Does Zerodha or sensibull provides API for options chain greeks realtime data?

Hi @rakeshr @sujith I gone through couple of discussions on options chain greeks and realized no direct data provided by zerodha but those are way back discussions. Just wanted to know any progress in that area, any API from Zerodha or Sensibull or any provider?

My strategy is purely dependent on greeks, to be precise gamma. Tried to calculate manually using Black 76 and conventional Black Scholes models in Python but results are not matching with sensibull, any help would be greatly appreciated.
    SRIJAN edited July 2022
    Zerodha or Sensibull don't provide any API for option greeks.

    You have to calculate them at your side.
  • Kamalv
    Kamalv edited July 2022
    thanks for the response @SRIJAN , tried with available formula and code snippets but not matching with Sansibull, any inputs or python code snippets for calculations ?
    You can try this python library:

    Or search on the internet,you will find some articles with python code to calculate greeks.
  • karthikeyan26
    HI @Kamalv if you are still looking for this, you can reach out me. I have one solution, we can work on that and code it.
  • Aravindh
    Hi @karthikeyan, I am interested in finding a way to calculate the greeks. I did find some libraries, but all of them require me to pass in the volatility which I am not sure how to calculate. I can code the solution that you found. Let me know how we can proceed. Thanks
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