Put/Call Option Chain

API to retrieve put/call option chain for an underlying symbol for a specific expiry date.

NOTE

The Put/Call Option chain is currently not available for the MCX Exchange.

Header Parameters

Name	Required	Type	Description
Authorization	true	string	Requires the format Bearer access_token where access_token is obtained from the Token API.
Accept	true	string	Defines the content format the client expects, which should be set to application/json.

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

Examples

A comprehensive set of examples is provided to illustrate various use cases and implementation scenarios for this API. To view detailed examples and access sample code, please refer to: API Examples.

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