Derivatives
Classes
A class to fetch and analyze option chain data from NSE.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
symbol
|
str
|
Trading symbol of the stock/index (e.g., 'NIFTY', 'RELIANCE') |
required |
expiry_dt
|
str
|
Expiry date in format '%d-%b-%Y' (e.g., '27-Mar-2025') Note: Month should be first 3 letters capitalized (Jan, Feb, Mar, etc.) |
required |
Attributes:
| Name | Type | Description |
|---|---|---|
get_put_call_ratio |
float
|
Put-Call ratio based on open interest |
get_maximum_pain_strike |
float
|
Maximum pain strike price |
get_call_option_data |
DataFrame
|
Call option chain data |
get_put_option_data |
DataFrame
|
Put option chain data |
Methods:
| Name | Description |
|---|---|
get_option_quote : float |
Get option quote for specific strike price, option type and transaction intent |
get_synthetic_future_price : float |
Calculate synthetic futures price using put-call parity |
Functions
Get option quote for specific strike price and option type.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
strikePrice
|
float
|
Strike price of the option |
required |
optionType
|
str
|
Type of option, either 'CE' (Call) or 'PE' (Put) |
required |
intent
|
str
|
Quote type: - '' (default) for last traded price - 'sell' for bid price - 'buy' for ask price |
''
|
Returns:
| Type | Description |
|---|---|
float
|
Option price based on the specified intent |