Much of my time lately has gone into analyzing and trading products in the volatility complex. As a result, I regularly watch the VIX term structure for continuations or deviations from trend. To make analysis simpler, I've written some R code that rips the term structure off the CBOE VIX term structure page and parses it into a table with proper typing. You can view this code in the embedded gist (gist.github.com/mjbommar/4016901) below:
consulting programming r trading volatility