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Delta based Algo strategy .

nirav_b
nirav_b in Algorithms and Strategies
I am building an algo strategy in which CE/PE will be bought/sold based on Delta ..I am deploying strategy on AWS LAmbda,somehow necessary dependencies (Layers) are more than threshold value of MB( file size)..Is there any other way I can fetch data of Delta / strikeprice and use in my Algo??Thanks in advance..
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  • nagavenij
    nagavenij
    You can refer to this similar discussion.
  • nirav_b
    nirav_b edited August 7
    Thanks..I dont find anything related to delta in that discussion...Is there any specification section you are suggesting in that thread or site (mentioned in thread) ??/

  • nagavenij
    nagavenij
    You will need to calculate the Delta value programmatically, as the Kite Connect API does not provide Greeks directly. You can refer to the option chain data and Python library .
  • sanjeevprakash7
    sanjeevprakash7
    I can help you do this with little service charge.
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