Getting Implied volatility and open interest of options

waltons

Is there anyway through kite API to get implied volatility and open interest of stock and index options? Either Historical or live through Websocket tick?

sujith

Hi @waltons,
We don't have implied volatility.
You can get open interest from getQuote()

waltons

@sujith Do you mean this - https://kite.trade/docs/pykiteconnect/#kiteconnect.KiteConnect.quote

sujith

@waltons,
Yes you can get open interest from that API call.

chaudhariapurva

@sujith "Yes you can get open interest from that API call."
--->how where is it in docs of kite connect Api ???????

sujith

@chaudhariapurva,
We will update documentation soon. You get a field with key "open_interest"

chaudhariapurva

@sujith ,kindly keep documentation updated it creates problem for ppl implementing their own libraries!!!!

sujith

@chaudhariapurva,
Sure. We will keep you posted about changes.

mehtakrunal

It is possible to use the black scholes model to calculate live IV for all strike prices every second...