Navigation

    SmartAPI Forum
    • Register
    • Login
    • Search
    • Categories
    • Popular
    • Groups
    • FAQs
    • API Docs

    Announcing Option Greeks API for SmartAPI Users

    General Discussion
    18
    27
    547
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • D
      deoxys last edited by

      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?

      1 Reply Last reply Reply Quote 0
      • R
        rathikishorm last edited by

        Is there any way to get the OI for options?

        1 Reply Last reply Reply Quote 0
        • S
          Shadow @Moderator_1 last edited by

          @moderator_1 Is it available now ?

          1 Reply Last reply Reply Quote 0
          • I
            itsjha last edited by

            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.

            I 2 Replies Last reply Reply Quote 0
            • L
              Loknath last edited by

              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.

              1 Reply Last reply Reply Quote 0
              • I
                itsjha @itsjha last edited by

                @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 ?

                1 Reply Last reply Reply Quote 0
                • I
                  itsjha @itsjha last edited by

                  @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.

                  1 Reply Last reply Reply Quote 0
                  • First post
                    Last post