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Option Chain Data
How can i access option chain data. Using the API?
You can't,although you can fetch the oi,ltp and other variables and form the option chain at your end.
Can You pleas post some link, code or an reference where the Maths behind it is specified. I'm kind of struggling in finding it.
look,first fetch the FULL mode data of the instrument which option chain you want. then extract the oi,vol,ltp(premium),ask bid etc. from the retrieved data. then transfer it to excel. for coi,you can just use the current oi-last day's oi. This is what i know.
for your insight. I found this article regarding the calculation of IV. Can you tell me how to get the spot price of indices(Nifty 50) using 'kite.ltp()' or anything else.
edited September 21
just subscribe nifty through it's instrument token and set the mode to ltp.read the documentation,you will understand.