Put/Call Option Chain

API to retrieve put/call option chain for an underlying symbol for a specific expiry date. The Put/Call Option chain is currently not available for the MCX Exchange.

Request

curl --location 'https://api.upstox.com/v2/option/chain?instrument_key=NSE_INDEX%7CNifty%2050&expiry_date=2024-03-28' \
--header 'Content-Type: application/json' \
--header 'Accept: application/json' \
--header 'Authorization: Bearer {your_access_token}'

Additional samples in various languages are available in the Sample Code section on this page.

Query Parameters

Name	Required	Type	Description
instrument_key	true	string	Key of an underlying symbol. For the regex pattern applicable to this field, see the Field Pattern Appendix.
expiry_date	true	string	Expiry date in format: YYYY-MM-DD.

Responses

• 200
• 4XX

---

Response Body

{
  "status": "success",
  "data": [
    {
      "expiry": "2025-02-13",
      "pcr": 7515.3,
      "strike_price": 21100,
      "underlying_key": "NSE_INDEX|Nifty 50",
      "underlying_spot_price": 22976.2,
      "call_options": {
        "instrument_key": "NSE_FO|51059",
        "market_data": {
          "ltp": 2449.9,
          "volume": 0,
          "oi": 750,
          "close_price": 2449.9,
          "bid_price": 1856.65,
          "bid_qty": 1125,
          "ask_price": 1941.65,
          "ask_qty": 1125,
          "prev_oi": 1500
        },
        "option_greeks": {
          "vega": 4.1731,
          "theta": -472.8941,
          "gamma": 0.0001,
          "delta": 0.743,
          "iv": 262.31,
          "pop": 40.56
        }
      },
      "put_options": {
        "instrument_key": "NSE_FO|51060",
        "market_data": {
          "ltp": 0.3,
          "volume": 22315725,
          "oi": 5636475,
          "close_price": 0.35,
          "bid_price": 0.3,
          "bid_qty": 1979400,
          "ask_price": 0.35,
          "ask_qty": 2152500,
          "prev_oi": 5797500
        },
        "option_greeks": {
          "vega": 0.0568,
          "theta": -1.2461,
          "gamma": 0,
          "delta": -0.0013,
          "iv": 50.78,
          "pop": 0.15
        }
      }
    }
  ]
}

Name	Type	Description
status	string	A string indicating the outcome of the request. Typically success for successful operations.
data	object	Data object for put/call option chain.
data[].expiry	string	Expiry date (for derivatives). Date format is YYYY-MM-dd.
data[].pcr	number	Put Call Ratio.
data[].strike_price	number	The strike price for the option.
data[].underlying_key	string	The instrument_key for the underlying asset.
data[].underlying_spot_price	number	The spot price for the underlying asset.
data[].call_options	object	Data object for call options
data[].call_options.instrument_key	string	The unique identifier used across Upstox APIs for instrument identification. For the regex pattern applicable to this field, see the Field Pattern Appendix.
data[].call_options.market_data	object	Call option market data
data[].call_options.option_greeks	object	Call option greeks
data[].put_options	object	Data object for call options
data[].put_options.instrument_key	string	The unique identifier used across Upstox APIs for instrument identification. For the regex pattern applicable to this field, see the Field Pattern Appendix.
data[].put_options.market_data	object	Put option market data
data[].put_options.option_greeks	object	Put option greeks

Option Market Data

Name	Type	Description
market_data.ltp	number	Last traded price.
market_data.close_price	number	Closed price.
market_data.volume	number	The total amount of the asset that was traded during the timeframe.
market_data.oi	number	Open interest.
market_data.bid_price	number	Bid price.
market_data.bid_qty	number	Bid quantity.
market_data.ask_price	number	Ask price.
market_data.ask_qty	number	Ask quantity.
market_data.prev_oi	number	Previous Open interest.

