Option Greek Fields

This API endpoint provides option Greek data for specified instruments. The response contains all fields required to construct an option chain, as well as the current day's total trading volume. This API supports a maximum of 50 instrument keys in a single request.

Request

curl --location 'https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885' \
--header 'Content-Type: application/json' \
--header 'Accept: application/json' \
--header 'Authorization: Bearer {your_access_token}'

For additional samples in various languages, please refer to the Sample code section on this page.

Query Parameters

Name	Required	Description
instrument_key	true	Comma separated list of instrument keys. For the regex pattern applicable to this field, see the Field Pattern Appendix.

Responses

• 200
• 4XX

---

Response body

Name	Type	Description
status	string	A string indicating the outcome of the request. Typically success for successful operations.
data	object	Data object holding option greek information
data.last_price	number	The last traded price of symbol
data.instrument_token	string	Key of the instrument. For the regex pattern applicable to this field, see the Field Pattern Appendix.
data.ltq	number	Last traded quantity
data.volume	number	Volume traded today till current time
data.cp	number	Previous day's closing price
data.iv	number	Implied Volatility
data.vega	number	Sensitivity of the option's price to changes in volatility.
data.gamma	number	Rate of change of delta with respect to changes in the underlying asset's price.
data.theta	number	Rate of decline in the option's value due to the passage of time.
data.delta	number	Sensitivity of the option's price to changes in the underlying asset's price.
data.oi	number	Open interest for the instrument.

Error codes

Error code	Description
UDAPI1009	instrument_key is required - The instrument_key parameter is missing.
UDAPI1011	instrument_key is of invalid format - The provided instrument_key does not conform to the accepted format.
UDAPI1087	Invalid Instrument key - The provided instrument_key is invalid.
UDAPI100076	Maximum instrument key limit exceeded - The request exceeds the maximum number of instrument keys allowed.

Sample Code

Get Option Greek fields

Curl

curl --location 'https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885' \
--header 'Content-Type: application/json' \
--header 'Accept: application/json' \
--header 'Authorization: Bearer {your_access_token}'

Python

import requests

url = 'https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885'
headers = {
    'Content-Type': 'application/json',
    'Accept': 'application/json',
    'Authorization': 'Bearer {your_access_token}'
}

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

print(response.text)

Node.js

const axios = require('axios');

const url = 'https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885';
const headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'Authorization': 'Bearer {your_access_token}'
};

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

Java

import java.net.URI;
import java.net.http.HttpClient;
import java.net.http.HttpRequest;
import java.net.http.HttpResponse;
import java.net.http.HttpHeaders;

public class Main {

    public static void main(String[] args) throws Exception {
        String url = "https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885";
        String contentTypeHeader = "application/json";
        String acceptHeader = "application/json";
        String authorizationHeader = "Bearer {your_access_token}";

        HttpClient httpClient = HttpClient.newHttpClient();
        HttpRequest httpRequest = HttpRequest.newBuilder()
                .uri(URI.create(url))
                .header("Content-Type", contentTypeHeader)
                .header("Accept", acceptHeader)
                .header("Authorization", authorizationHeader)
                .build();

        HttpResponse<String> response = httpClient.send(httpRequest, HttpResponse.BodyHandlers.ofString());

        int statusCode = response.statusCode();
        HttpHeaders headers = response.headers();
        String responseBody = response.body();

        System.out.println("Status Code: " + statusCode);
        System.out.println("Response Headers: " + headers);
        System.out.println("Response Body: " + responseBody);
    }
}

PHP

<?php

$url = 'https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885';
$contentTypeHeader = 'application/json';
$acceptHeader = 'application/json';
$authorizationHeader = 'Bearer {your_access_token}';

$ch = curl_init($url);

// Set cURL options
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, [
    'Content-Type: ' . $contentTypeHeader,
    'Accept: ' . $acceptHeader,
    'Authorization: ' . $authorizationHeader,
]);

// Execute cURL session and get the response
$response = curl_exec($ch);

// Check for cURL errors
if (curl_errno($ch)) {
    echo 'Curl error: ' . curl_error($ch);
}

// Close cURL session
curl_close($ch);

// Output the response
echo $response;
?>

Python SDK

import upstox_client
from upstox_client.rest import ApiException

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

apiInstance = upstox_client.MarketQuoteV3Api(upstox_client.ApiClient(configuration))
try:
    # For a single instrument
    response = apiInstance.get_market_quote_option_greek(instrument_key="NSE_FO|43885")
    print(response)
except ApiException as e:
    print("Exception when calling MarketQuoteV3Api->get_market_quote_option_greek: %s\n" % e)

