Get Options Chain — td_optionChain • rameritrade

Search an Option Chain for a specific ticker

td_optionChain(
  ticker,
  strikes = 10,
  inclQuote = TRUE,
  startDate = Sys.Date(),
  endDate = Sys.Date() + 360,
  accessToken = NULL
)

Arguments

ticker: underlying ticker for the options chain
strikes: the number of strikes above and below the current strike
inclQuote: set TRUE to include pricing details (will be delayed if account is set for delayed quotes)
startDate: the start date for expiration (should be greater than or equal to today). Format: yyyy-mm-dd
endDate: the end date for expiration (should be greater than or equal to today). Format: yyyy-mm-dd
accessToken: A valid Access Token must be set using td_auth_accessToken. The most recent Access Token will be used by default unless one is manually passed into the function.

Value

a list of 2 data frames - underlying and options chain

Details

Return a list containing two data frames. The first is the underlying data for the symbol. The second item in the list is a data frame that contains the options chain for the specified ticker.

Examples

if (FALSE) {

# Pull all option contracts expiring over the next 6 months
# with 5 strikes above and below the at-the-money price
td_optionChain(ticker = 'SPY',
             strikes = 5,
             endDate = Sys.Date() + 180)

}