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_______________________________________________[email protected] mailing list-- 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.
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