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In this Discussion
July 2020
mehtakrunal
December 2016
chaudhariapurva
December 2016
waltons
December 2016
sujith
Getting Implied volatility and open interest of options
waltons
December 2016
in
Python client
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?
Tagged:
WebSocket
historical API
kiteapi
historical data
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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We don't have implied volatility.
You can get open interest from getQuote()
Yes you can get open interest from that API call.
--->how where is it in docs of kite connect Api ???????
We will update documentation soon. You get a field with key "open_interest"
Sure. We will keep you posted about changes.