Option Chain¶
Overview¶
The Option Chain API provides the latest option chain data for a given symbol and expiry date. It returns detailed information about call and put options across multiple strike prices.
Endpoint¶
| Method | URL |
|---|---|
| POST | /api/marketfeed/optionChain |
Headers¶
| Header | Value | Required |
|---|---|---|
| Content-Type | application/json | Yes |
| Accept | / | Yes |
Request Body¶
| Field | Type | Description | Required |
|---|---|---|---|
| symbol | string | Trading symbol (e.g., "NIFTY", "BANKNIFTY") |
Yes |
| expiryDate | string | Expiry date of the option in YYYY-MM-DD format |
Yes |
Example¶
{
"symbol": "NIFTY",
"expiryDate": "2024-07-11"
}
Successful Response (200 OK)¶
{
"status": "success",
"data": {
"spotPrice": 21991.4,
"expiryDate": "2025-04-09",
"atm": 22000,
"chains": [
{
"strikePrice": 21000,
"callOption": {
"gamma": 0,
"vega": 0,
"theta": -3.42,
"delta": 1,
"oiPercentage": 0,
"oi": 0,
"ltp": 1085,
"iv": 0,
"price": 996.75,
"rho": 1.15
},
"putOption": {
"gamma": 0,
"vega": 0,
"theta": 0,
"delta": 0,
"oiPercentage": 0,
"oi": 0,
"ltp": 69.1,
"iv": 0,
"price": 0,
"rho": -0
}
},
{
"strikePrice": 21050,
"callOption": {
"gamma": 0,
"vega": 0,
"theta": -3.43,
"delta": 1,
"oiPercentage": 0,
"oi": 0,
"ltp": 1047.2,
"iv": 0,
"price": 946.77,
"rho": 1.15
},
"putOption": {
"gamma": 0.0002,
"vega": 3.78,
"theta": -54.67,
"delta": -0.15,
"oiPercentage": 0,
"oi": 0,
"ltp": 74.65,
"iv": 58.4,
"price": 74.83,
"rho": -0.18
}
},
{
"strikePrice": 21100,
"callOption": {
"gamma": 0.0003,
"vega": 4.26,
"theta": -69.65,
"delta": 0.82,
"oiPercentage": 0,
"oi": 0,
"ltp": 999.2,
"iv": 62.82,
"price": 998.19,
"rho": 0.93
},
"putOption": {
"gamma": 0.0003,
"vega": 3.95,
"theta": -56.2,
"delta": -0.16,
"oiPercentage": 0,
"oi": 0,
"ltp": 79.7,
"iv": 57.58,
"price": 79.88,
"rho": -0.2
}
},
{
"strikePrice": 21150,
"callOption": {
"gamma": 0.0003,
"vega": 4.43,
"theta": -71.79,
"delta": 0.81,
"oiPercentage": 0,
"oi": 0,
"ltp": 956.95,
"iv": 62.33,
"price": 955.96,
"rho": 0.92
},
"putOption": {
"gamma": 0.0003,
"vega": 4.11,
"theta": -57.69,
"delta": -0.17,
"oiPercentage": 0,
"oi": 0,
"ltp": 85.05,
"iv": 56.74,
"price": 85.24,
"rho": -0.21
}
},
{
"strikePrice": 21200,
"callOption": {
"gamma": 0.0003,
"vega": 4.5,
"theta": -70.03,
"delta": 0.8,
"oiPercentage": 0,
"oi": 0,
"ltp": 905.95,
"iv": 59.8,
"price": 904.98,
"rho": 0.92
},
"putOption": {
"gamma": 0.0003,
"vega": 4.28,
"theta": -59.18,
"delta": -0.18,
"oiPercentage": 0,
"oi": 0,
"ltp": 90.85,
"iv": 55.91,
"price": 91.06,