Option Greek Data

Name	Type	Description
option_greeks.vega	number	Rate of change of premium based on change in volatility.
option_greeks.theta	number	Measures the impact on premium based on time left for expiry.
option_greeks.gamma	number	Rate of change of delta itself.
option_greeks.delta	number	Measures the rate of change of options premium based on the directional movement of the underlying.
option_greeks.iv	number	Implied Volatality.
option_greeks.pop	number	Probability of Profit

Error codes

Error code	Description
UDAPI100011	Invalid Instrument key - You need to provide proper instrument key for this operation.
UDAPI1088	Invalid date - You need to provide the expiry_date in proper format: YYYY-MM-DD

Sample Code

Get put/call option chain

Python

import requests

url = 'https://api.upstox.com/v2/option/chain'
params = {
    'instrument_key': 'NSE_INDEX|Nifty 50',
    'expiry_date': '2024-03-28'
}
headers = {
    'Content-Type': 'application/json',
    'Accept': 'application/json',
    'Authorization': 'Bearer {your_access_token}'
}

response = requests.get(url, params=params, headers=headers)

print(response.json())

Node.js

const axios = require('axios');

const url = 'https://api.upstox.com/v2/option/chain';
const params = {
    instrument_key: 'NSE_INDEX|Nifty 50',
    expiry_date: '2024-03-28'
};
const headers = {
    'Content-Type': 'application/json',
    'Accept': 'application/json',
    'Authorization': 'Bearer {your_access_token}'
};

axios.get(url, { params, headers })
    .then(response => {
        console.log(response.data);
    })
    .catch(error => {
        console.error('Error:', error);
    });

Java

import java.io.IOException;
import java.net.URI;
import java.net.URISyntaxException;
import java.net.http.HttpClient;
import java.net.http.HttpRequest;
import java.net.http.HttpResponse;

public class Main {
    public static void main(String[] args) {
        HttpClient httpClient = HttpClient.newBuilder().build();
        HttpRequest request = null;
        try {
            request = HttpRequest.newBuilder()
                    .uri(new URI("https://api.upstox.com/v2/option/chain?instrument_key=NSE_INDEX%7CNifty%2050&expiry_date=2024-03-28"))
                    .header("Content-Type", "application/json")
                    .header("Accept", "application/json")
                    .header("Authorization", "Bearer {your_access_token}")
                    .build();
        } catch (URISyntaxException e) {
            e.printStackTrace();
        }

        try {
            HttpResponse<String> response = httpClient.send(request, HttpResponse.BodyHandlers.ofString());
            System.out.println(response.body());
        } catch (IOException | InterruptedException e) {
            e.printStackTrace();
        }
    }
}

PHP

<?php
$url = 'https://api.upstox.com/v2/option/chain';
$params = [
    'instrument_key' => 'NSE_INDEX|Nifty 50',
    'expiry_date' => '2024-03-28'
];
$headers = [
    'Content-Type: application/json',
    'Accept: application/json',
    'Authorization: Bearer {your_access_token}'
];

$ch = curl_init();
curl_setopt($ch, CURLOPT_URL, $url . '?' . http_build_query($params));
curl_setopt($ch, CURLOPT_HTTPHEADER, $headers);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);

$response = curl_exec($ch);
curl_close($ch);

echo $response;
?>

Python SDK

import upstox_client
from upstox_client.rest import ApiException

configuration = upstox_client.Configuration()
configuration.access_token = "{your_access_token}"

api_instance = upstox_client.OptionsApi(upstox_client.ApiClient(configuration))

try:
    api_response = api_instance.get_put_call_option_chain("NSE_INDEX|Nifty 50", "2024-10-31")
    print(api_response)
except ApiException as e:
    print("Exception when calling OrderApi->options apis: %s\n" % e.body)

Node.js SDK

let UpstoxClient = require('upstox-js-sdk');
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications['OAUTH2'];
OAUTH2.accessToken = "{your_access_token}";
let apiInstance = new UpstoxClient.OptionsApi();
apiInstance.getPutCallOptionChain("NSE_INDEX|Nifty 50","2024-10-31",(error, data, response) => {
    if (error) {
      console.error(error);
    } else {
      console.log('API called successfully. Returned data: ' + JSON.stringify(data));
    }
  });

Java SDK

import com.upstox.ApiClient;
import com.upstox.ApiException;
import com.upstox.Configuration;
import com.upstox.api.GetOptionChainResponse;
import com.upstox.auth.OAuth;
import io.swagger.client.api.OptionsApi;

public class Main {
    public static void main(String[] args) {
        ApiClient defaultClient = Configuration.getDefaultApiClient();

        OAuth OAUTH2 = (OAuth) defaultClient.getAuthentication("OAUTH2");
        OAUTH2.setAccessToken("{your_access_token}");

        OptionsApi apiInstance = new OptionsApi();

        try {
            GetOptionChainResponse result = apiInstance.getPutCallOptionChain("NSE_INDEX|Nifty 50", "2024-10-31");
            System.out.println(result);
        } catch (ApiException e) {
            System.err.println("Exception when calling API= " + e.getResponseBody());
            e.printStackTrace();
        }
    }
}

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