How can I get single instrument (option) data with `/instrument` API?

nirajaboti
Is there any way to get individual option details? It's okay if I can get it with API or WebSocket.
It would be good to get the underlying price and option data together.
I want the following data in a single call Strike Price, Spot Price, Expiry Date, Volatility, Risk free rate. As API is not giving Greeks, I want to calculate it by myself, so I need this data.
  • ANL
    KIte API doesn't provide those data in a single call you have to make at your end.

    You can fetch from instrument dump file : Strike Price, Spot Price, Expiry Date
    All the other data that you need to develop

  • nirajaboti
    If I fetch file every time, it would be heavy operation and I need that data every second to calculate precise Greeks.
  • rakeshr
    If I fetch file every time, it would be heavy operation and I need that data every second to calculate precise Greeks
    You don't need to query everytime. You need to fetch the instruments file once before the market, store it locally on your end, and consume it for all future requests. The instruments file doesn't change, throughout the day.
  • nirajaboti
    @rakeshr Spot price is the underlying price which wouldn't remain the same the whole day
  • rakeshr
    Spot price is the underlying price which wouldn't remain the same the whole day
    last_price column is not updated in real-time in instruments file. You need to use WebSocket or quote APIs to fetch the same.
  • nirajaboti
    nirajaboti edited August 28
    What about option premium? As far as I know, Premium wouldn't remain the same for the whole day as the Spot price.
  • ANL
    What about option premium? As far as I know, Premium wouldn't remain the same for the whole day as the Spot price.
    Option premium will change, and spot price will also change if it is tradable. If premium changes, all other parameters will also change accordingly.

    The API does not provide all the data you require in a single call. You can only fetch tokens, expiry, symbols, etc.; all other things you have to do at your end. API works with instrument token so you have to fetch it from dump file and call it via Quote API, you will get basic data. Go through the documentation: Market Quotes check response and attributes.
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