"rho": -0.22
}
},
{
"strikePrice": 21250,
"callOption": {
"gamma": 0.0003,
"vega": 4.79,
"theta": -76.47,
"delta": 0.78,
"oiPercentage": 0,
"oi": 0,
"ltp": 875.5,
"iv": 61.64,
"price": 874.54,
"rho": 0.89
},
"putOption": {
"gamma": 0.0003,
"vega": 4.46,
"theta": -60.77,
"delta": -0.19,
"oiPercentage": 0,
"oi": 0,
"ltp": 97.4,
"iv": 55.15,
"price": 97.64,
"rho": -0.24
}
},
{
"strikePrice": 21300,
"callOption": {
"gamma": 0.0003,
"vega": 4.97,
"theta": -78.68,
"delta": 0.77,
"oiPercentage": 0,
"oi": 0,
"ltp": 835.65,
"iv": 61.28,
"price": 834.73,
"rho": 0.88
},
"putOption": {
"gamma": 0.0003,
"vega": 4.63,
"theta": -62.02,
"delta": -0.21,
"oiPercentage": 0,
"oi": 0,
"ltp": 103.75,
"iv": 54.23,
"price": 103.98,
"rho": -0.25
}
},
{
"strikePrice": 21350,
"callOption": {
"gamma": 0.0003,
"vega": 5.04,
"theta": -76.11,
"delta": 0.76,
"oiPercentage": 0,
"oi": 0,
"ltp": 783.55,
"iv": 58.37,
"price": 782.63,
"rho": 0.88
},
"putOption": {
"gamma": 0.0003,
"vega": 4.81,
"theta": -63.55,
"delta": -0.22,
"oiPercentage": 0,
"oi": 0,
"ltp": 111.45,
"iv": 53.49,
"price": 111.69,
"rho": -0.27
}
},
{
"strikePrice": 21400,
"callOption": {
"gamma": 0.0003,
"vega": 5.3,
"theta": -82.63,
"delta": 0.74,
"oiPercentage": 0,
"oi": 0,
"ltp": 757.55,
"iv": 60.46,
"price": 756.66,
"rho": 0.85
},
"putOption": {
"gamma": 0.0004,
"vega": 4.99,
"theta": -64.82,
"delta": -0.23,
"oiPercentage": 0,
"oi": 0,
"ltp": 119.2,
"iv": 52.65,
"price": 119.5,
"rho": -0.29
}
},
{
"strikePrice": 21450,
"callOption": {
"gamma": 0.0004,
"vega": 5.34,
"theta": -77.91,
"delta": 0.73,
"oiPercentage": 0,
"oi": 0,
"ltp": 700,
"iv": 56.42,
"price": 699.1,
"rho": 0.85
},
"putOption": {
"gamma": 0.0004,
"vega": 5.17,
"theta": -66,
"delta": -0.25,
"oiPercentage": 0,
"oi": 0,
"ltp": 127.65,
"iv": 51.81,
"price": 127.93,
"rho": -0.31
}
},
{
"strikePrice": 21500,
"callOption": {
"gamma": 0.0004,
"vega": 5.54,
"theta": -81.02,
"delta": 0.71,
"oiPercentage": 0,
"oi": 0,
"ltp": 666.4,
"iv": 56.77,
"price": 665.53,
"rho": 0.82
},
"putOption": {
"gamma": 0.0004,
"vega": 5.34,
"theta": -67.05,
"delta": -0.27,
"oiPercentage": 0,
"oi": 0,
"ltp": 136.6,
"iv": 50.95,
"price": 136.91,
"rho": -0.33
}
},
{
"strikePrice": 21550,
"callOption": {
"gamma": 0.0004,
"vega": 5.65,
"theta": -79.82,
"delta": 0.7,
"oiPercentage": 0,
"oi": 0,
"ltp": 620.6,
"iv": 54.78,
"price": 619.76,
"rho": 0.81
},
"putOption": {
"gamma": 0.0004,
"vega": 5.52,
"theta": -68.15,
"delta": -0.28,
"oiPercentage": 0,
"oi": 0,
"ltp": 146.8,
"iv": 50.19,
"price": 147.15,
"rho": -0.35
