☰
Login
Signup
Home
›
General
Howdy, Stranger!
It looks like you're new here. If you want to get involved, click one of these buttons!
Sign In
Register
Categories
Recent Discussions
Activity
Categories
9.1K
All Categories
9
Go client
537
.Net API client
230
Kite Publisher
473
.Net / VBA / Excel (3rd party)
288
Algorithms and Strategies
719
Java client
678
API clients
331
PHP client
2.3K
Python client
264
Mobile and Desktop apps
995
Market data (WebSockets)
2.3K
General
In this Discussion
December 2020
sandipa25
December 2020
rakeshr
April 2020
raaghulr
November 2016
sujith
Option greeks data
revendar
November 2016
in
General
An API for providing the greeks would be great.
sujith
November 2016
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
November 2016
Checkout this gist
https://gist.github.com/vishnus/860a53021bd047d4b7e5d1b7a0808743
raaghulr
April 2020
@sujith
any code for option greek in python please?
rakeshr
April 2020
@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
December 2020
@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
December 2020
@sandipa25
No, we don't have APIs for calculating option greek.
Sign In
or
Register
to comment.
There is no need for API for this.
We will soon share alogorithm which is used here https://zerodha.com/tools/black-scholes/
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.
spot = 8400;
strike = 8600;
expiry = "2016-12-01 23:59:00";
volt = 18;
int_rate = 7;
div_yld = 0;
No, we don't have APIs for calculating option greek.