Hi,
For a given index, I want to get the option chain along with, greeks(vega, theta, gamma, delta, rho) . How can I get it build a option chain like chart.
Regards,
Manish
Hi,
For a given index, I want to get the option chain along with, greeks(vega, theta, gamma, delta, rho) . How can I get it build a option chain like chart.
Regards,
Manish
Any update on this please?
The option chain API doesn’t currently provide the Greeks, but you can calculate them using the Black-Scholes model or other option pricing models. We’ve taken your query into consideration and will include this enhancement in a future update.
ok though I need IV per strike of all PE and CE ATM and OTM(next 25). How can I get it or also can I susbscribe using web sockets to get it. If you can provide examples for it to get the realtime values IV for ATM and next 25 OTMs.