I am using quotes api to get values like OI and volume now I need to calculate option greeks but most of the methods even the one used by zerodha https://zerodha.com/tools/black-scholes/ depends on volatility, interest rate and dividend yield. How can I get these values or any other simpler way to get option greeks?
Hi @rakeshr the link you provide also required same inputs which is volatility, interest rate and dividend yield. My question is from where we can get those values for a strike price?
Volatility is india vix. NSE assumes interest rate at fix 10 percent but that's not true. So,its better to use future price,which includes interest rate and dividend. You can read here: https://sensibull.com/docs/mathsandmarkets.html
