March 2018 at 03:13, Sparks, John wrote:
| library(quantmod)
| #in fairness, I did not include this last time and my example was therefore not reproducible.  Apologies to Bert and everyone else #for not following the posting guidelines.
| aapl_total<-getOptionChain("AAPL", NULL)>
|
| How could I then get the subset of the entire list which only has expiry dates in 2019, or more specifically, in Mar or Apr or May of 2019?

Here you go:

R> aapl_total<-getOptionChain("AAPL", NULL)     # your query
R> names(aapl_total)                            # the list element names
 [1] "Mar.09.2018" "Mar.23.2018" "Mar.29.2018" "Apr.06.2018" "Apr.13.2018" "Apr.20.2018" "May.18.2018"
 [8] "Jun.15.2018" "Aug.17.2018" "Sep.21.2018" "Oct.19.2018" "Nov.16.2018" "Jan.18.2019" "Jun.21.2019"
[15] "Jan.17.2020" "Jun.19.2020"
R> library(anytime)    # one of many tools to parse dates, this one is easiest in my biased view
R> anydate(names(aapl_total))
 [1] "2018-03-09" "2018-03-23" "2018-03-29" "2018-04-06" "2018-04-13" "2018-04-20" "2018-05-18"
 [8] "2018-06-15" "2018-08-17" "2018-09-21" "2018-10-19" "2018-11-16" "2019-01-18" "2019-06-21"
[15] "2020-01-17" "2020-06-19"
R> dvec <- anydate(names(aapl_total))           # helper variable
R> ind <- dvec >= anydate("2018-04-01") & dvec <= anydate("2018-04-30")     # one example
R> ind
 [1] FALSE FALSE FALSE  TRUE  TRUE  TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
R> str(aapl_total[ind])                         # index return object by desired dates
List of 3
 $ Apr.06.2018:List of 2
  ..$ calls:'data.frame':       24 obs. of  7 variables:
  .. ..$ Strike: num [1:24] 145 150 152 155 158 ...
  .. ..$ Last  : num [1:24] 30.4 24 27.1 20.9 22.1 ...
  .. ..$ Chg   : num [1:24] -3.12 0 0 -2.87 0 ...
  .. ..$ Bid   : num [1:24] 31.4 26.6 24.1 21.8 21.9 ...
  .. ..$ Ask   : num [1:24] 31.9 27.1 24.7 22.3 22.5 ...
  .. ..$ Vol   : int [1:24] 2 1 50 2 216 51 50 55 33 109 ...
  .. ..$ OI    : int [1:24] 30 1 50 2 0 32 57 101 136 297 ...
  ..$ puts :'data.frame':       21 obs. of  7 variables:
  .. ..$ Strike: num [1:21] 145 147 148 149 150 ...
  .. ..$ Last  : num [1:21] 0.27 0.14 0.17 0.18 0.36 0.49 0.68 0.81 0.96 1.17 ...
  .. ..$ Chg   : num [1:21] 0.13 0 -0.08 0 -0.07 ...
  .. ..$ Bid   : num [1:21] 0.14 0.18 0.13 0.23 0.27 0.35 0.46 0.61 0.81 1.06 ...
  .. ..$ Ask   : num [1:21] 0.24 0.28 0.21 0.35 0.36 0.45 0.56 0.71 0.9 1.17 ...
  .. ..$ Vol   : int [1:21] 12 1 1 3 86 15 31 74 39 213 ...
  .. ..$ OI    : int [1:21] 97 1 2 14 177 395 160 368 271 211 ...
 $ Apr.13.2018:List of 2
  ..$ calls:'data.frame':       19 obs. of  7 variables:
  .. ..$ Strike: num [1:19] 155 160 162 165 168 ...
  .. ..$ Last  : num [1:19] 21.2 16.9 14.9 13.1 10.7 ...
  .. ..$ Chg   : int [1:19] 0 0 0 0 0 0 0 0 0 0 ...
  .. ..$ Bid   : num [1:19] 21.6 17.3 15.2 13.3 11.3 ...
  .. ..$ Ask   : num [1:19] 22.9 17.9 15.7 13.6 11.5 ...
  .. ..$ Vol   : int [1:19] 20 1 7 44 46 22 62 313 71 327 ...
  .. ..$ OI    : int [1:19] 20 20 6 11 11 0 153 156 19 54 ...
  ..$ puts :'data.frame':       18 obs. of  7 variables:
  .. ..$ Strike: num [1:18] 145 148 149 150 152 ...
  .. ..$ Last  : num [1:18] 0.38 0.48 0.56 0.56 0.69 0.87 1.04 1.05 1.34 1.75 ...
  .. ..$ Chg   : int [1:18] 0 0 0 0 0 0 0 0 0 0 ...
  .. ..$ Bid   : num [1:18] 0.06 0.19 0.22 0.28 0.42 0.54 0.73 0.98 1.28 1.64 ...
  .. ..$ Ask   : num [1:18] 0.6 0.42 0.45 0.47 0.58 0.72 0.9 1.13 1.44 1.8 ...
  .. ..$ Vol   : int [1:18] 25 103 1 50 64 74 24 47 100 324 ...
  .. ..$ OI    : int [1:18] 0 6 0 0 7 10 11 19 56 19 ...
 $ Apr.20.2018:List of 2
  ..$ calls:'data.frame':       60 obs. of  7 variables:
  .. ..$ Strike: num [1:60] 2.5 5 7.5 10 12.5 17.5 22.5 40 50 55 ...
  .. ..$ Last  : num [1:60] 171 173 171 158 163 ...
  .. ..$ Chg   : num [1:60] -1 0 0 0 -3.6 ...
  .. ..$ Bid   : num [1:60] 166 166 163 148 164 ...
  .. ..$ Ask   : num [1:60] 168 167 165 152 164 ...
  .. ..$ Vol   : int [1:60] 5 10 10 10 1 10 5 4 300 10 ...
  .. ..$ OI    : int [1:60] 5 15 10 5 1 10 5 0 0 0 ...
  ..$ puts :'data.frame':       48 obs. of  7 variables:
  .. ..$ Strike: num [1:48] 2.5 50 55 60 65 70 75 80 85 90 ...
  .. ..$ Last  : num [1:48] 0.01 0.01 0.01 0.02 0.02 0.01 0.01 0.02 0.07 0.02 ...
  .. ..$ Chg   : num [1:48] 0 0 -0.01 0 -0.01 -0.02 0 0 0 0 ...
  .. ..$ Bid   : num [1:48] 0 0 0 0 0 0 0 0 0 0 ...
  .. ..$ Ask   : num [1:48] 0.02 0.02 0.02 0.03 0.07 0.02 0.02 0.03 0.04 0.04 ...
  .. ..$ Vol   : int [1:48] 1 2 1 212 2 5 3 32 385 11 ...
  .. ..$ OI    : int [1:48] 1 0 1 212 621 473 3529 362 1823 1164 ...
R>

You probably want such questions on the r-sig-finance list.

Cheers from across town,  Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | [hidden email]
Dirk Eddelbuettel<http://dirk.eddelbuettel.com/>
dirk.eddelbuettel.com
Welcome. I contribute to several open source efforts, mostly Debian and R. Besides looking after a number of Debian packages, I ...




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