Announcing Option Greeks API for SmartAPI Users

deoxys

Why is theta value different from Sensibull and other similar platforms? Do we have to do some other calculations like divide by lot size or something to get the correct value?

rathikishorm

Is there any way to get the OI for options?

Shadow

@moderator_1 Is it available now ?

itsjha

This API is working for me, but when i try to get the weekly option greeks for Nifty options.
It returns the monthly data.

This is one of the reponse executed at "250703 13:37:03" - {'name': 'NIFTY', 'expiry': '10JUL2025', 'strikePrice': '26400.000000', 'optionType': 'CE', 'delta': '0.192700', 'gamma': '0.000300', 'theta': '-18.523500', 'vega': '9.739900', 'impliedVolatility': '11.540000', 'tradeVolume': '81490.00'}

For the weekly expiry option with strikeprce 26400CE for 10th July, the Delta value returned in 0.192700, which is the delta value for monthly expiry (31 July). Kindly look into it.

Loknath

I am trying to create an app under My APIs for trading API but the redirect URL Local host giving me error stating invalid URL.

itsjha

@itsjha said in Announcing Option Greeks API for SmartAPI Users:

This API is working for me, but when i try to get the weekly option greeks for Nifty options.
It returns the monthly data.

This is one of the reponse executed at "250703 13:37:03" - {'name': 'NIFTY', 'expiry': '10JUL2025', 'strikePrice': '26400.000000', 'optionType': 'CE', 'delta': '0.192700', 'gamma': '0.000300', 'theta': '-18.523500', 'vega': '9.739900', 'impliedVolatility': '11.540000', 'tradeVolume': '81490.00'}

For the weekly expiry option with strikeprce 26400CE for 10th July, the Delta value returned in 0.192700, which is the delta value for monthly expiry (31 July). Kindly look into it.

@Moderator_1 , @Moderator_2 , @Moderator_3 - Any update on this ?

itsjha

@itsjha said in Announcing Option Greeks API for SmartAPI Users:

This API is working for me, but when i try to get the weekly option greeks for Nifty options.
It returns the monthly data.

This is one of the reponse executed at "250703 13:37:03" - {'name': 'NIFTY', 'expiry': '10JUL2025', 'strikePrice': '26400.000000', 'optionType': 'CE', 'delta': '0.192700', 'gamma': '0.000300', 'theta': '-18.523500', 'vega': '9.739900', 'impliedVolatility': '11.540000', 'tradeVolume': '81490.00'}

For the weekly expiry option with strikeprce 26400CE for 10th July, the Delta value returned in 0.192700, which is the delta value for monthly expiry (31 July). Kindly look into it.

@administrators - Please clarify.