Looking to Chart Options Expiration Cycles

jr07 · Aug 30, 2011

Hello all

I need to create a monthly candelstick chart for the last 20 years of Options Expiration candles, i.e. the close being the third friday of every month instead of the calendar close.

Any idea how to do this?

J

Rodney King · Aug 30, 2011

Quote from jr07:

create a monthly candlestick chart for the last 20 years of Options Expiration candles, i.e. the close being the third Friday of every month

Not sure your level of sophistication, but if you know R, download, install and use http://www.quantmod.com/.

jr07 · Aug 30, 2011

thanks. def too sophisticated for me...

gibson02 · Sep 2, 2011

Quote from Rodney King:

Not sure your level of sophistication, but if you know R, download, install and use http://www.quantmod.com/.

i'm sorry for asking since i don't know R...can you tell me what this link is for ?

Rodney King · Sep 2, 2011

Quote from gibson02:

i'm sorry for asking since i don't know R... can you tell me what this link is

A popular R package that provides elitetrader-friendly functionalities for those willing to do some coding.

> install.packages("quantmod")

> require(quantmod)

Written and maintained by the estimable Jeff Ryan http://www.lemnica.com/.

jr07 · Sep 10, 2011

OK so I have now familiarized myself with R since I found no other way to do this, but I still can't figure out how to use quantmod to draw the chart I need?
Help appreciated
J

spindr0 · Sep 10, 2011

Quote from jr07:

Hello all

I need to create a monthly candelstick chart for the last 20 years of Options Expiration candles, i.e. the close being the third friday of every month instead of the calendar close.

Are you looking for the UL's close on the 3rd Friday? If so, what symbol?

jr07 · Sep 10, 2011

I am looking to demonstrate that this past options expiration cycle (August 2011) was the worst in the last 15 years. (down 16% NDQ from Monday 7/18 Open to Close Friday 08/19)

ForexForex · Sep 10, 2011

Quote from jr07:

I am looking to demonstrate that this past options expiration cycle (August 2011) was the worst in the last 15 years. (down 16% NDQ from Monday 7/18 Open to Close Friday 08/19)

And what is the purpose of this demonstration?

You are posting in an options forum, how can a 16% NDQ drop be considered "the worst in the last 15 years" for options. No such thing as a bad month for options. For the month of August 2011 I posted a LIVE blog of my QQQ options trades and made a return of +112% .

If the market gives you Lemons, make Lemonade. August 2011 QQQ Weekly Option Trades - Final Results

---------------------------------
I put the ELITE in EliteTrader

spindr0 · Sep 11, 2011

Quote from jr07:

I am looking to demonstrate that this past options expiration cycle (August 2011) was the worst in the last 15 years. (down 16% NDQ from Monday 7/18 Open to Close Friday 08/19)

See Apriil of 2000. Let me know if I get an A from your teacher