CODEWITHSUNDEEP
rquantmod
Ashu
Ashu

Reputation: 1

getOptionChain from quantmod package, how to get options for multiple expiration dates

I am trying to get optionChain for several expiration dates by enumerating them:

library(quantmod)
x <- getOptionChain(symbol, Exp=as.Date(c("2013-08-17", "2013-07-20")))

But I get

Error in file(con, "r") : invalid 'description' argument

What is the correct way to do that?

Second, is there a way to get the list of option expiration dates for a stock?

The reason I am asking is that

getOptionChain("NOK", Exp=NULL)

gives an error so I am forced to list the expiration dates (since I want the full chain).

Thanks Ashu

Upvotes: 0

Views: 2211

Answers (1)

hvollmeier
hvollmeier

Reputation: 2986

@Ashu, try:

#your list of expiration dates
exp=c("2013-08-17", "2013-07-20")

x=list()
for(i in 1:length(exp)) x<-c(getOptionChain("NOK",exp[i]),x)

If you have a list of ticker symbols substitute "NOK" with the list and change the line accordingly.

using lapply which is more R-like and efficient:

lapply(exp,function(x) getOptionChain("NOK",x))

Upvotes: 4

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