}
},
{
"strikePrice": 21600,
"callOption": {
"gamma": 0.0004,
"vega": 5.78,
"theta": -79.04,
"delta": 0.69,
"oiPercentage": 0,
"oi": 0,
"ltp": 576.95,
"iv": 53.08,
"price": 576.1,
"rho": 0.79
},
"putOption": {
"gamma": 0.0004,
"vega": 5.68,
"theta": -68.69,
"delta": -0.3,
"oiPercentage": 0,
"oi": 0,
"ltp": 156.45,
"iv": 49.19,
"price": 156.83,
"rho": -0.37
}
},
{
"strikePrice": 21650,
"callOption": {
"gamma": 0.0004,
"vega": 5.92,
"theta": -80.06,
"delta": 0.67,
"oiPercentage": 0,
"oi": 0,
"ltp": 540.5,
"iv": 52.51,
"price": 539.69,
"rho": 0.77
},
"putOption": {
"gamma": 0.0005,
"vega": 5.83,
"theta": -69.27,
"delta": -0.32,
"oiPercentage": 0,
"oi": 0,
"ltp": 167.6,
"iv": 48.31,
"price": 168,
"rho": -0.4
}
},
{
"strikePrice": 21700,
"callOption": {
"gamma": 0.0004,
"vega": 6.07,
"theta": -81.94,
"delta": 0.64,
"oiPercentage": 0,
"oi": 0,
"ltp": 508.75,
"iv": 52.56,
"price": 507.98,
"rho": 0.75
},
"putOption": {
"gamma": 0.0005,
"vega": 5.98,
"theta": -69.61,
"delta": -0.34,
"oiPercentage": 0,
"oi": 0,
"ltp": 179.45,
"iv": 47.4,
"price": 179.87,
"rho": -0.42
}
},
{
"strikePrice": 21750,
"callOption": {
"gamma": 0.0005,
"vega": 6.17,
"theta": -80.14,
"delta": 0.63,
"oiPercentage": 0,
"oi": 0,
"ltp": 465.45,
"iv": 50.56,
"price": 464.73,
"rho": 0.73
},
"putOption": {
"gamma": 0.0005,
"vega": 6.12,
"theta": -69.66,
"delta": -0.36,
"oiPercentage": 0,
"oi": 0,
"ltp": 191.95,
"iv": 46.44,
"price": 192.38,
"rho": -0.45
}
},
{
"strikePrice": 21800,
"callOption": {
"gamma": 0.0005,
"vega": 6.28,
"theta": -80.93,
"delta": 0.6,
"oiPercentage": 0,
"oi": 0,
"ltp": 433.45,
"iv": 50.24,
"price": 432.75,
"rho": 0.7
},
"putOption": {
"gamma": 0.0005,
"vega": 6.24,
"theta": -69.63,
"delta": -0.39,
"oiPercentage": 0,
"oi": 0,
"ltp": 206.05,
"iv": 45.58,
"price": 206.53,
"rho": -0.48
}
},
{
"strikePrice": 21850,
"callOption": {
"gamma": 0.0005,
"vega": 6.36,
"theta": -80.22,
"delta": 0.58,
"oiPercentage": 0,
"oi": 0,
"ltp": 397.85,
"iv": 49.17,
"price": 397.13,
"rho": 0.68
},
"putOption": {
"gamma": 0.0005,
"vega": 6.34,
"theta": -69.24,
"delta": -0.41,
"oiPercentage": 0,
"oi": 0,
"ltp": 220.9,
"iv": 44.66,
"price": 221.41,
"rho": -0.51
}
},
{
"strikePrice": 21900,
"callOption": {
"gamma": 0.0005,
"vega": 6.43,
"theta": -79.52,
"delta": 0.56,
"oiPercentage": 0,
"oi": 0,
"ltp": 364.35,
"iv": 48.27,
"price": 363.67,
"rho": 0.65
},
"putOption": {
"gamma": 0.0006,
"vega": 6.42,
"theta": -68.65,
"delta": -0.44,
"oiPercentage": 0,
"oi": 0,
"ltp": 237.35,
"iv": 43.8,
"price": 237.87,
"rho": -0.54
}
},
{
