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.

NOTE

• This API supports a maximum of 50 instrument keys in a single request.

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	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

{
  "status": "success",
  "data": {
    "NSE_FO:NIFTY2540923000PE": {
      "last_price": 412.2,
      "instrument_token": "NSE_FO|43885",
      "ltq": 75,
      "volume": 3609600,
      "cp": 831.2,
      "iv": 0.33599853515625,
      "vega": 3.3899,
      "gamma": 0.0005,
      "theta": -51.848,
      "delta": -0.8081,
      "oi": 2476650
    }
  }
}

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.

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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