Option greeks data

revendar · November 2016

An API for providing the greeks would be great.

sujith · November 2016

Hi,
There is no need for API for this.
We will soon share alogorithm which is used here https://zerodha.com/tools/black-scholes/

sujith · November 2016

Checkout this gist https://gist.github.com/vishnus/860a53021bd047d4b7e5d1b7a0808743

raaghulr · April 2020

@sujith any code for option greek in python please?

rakeshr · April 2020

@raaghulr
No, we don't have APIs for calculation of option greek. You can create a method at your end to return greek values based on the formula stated here.

sandipa25 · December 2020

@rakeshr all values available in zerodha api's? if yes what will be the request to get data, mainly volt,int_rate and div_yld.

spot = 8400;
strike = 8600;
expiry = "2016-12-01 23:59:00";
volt = 18;
int_rate = 7;
div_yld = 0;

rakeshr · December 2020

@sandipa25
No, we don't have APIs for calculating option greek.

Shaileshkumar · January 2022

"Hi,
There is no need for API for this.
We will soon share alogorithm which is used here https://zerodha.com/tools/black-scholes/"

Hi Sujith any update on this issue..

sujith · January 2022

@Shaileshkumar,
You can use the above algorithm.

hanuunah · January 2023

Thanks for sharing the formula.
Where/How do I get the below values?
int_rate = 7;
div_yld = 0;

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Option greeks data