Option greeks data

revendar

An API for providing the greeks would be great.

sujith

Hi,
There is no need for API for this.
We will soon share alogorithm which is used here https://zerodha.com/tools/black-scholes/

sujith

Checkout this gist https://gist.github.com/vishnus/860a53021bd047d4b7e5d1b7a0808743

raaghulr

@sujith any code for option greek in python please?

rakeshr

@raaghulr
No, we don't have APIs for calculation of option greek. You can create a method at your end to return greek values based on the formula stated here.

sandipa25

@rakeshr all values available in zerodha api's? if yes what will be the request to get data, mainly volt,int_rate and div_yld.

spot = 8400;
strike = 8600;
expiry = "2016-12-01 23:59:00";
volt = 18;
int_rate = 7;
div_yld = 0;

rakeshr

@sandipa25
No, we don't have APIs for calculating option greek.

Shaileshkumar

"Hi,
There is no need for API for this.
We will soon share alogorithm which is used here https://zerodha.com/tools/black-scholes/"


Hi Sujith any update on this issue..

sujith

@Shaileshkumar,
You can use the above algorithm.

hanuunah

Thanks for sharing the formula.
Where/How do I get the below values?
int_rate = 7;
div_yld = 0;