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

Kamalv
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
    SRIJAN edited July 27
    Zerodha or Sensibull don't provide any API for option greeks.

    You have to calculate them at your side.
  • Kamalv
    Kamalv edited July 27
    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 ?
  • SRIJAN
    You can try this python library:

    https://github.com/yassinemaaroufi/MibianLib

    Or search on the internet,you will find some articles with python code to calculate greeks.
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