Derivatives

Classes

OptionChain

A class to fetch and process option chain data from NSE (National Stock Exchange).

Parameters:

Name	Type	Description	Default
symbol	str	Trading symbol (e.g., 'NIFTY', 'BANKNIFTY' or any equity symbol)	required
expiry_date	str	Expiry date of the options	required

Attributes:

Name	Type	Description
option_chain	DataFrame	Processed option chain data
call_option_data	DataFrame	Call options data
put_option_date	DataFrame	Put options data
option_pain	float	Maximum pain strike price

Methods:

Name	Description
get_option_price	Get the option price (last traded, bid, or ask) for a specific option
get_synthetic_futures	Calculate synthetic futures price for a given strike price

Functions

get_option_price

get_option_price(strike, opt_type, txn_type=None)

Get the option price (last traded, bid, or ask) for a specific option.

Parameters:

Name	Type	Description	Default
strike	float	Strike price of the option	required
opt_type	str	Option type ('CE' for Call or 'PE' for Put)	required
txn_type	str	Transaction type ('buy', 'sell', or None for last price)	None

Returns:

Type	Description
float	Option price based on the specified parameters

get_synthetic_futures

get_synthetic_futures(strike)

Calculate synthetic futures price for a given strike price. Synthetic Futures price = Strike + Call - Put

Parameters:

Name	Type	Description	Default
strike	float	Strike price for which to calculate synthetic futures	required

Returns:

Type	Description
float	Synthetic futures price

plot_pain_analysis

plot_pain_analysis()

Plot pain analysis for the option chain.