Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Using R, download option prices of ticker VIX for all expiration dates and name it VIX a) Download the current price (last quote price) for

Using R, download option prices of ticker VIX for all expiration dates and name it "VIX"

a) Download the current price (last quote price) for VIX

b) For calls and puts at each expiration, add a column of "Price", which is the average of "Bid" and "Ask"

c) For calls and puts at each expiration, add a column of "moneyness", which takes value TRUE when it is out-of-money, and FALSE otherwise. (A call option is out-of-money when its strike is greater than current price of underlying. A put option is out-of-money if its strike is less than current price of underlying. And the current price of underlying is from the second question)

I have been able to get through a and b, but keep getting errors for c. I have fried different types of loops and vectorized operations, but still cant get it.

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access with AI-Powered Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Managerial Accounting

Authors: Ray Garrison, Eric Noreen, Peter Brewer

16th edition

1259307417, 978-1260153132, 1260153134, 978-1259307416

Students also viewed these Finance questions

Question

What is a verb?

Answered: 1 week ago