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General
In this Discussion
January 2023
hanuunah
January 2022
Shaileshkumar
December 2020
sandipa25
December 2020
rakeshr
April 2020
raaghulr
January 2022
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.
Shaileshkumar
January 2022
"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
January 2022
@Shaileshkumar
,
You can use the above algorithm.
hanuunah
January 2023
Thanks for sharing the formula.
Where/How do I get the below values?
int_rate = 7;
div_yld = 0;
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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.
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..
You can use the above algorithm.
Where/How do I get the below values?
int_rate = 7;
div_yld = 0;