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 marketQuoteApiInstance = new UpstoxClient.MarketQuoteV3Api();
marketQuoteApiInstance.getMarketQuoteOptionGreek({instrumentKey: "NSE_FO|43885"}, (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.MarketQuoteV3Api;
import com.upstox.model.GetMarketQuoteOptionGreekResponseV3;
import com.upstox.auth.*;

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

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

        MarketQuoteV3Api marketQuoteV3Api = new MarketQuoteV3Api();

        try {
            GetMarketQuoteOptionGreekResponseV3 response = marketQuoteV3Api.getMarketQuoteOptionGreek("NSE_FO|43885");
            System.out.println(response);
        } catch (ApiException e) {
            System.err.println("Exception when calling MarketQuoteV3Api#getMarketQuoteOptionGreek");
            e.printStackTrace();
        }
    }
}

Get Option Greek fields for multiple instruments keys

Curl

curl --location 'https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885,NSE_FO|43886' \
--header 'Content-Type: application/json' \
--header 'Accept: application/json' \
--header 'Authorization: Bearer {your_access_token}'

Python

import requests

url = 'https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885,NSE_FO|43886'
headers = {
    'Content-Type': 'application/json',
    'Accept': 'application/json',
    'Authorization': 'Bearer {your_access_token}'
}

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

print(response.text)

Node.js

const axios = require('axios');

const url = 'https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885,NSE_FO|43886';
const headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'Authorization': 'Bearer {your_access_token}'
};

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

Java

import java.net.URI;
import java.net.http.HttpClient;
import java.net.http.HttpRequest;
import java.net.http.HttpResponse;
import java.net.http.HttpHeaders;

public class Main {

    public static void main(String[] args) throws Exception {
        String url = "https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885,NSE_FO|43886";
        String contentTypeHeader = "application/json";
        String acceptHeader = "application/json";
        String authorizationHeader = "Bearer {your_access_token}";

        HttpClient httpClient = HttpClient.newHttpClient();
        HttpRequest httpRequest = HttpRequest.newBuilder()
                .uri(URI.create(url))
                .header("Content-Type", contentTypeHeader)
                .header("Accept", acceptHeader)
                .header("Authorization", authorizationHeader)
                .build();

        HttpResponse<String> response = httpClient.send(httpRequest, HttpResponse.BodyHandlers.ofString());

        int statusCode = response.statusCode();
        HttpHeaders headers = response.headers();
        String responseBody = response.body();

        System.out.println("Status Code: " + statusCode);
        System.out.println("Response Headers: " + headers);
        System.out.println("Response Body: " + responseBody);
    }
}

PHP

<?php

$url = 'https://api.upstox.com/v3/market-quote/option-greek?instrument_key=NSE_FO%7C43885,NSE_FO|43886';
$contentTypeHeader = 'application/json';
$acceptHeader = 'application/json';
$authorizationHeader = 'Bearer {your_access_token}';

$ch = curl_init($url);

// Set cURL options
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, [
    'Content-Type: ' . $contentTypeHeader,
    'Accept: ' . $acceptHeader,
    'Authorization: ' . $authorizationHeader,
]);

// Execute cURL session and get the response
$response = curl_exec($ch);

// Check for cURL errors
if (curl_errno($ch)) {
    echo 'Curl error: ' . curl_error($ch);
}

// Close cURL session
curl_close($ch);

// Output the response
echo $response;
?>

Python SDK

import upstox_client
from upstox_client.rest import ApiException

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

apiInstance = upstox_client.MarketQuoteV3Api(upstox_client.ApiClient(configuration))
try:
    # For multiple instruments
    response = apiInstance.get_market_quote_option_greek(instrument_key="NSE_FO|38604,NSE_FO|49210")
    print(response)
except ApiException as e:
    print("Exception when calling MarketQuoteV3Api->get_market_quote_option_greek: %s\n" % e)

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 marketQuoteApiInstance = new UpstoxClient.MarketQuoteV3Api();
marketQuoteApiInstance.getMarketQuoteOptionGreek({instrumentKey: "NSE_FO|38604,NSE_FO|49210"}, (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.MarketQuoteV3Api;
import com.upstox.model.GetMarketQuoteOptionGreekResponseV3;
import com.upstox.auth.*;

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

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

        MarketQuoteV3Api marketQuoteV3Api = new MarketQuoteV3Api();

        try {
            GetMarketQuoteOptionGreekResponseV3 response = marketQuoteV3Api.getMarketQuoteOptionGreek("NSE_FO|38604,NSE_FO|49210");
            System.out.println(response);
        } catch (ApiException e) {
            System.err.println("Exception when calling MarketQuoteV3Api#getMarketQuoteOptionGreek");
            e.printStackTrace();
        }
    }
}

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