Option Greeks

Is there an API to fetch data for Option Greeks?

If no, is the algorithm that Zerodha uses to calculate open sourced?
  • sujith
    We just a widget powered by Sensibull. We don't do the calculations.
  • Sbag
    It would be really nice if Zerodha API provide Greek data @sujith @blackCaesaris ..Is there any open source code to calculate reliable Greeks from the zerodha hystorical data?
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