@mailboxofrafiq Multiply your output by 100. Your inputs are looking good except use 3/365 for T and use r=0.08 . Also check during live market. Use Time in decimal, for more accuracy, for example if 2 and half days left for market to expires then u…
The following code calculates IV which matches NSE website, i have checked it myself. It is written in python:
import numpy as np
from scipy.stats import norm
from scipy.optimize import minimize_scalar
import pandas as pd
import pandas_datareader…
@shashanks VWAP will differ with different time intervals. For example, if you compare VWAP of 1 min candles with 3min candles, results will vary. I think tick by tick data give the most accurate VWAP.
freeze limite is present in this site. https://www.nseindia.com/products-services/equity-derivatives-nifty50 You can write a program to fetch it automatically.
you can instruments list from kite API. In that you will get all stocks with lot size. See here
https://kite.trade/docs/connect/v3/market-quotes/#instruments
you can instruments list from kite API. In that you will get all stocks with lot size. See here
https://kite.trade/docs/connect/v3/market-quotes/#instruments
they can trade with your account if you tell them your keys and app code. App code is like otp which comes in kite app. If you only share keys they cant do anything
Free data of nifty's option chain provided by nse is delayed by 3-5 mins. No matter how many times you request you get the same data for 3 to 5 mins. I want to clear my doubt that the data provided here won't be a same snapshot for 3-5 mins but liv…
