Consider the following code, where I try to calculate value and volatility of options from the generated
SPY option chain.

Code:
// Zorro v1.9.6.4
#include <contract.c>

#define DTE      (42)
#define DIVIDEND (0.02)

function run()
{
	set(LOGFILE);
	BarPeriod = 1440; // 1 day bar
	LookBack  = 20;
	StartDate = 20171018;
	EndDate   = 20171022;

	assetList("AssetsIB");
	asset("SPY");
	
	// load todays' contract chain
	contractUpdate("SPYa", 0, CALL);
	
	if (is(LOOKBACK)) return;
	
	var Price    = priceClose();
	var RiskFree = yield() / 100;
	var HistVol  = VolatilityOV(20);
	
	// get first contract of today's bar
	CONTRACT* c = Contracts;
	var currVal = contractVal(c, Price, HistVol, DIVIDEND, RiskFree);
	//var currVol = contractVol(c, Price, HistVol, currVal, DIVIDEND, RiskFree);
	printf("<value=%.f>",currVal);
	//printf("<value=%.f> <volatility=%.f>",currVal, currVol);
}


I get following output:
[27: Wed 17-10-18 15:40] (255.72)<value=80>
[28: Thu 17-10-19 15:40] (255.79)<value=80>
[29: Fri 17-10-20 15:40] (257.11)<value=78>
[30: Mon 17-10-23 15:40] (256.10)<value=79>

and when I add contractVol,
Code:
var currVal = contractVal(c, Price, HistVol, DIVIDEND, RiskFree, 0, 0, 0, 0, 0);
var currVol = contractVol(c, Price, HistVol, currVal, DIVIDEND, RiskFree);
//printf("<value=%.f>",currVal);
printf("<value=%.f> <volatility=%.f>",currVal, currVol);


I get following output:
[27: Wed 17-10-18 15:40] (255.72)<value=80> <volatility=0>
[28: Thu 17-10-19 15:40] (255.79)<value=80> <volatility=0>
[29: Fri 17-10-20 15:40] (257.11)<value=0> <volatility=0>
[30: Mon 17-10-23 15:40] (256.10)<value=0> <volatility=0>

Why I get the zero's and why the different result, when I just add a new function call against the R bridge?