This R script is an updated version of: http://page.math.tu-berlin.de/~mkeller/R-progs/yahoo_opt.R by Martin Keller-Ressel The author is no longer actively maintaining the code. And the script does not support the current Yahoo! Finance website. I rewrote the html parsing part to allow it work properly with the current(2012-March) Yahoo! Finance.
yiransheng/A-R-Script-to-Download-Option-Quotes-from-Yahoo--Finance
Based on Martin Keller-Ressel's original script
R