"strikePrice": 21950,
"callOption": {
"gamma": 0.0005,
"vega": 6.47,
"theta": -78.92,
"delta": 0.53,
"oiPercentage": 0,
"oi": 0,
"ltp": 333.65,
"iv": 47.62,
"price": 333,
"rho": 0.62
},
"putOption": {
"gamma": 0.0006,
"vega": 6.47,
"theta": -67.63,
"delta": -0.47,
"oiPercentage": 0,
"oi": 0,
"ltp": 254.65,
"iv": 42.88,
"price": 255.21,
"rho": -0.58
}
},
{
"strikePrice": 22000,
"callOption": {
"gamma": 0.0005,
"vega": 6.49,
"theta": -76.96,
"delta": 0.51,
"oiPercentage": 0,
"oi": 0,
"ltp": 299.95,
"iv": 46.32,
"price": 299.35,
"rho": 0.59
},
"putOption": {
"gamma": 0.0006,
"vega": 6.49,
"theta": -66.29,
"delta": -0.5,
"oiPercentage": 0,
"oi": 0,
"ltp": 273.35,
"iv": 41.97,
"price": 273.98,
"rho": -0.61
}
},
{
"strikePrice": 22050,
"callOption": {
"gamma": 0.0005,
"vega": 6.48,
"theta": -75.46,
"delta": 0.48,
"oiPercentage": 0,
"oi": 0,
"ltp": 270.85,
"iv": 45.52,
"price": 270.25,
"rho": 0.56
},
"putOption": {
"gamma": 0.0006,
"vega": 6.48,
"theta": -64.6,
"delta": -0.53,
"oiPercentage": 0,
"oi": 0,
"ltp": 293.7,
"iv": 41.08,
"price": 294.32,
"rho": -0.65
}
},
{
"strikePrice": 22100,
"callOption": {
"gamma": 0.0005,
"vega": 6.44,
"theta": -73.55,
"delta": 0.45,
"oiPercentage": 0,
"oi": 0,
"ltp": 242.8,
"iv": 44.68,
"price": 242.27,
"rho": 0.53
},
"putOption": {
"gamma": 0.0006,
"vega": 6.43,
"theta": -62.48,
"delta": -0.56,
"oiPercentage": 0,
"oi": 0,
"ltp": 315.4,
"iv": 40.17,
"price": 316.07,
"rho": -0.69
}
},
{
"strikePrice": 22150,
"callOption": {
"gamma": 0.0005,
"vega": 6.37,
"theta": -71.27,
"delta": 0.42,
"oiPercentage": 0,
"oi": 0,
"ltp": 216.15,
"iv": 43.83,
"price": 215.66,
"rho": 0.5
},
"putOption": {
"gamma": 0.0006,
"vega": 6.33,
"theta": -60.23,
"delta": -0.59,
"oiPercentage": 0,
"oi": 0,
"ltp": 339.75,
"iv": 39.42,
"price": 340.46,
"rho": -0.73
}
},
{
"strikePrice": 22200,
"callOption": {
"gamma": 0.0005,
"vega": 6.26,
"theta": -68.64,
"delta": 0.39,
"oiPercentage": 0,
"oi": 0,
"ltp": 191.15,
"iv": 43,
"price": 190.68,
"rho": 0.46
},
"putOption": {
"gamma": 0.0006,
"vega": 6.19,
"theta": -57.03,
"delta": -0.62,
"oiPercentage": 0,
"oi": 0,
"ltp": 363.8,
"iv": 38.35,
"price": 364.53,
"rho": -0.77
}
},
{
"strikePrice": 22250,
"callOption": {
"gamma": 0.0005,
"vega": 6.11,
"theta": -65.83,
"delta": 0.36,
"oiPercentage": 0,
"oi": 0,
"ltp": 168.3,
"iv": 42.27,
"price": 167.87,
"rho": 0.43
},
"putOption": {
"gamma": 0.0006,
"vega": 5.99,
"theta": -53.04,
"delta": -0.66,
"oiPercentage": 0,
"oi": 0,
"ltp": 388.4,
"iv": 37.07,
"price": 389.18,
"rho": -0.81
}
},
{
"strikePrice": 22300,
