Delta based Algo strategy .

nirav_b · August 6

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..

nagavenij · August 7

You can refer to this similar discussion.

nirav_b · 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 · August 7

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 · August 21

I can help you do this with little service charge.

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Delta based Algo strategy .