gistfile1.r

library(quantmod)

getSymbols('SPY')

expiry_idx <- options.expiry(SPY)

for (i in 2:length(expiry_idx)-1)
{
  period_start  <- index(SPY[expiry_idx[i] + 1])
  period_end    <- index(SPY[expiry_idx[i + 1]])
  message('i is ', i, ', period start is ', period_start, ', period end is ', period_end)

  subset_string <- paste0(period_start, '::', period_end)
  period_subset <- SPY[subset_string]

  period_min    <- min(period_subset$SPY.Close)
  period_max    <- max(period_subset$SPY.Close)

  message('period min is ', period_min, ', period max is ', period_max)
}