"callOption": {
"gamma": 0.0005,
"vega": 5.92,
"theta": -62.68,
"delta": 0.33,
"oiPercentage": 0,
"oi": 0,
"ltp": 147.05,
"iv": 41.54,
"price": 146.63,
"rho": 0.39
},
"putOption": {
"gamma": 0.0006,
"vega": 5.75,
"theta": -49.82,
"delta": -0.69,
"oiPercentage": 0,
"oi": 0,
"ltp": 418.8,
"iv": 36.45,
"price": 419.65,
"rho": -0.85
}
},
{
"strikePrice": 22350,
"callOption": {
"gamma": 0.0005,
"vega": 5.7,
"theta": -59.29,
"delta": 0.3,
"oiPercentage": 0,
"oi": 0,
"ltp": 127.65,
"iv": 40.86,
"price": 127.26,
"rho": 0.36
},
"putOption": {
"gamma": 0.0006,
"vega": 5.5,
"theta": -47.29,
"delta": -0.72,
"oiPercentage": 0,
"oi": 0,
"ltp": 454,
"iv": 36.37,
"price": 454.84,
"rho": -0.89
}
},
{
"strikePrice": 22400,
"callOption": {
"gamma": 0.0005,
"vega": 5.44,
"theta": -55.69,
"delta": 0.28,
"oiPercentage": 0,
"oi": 0,
"ltp": 110,
"iv": 40.22,
"price": 109.69,
"rho": 0.33
},
"putOption": {
"gamma": 0.0006,
"vega": 5.12,
"theta": -41.79,
"delta": -0.75,
"oiPercentage": 0,
"oi": 0,
"ltp": 483.2,
"iv": 34.87,
"price": 484.11,
"rho": -0.94
}
},
{
"strikePrice": 22450,
"callOption": {
"gamma": 0.0005,
"vega": 5.15,
"theta": -51.93,
"delta": 0.25,
"oiPercentage": 0,
"oi": 0,
"ltp": 94.25,
"iv": 39.63,
"price": 93.94,
"rho": 0.29
},
"putOption": {
"gamma": 0.0005,
"vega": 4.66,
"theta": -35.8,
"delta": -0.79,
"oiPercentage": 0,
"oi": 0,
"ltp": 514.4,
"iv": 33.28,
"price": 515.38,
"rho": -0.98
}
},
{
"strikePrice": 22500,
"callOption": {
"gamma": 0.0005,
"vega": 4.84,
"theta": -48.2,
"delta": 0.22,
"oiPercentage": 0,
"oi": 0,
"ltp": 80.5,
"iv": 39.15,
"price": 80.24,
"rho": 0.26
},
"putOption": {
"gamma": 0.0005,
"vega": 4.18,
"theta": -30.45,
"delta": -0.83,
"oiPercentage": 0,
"oi": 0,
"ltp": 550,
"iv": 32.11,
"price": 550.98,
"rho": -1.03
}
},
{
"strikePrice": 22550,
"callOption": {
"gamma": 0.0004,
"vega": 4.5,
"theta": -44.09,
"delta": 0.2,
"oiPercentage": 0,
"oi": 0,
"ltp": 67.65,
"iv": 38.55,
"price": 67.4,
"rho": 0.23
},
"putOption": {
"gamma": 0.0004,
"vega": 3.81,
"theta": -27.37,
"delta": -0.85,
"oiPercentage": 0,
"oi": 0,
"ltp": 592.05,
"iv": 32.09,
"price": 593.07,
"rho": -1.06
}
},
{
"strikePrice": 22600,
"callOption": {
"gamma": 0.0004,
"vega": 4.15,
"theta": -40.06,
"delta": 0.17,
"oiPercentage": 0,
"oi": 0,
"ltp": 56.55,
"iv": 38.03,
"price": 56.33,
"rho": 0.2
},
"putOption": {
"gamma": 0.0004,
"vega": 2.99,
"theta": -18.43,
"delta": -0.89,
"oiPercentage": 0,
"oi": 0,
"ltp": 625.6,
"iv": 29.1,
"price": 626.66,
"rho": -1.11
}
},
{
"strikePrice": 22650,
"callOption": {
"gamma": 0.0004,
