Getting Implied volatility and open interest of options

waltons · December 2016

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 · December 2016

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

waltons · December 2016

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

sujith · December 2016

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

chaudhariapurva · December 2016

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

sujith · December 2016

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

chaudhariapurva · December 2016

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

sujith · December 2016

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

mehtakrunal · July 2020

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

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Getting Implied volatility and open interest of options