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Utility APIs

This section outlines the utility APIs for retrieving option chain data, expiry dates, and greeks calculations.

Coming Soon

All option chain and Greeks APIs are currently under development and will be available soon.

Request Type Path Description Status
GET /option-chain Get option chain for an instrument Coming Soon
GET /option-chain-symbols Get list of available expiry dates for option symbols Coming Soon
POST /greeks Get greeks values for specified instruments Coming Soon

Option Chain

Coming Soon

This API is currently under development and will be available soon.

This API allows you to retrieve the option chain for a specific instrument and expiry date.

Endpoint

Text Only
GET /option-chain

Request Body

Parameter Type Description
token string The unique identifier for the instrument (e.g., "NIDX_40000001" for NIFTY)
count string Number of strikes to fetch on each side
expiry string Expiry date in DD-MMM-YYYY format (e.g., "03-APR-2024")

Example Request

Bash
curl --location 'https://api.indstocks.com/option-chain' \
--header 'Authorization: YOUR_ACCESS_TOKEN' \
--data '{
    "token": "NIDX_40000001",
    "count": "10",
    "expiry": "17-JUL-2025"
}'

Response Payload (Success)

JSON
{
  "status": "success",
  "data": [
    {
      "exchange": "NFO",
      "symbol": "BANKNIFTY28MAR24C45100",
      "token": "66652",
      "optionType": "CE",
      "strikePrice": "45100.00",
      "pricePrecision": "2",
      "tickSize": "0.05",
      "lotSize": "15"
    },
    {
      "exchange": "NFO",
      "symbol": "BANKNIFTY28MAR24P45100",
      "token": "66653",
      "optionType": "PE",
      "strikePrice": "45100.00",
      "pricePrecision": "2",
      "tickSize": "0.05",
      "lotSize": "15"
    }
  ]
}

Get Expiries

Coming Soon

This API is currently under development and will be available soon.

This API returns the list of available expiry dates for option symbols.

Endpoint

Text Only
GET /option-chain-symbols

Request Body

Parameter Type Description
token string The unique identifier for the index (e.g., "NIDX_40000001" for NIFTY)

Example Request

Bash
curl --location 'https://api.indstocks.com/option-chain-symbols' \
--header 'Authorization: YOUR_ACCESS_TOKEN' \
--data '{
    "token": "NIDX_40000001"
}'

Response Payload (Success)

JSON
{
  "status": "success",
  "data": {
    "expiries": [
      "05-SEP-2024",
      "12-SEP-2024",
      "19-SEP-2024",
      "26-SEP-2024",
      "03-OCT-2024",
      "31-OCT-2024",
      "28-NOV-2024",
      "26-DEC-2024"
    ]
  }
}

Response Notes

  • Expiry dates are in DD-MMM-YYYY format
  • The list of expiries is sorted chronologically
  • Use these expiry dates in the option chain API calls

Greeks

Coming Soon

This API is currently under development and will be available soon.

This API calculates option greeks (delta, gamma, theta, vega) for specified instruments.

Endpoint

Text Only
POST /greeks

Request Body Array of instrument tokens for which greeks need to be calculated.

Example Request

Bash
curl --location 'https://api.indstocks.com/greeks' \
--header 'Authorization: YOUR_ACCESS_TOKEN' \
--data '[NFO_43797, BFO_43798]'

Response Payload (Success)

JSON
{
  "status": "success",
  "data": [
    {
      "iv": 0.16202843326302246,
      "delta": -0.805477854173547,
      "gamma": 0.00044036985056966155,
      "theta": -48.87731964443301,
      "vega": 2.9009721614423136
    },
    {
      "iv": 0.24180179126861037,
      "delta": 0.24836677957405004,
      "gamma": 0.0003400777113221101,
      "theta": -61.900704895596824,
      "vega": 3.3432775633298264
    }
  ]
}

Greeks Calculation Notes

  • IV (Implied Volatility) is expressed as a decimal (e.g., 0.16 = 16%)
  • Delta ranges from -1 to 1
  • Gamma is always positive and typically small
  • Theta is typically negative for bought options
  • Vega is typically positive for both calls and puts