hi dhanhq
does dhan hq api provide option greeks along with option pricing? I see that they are available on web interface … wondering if it is possible to get through api or scrape?
cc @Dhan_Cares @Dhan @product teams
Hello @mnikhil
No, Option Greeks are not available directly via APIs. But you can calculate this using the live data from Live Market Feed. Also, there are open source libraries on GitHub which can help you build the same.
Hi @Hardik
ok, can you please give me a quick pointer on the reliable libraries that could be useful and can integrate with option price feeds from dhanhq
Hello @mnikhil
Sure, these are just suggestions for calculating Option Greeks:
- GitHub - boyac/pyOptionPricing: Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
- GitHub - yzoz/python-option-calculator: Vanilla option pricing and visualisation using Black-Scholes model in pure Python