"vega": 3.8,
"theta": -36.37,
"delta": 0.15,
"oiPercentage": 0,
"oi": 0,
"ltp": 47.45,
"iv": 37.69,
"price": 47.26,
"rho": 0.18
},
"putOption": {
"gamma": 0.0003,
"vega": 2.69,
"theta": -16.46,
"delta": -0.91,
"oiPercentage": 0,
"oi": 0,
"ltp": 672,
"iv": 29.53,
"price": 673.09,
"rho": -1.13
}
},
{
"strikePrice": 22700,
"callOption": {
"gamma": 0.0003,
"vega": 3.45,
"theta": -32.67,
"delta": 0.13,
"oiPercentage": 0,
"oi": 0,
"ltp": 39.4,
"iv": 37.33,
"price": 39.25,
"rho": 0.15
},
"putOption": {
"gamma": 0.0002,
"vega": 1.67,
"theta": -7.09,
"delta": -0.95,
"oiPercentage": 0,
"oi": 0,
"ltp": 710,
"iv": 25.61,
"price": 711.15,
"rho": -1.18
}
},
{
"strikePrice": 22750,
"callOption": {
"gamma": 0.0003,
"vega": 3.13,
"theta": -29.5,
"delta": 0.11,
"oiPercentage": 0,
"oi": 0,
"ltp": 33.15,
"iv": 37.2,
"price": 33.01,
"rho": 0.13
},
"putOption": {
"gamma": 0.0001,
"vega": 0.85,
"theta": -1.09,
"delta": -0.98,
"oiPercentage": 0,
"oi": 0,
"ltp": 754.35,
"iv": 22.45,
"price": 755.53,
"rho": -1.22
}
},
{
"strikePrice": 22800,
"callOption": {
"gamma": 0.0003,
"vega": 2.81,
"theta": -26.35,
"delta": 0.1,
"oiPercentage": 0,
"oi": 0,
"ltp": 27.55,
"iv": 37.02,
"price": 27.45,
"rho": 0.12
},
"putOption": {
"gamma": 0,
"vega": 0,
"theta": 3.77,
"delta": -1,
"oiPercentage": 0,
"oi": 0,
"ltp": 796.85,
"iv": 0,
"price": 802.56,
"rho": -1.25
}
},
{
"strikePrice": 22850,
"callOption": {
"gamma": 0.0003,
"vega": 2.55,
"theta": -23.99,
"delta": 0.09,
"oiPercentage": 0,
"oi": 0,
"ltp": 23.65,
"iv": 37.19,
"price": 23.54,
"rho": 0.1
},
"putOption": {
"gamma": 0.0001,
"vega": 0.93,
"theta": -2.33,
"delta": -0.98,
"oiPercentage": 0,
"oi": 0,
"ltp": 855.2,
"iv": 25.93,
"price": 856.38,
"rho": -1.22
}
},
{
"strikePrice": 22900,
"callOption": {
"gamma": 0.0002,
"vega": 2.29,
"theta": -21.55,
"delta": 0.07,
"oiPercentage": 0,
"oi": 0,
"ltp": 20,
"iv": 37.25,
"price": 19.9,
"rho": 0.09
},
"putOption": {
"gamma": 0,
"vega": 0,
"theta": 3.79,
"delta": -1,
"oiPercentage": 0,
"oi": 0,
"ltp": 894.1,
"iv": 0,
"price": 902.52,
"rho": -1.25
}
},
{
"strikePrice": 22950,
"callOption": {
"gamma": 0.0002,
"vega": 2.07,
"theta": -19.64,
"delta": 0.07,
"oiPercentage": 0,
"oi": 0,
"ltp": 17.3,
"iv": 37.53,
"price": 17.21,
"rho": 0.08
},
"putOption": {
"gamma": 0,
"vega": 0,
"theta": 3.8,
"delta": -1,
"oiPercentage": 0,
"oi": 0,
"ltp": 936,
"iv": 0,
"price": 952.5,
"rho": -1.26
}
}
]
}
}
Error Response (400 / 500)¶
```json { "status": "error", "message": "Invalid input or server error.", "error": "Expiry date is required." }