Expired Options Data API: Needs clarification on ATM Strike data in response

APIs, Automation, Algos & Code
1

Hi @Hardik

When I request expired options data Expired Options Data - DhanHQ Ver 2.0 / API Document with a strike parameter like "ATM+1" for a specific date, Does the API return candle data for which strike:

Assume Date requested: November 1, 2024 (Nifty Weekly options - just 1 day mins data)

  • Nifty spot at 9:15 AM: 20,100
  • Nifty spot at 3:30 PM: 20,600
  • Now when I hit endpoint with Strike parameter: “ATM+1”

In Response [OHLCV] what strike’s data is being sent now?

  1. The whole 20,200 strike (ATM+1 based on 9:15 AM opening spot of 20,100)? (or)
  2. The whole 20,700 strike (ATM+1 based on 3:30 PM closing spot of 20,600)? (or)
  3. Or mixed with strikes candle at the time point to match ATM+1 based on spot?
2

Hey @vinay_sd17 ,

We want to inform you that if you are requesting the expired option data, then as per your example, the data will be provided based on the spot closing price of 20,600. Accordingly, the data will include the 20,650 and 20550 strike (ATM+1 and ATM-1) based on the 3:30 PM closing spot price.

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