MCX-OPT instruments for Commodities: Strikes of current expiry NOT available

SS1753
Hi Team

Please let me know is there a way to fetch all NFO instruments for commodities like we do for equities(using kite.instruments('NFO')).
Currently, I tried with below code but can't find all option strikes of current month expiry(17-06-2022) for CRUDEOIL.
Code snippet:
instrument_dump = kite.instruments('MCX')
instrument_df[(instrument_df.name=='CRUDEOIL') & (instrument_df.segment=='MCX-OPT')]

Above line doesn't fetch strikes relevent to current expiry, in fact only the strikes for future expiries are available.
Thanks.
-Swami
  • SRIJAN
    Option contracts for all expires are available in the instruments dump.
  • rakeshr
    Please let me know is there a way to fetch all NFO instruments for commodities like we do for equities
    No, you will have to fetch MCX exchange instrument and then filter out MCX-OPT.
    Above line doesn't fetch strikes relevent to current expiry
    MCX Jun month expiry is on 2022-06-15. You can refer to below contract:
    61364231 239704 CRUDEOIL22JUN10350PE CRUDEOIL 0 2022-06-15
  • SS1753
    Thanks @rakeshr , so the Options expiries are ahead of FUT for commodities?
    Is there a way to fetch these expiry dates like nsepython's expiry_list? Thanks again.
  • rakeshr
    so the Options expiries are ahead of FUT for commodities?
    Yes. Commodity options will expire a few days before the first tender date of the futures contract. This means, there will be a few days' gaps between the expiry of the futures contract and the options contract. Go through this article to know more.
    Is there a way to fetch these expiry dates like nsepython's expiry_list?
    Not available out of the box, you will have to create it at your end using the MCX exchange instrument.
  • SS1753
    That was helpful, many thx.
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