OptionChain
Get the complete option chain for a given underlying and expiry, including quotes for all strikes.
Endpoint URL
http
Local Host : POST http://127.0.0.1:5000/api/v1/optionchain
Ngrok Domain : POST https://<your-ngrok-domain>.ngrok-free.app/api/v1/optionchain
Custom Domain: POST https://<your-custom-domain>/api/v1/optionchainSample API Request
json
{
"apikey": "<your_app_apikey>",
"underlying": "NIFTY",
"exchange": "NSE_INDEX",
"expiry_date": "30DEC25",
"strike_count": 10
}Sample cURL Request
bash
curl -X POST http://127.0.0.1:5000/api/v1/optionchain \
-H 'Content-Type: application/json' \
-d '{
"apikey": "<your_app_apikey>",
"underlying": "NIFTY",
"exchange": "NSE_INDEX",
"expiry_date": "30DEC25",
"strike_count": 10
}'Sample API Response
json
{
"status": "success",
"underlying": "NIFTY",
"underlying_symbol": "NIFTY",
"underlying_exchange": "NSE_INDEX",
"underlying_ltp": 26215.55,
"underlying_prev_close": 26150.3,
"expiry_date": "30DEC25",
"expiry_ts": 1767087000,
"server_ts": 1766115900,
"atm_strike": 26200.0,
"quotes_included": true,
"greeks_included": false,
"forward_price": null,
"chain": [
{
"strike": 26100.0,
"ce": {
"symbol": "NIFTY30DEC2526100CE",
"label": "ITM2",
"ltp": 490,
"bid": 490,
"ask": 491,
"bid_qty": 375,
"ask_qty": 150,
"open": 540,
"high": 571,
"low": 444.75,
"prev_close": 496.8,
"volume": 1195800,
"oi": 0,
"lotsize": 65,
"tick_size": 0.05
},
"pe": {
"symbol": "NIFTY30DEC2526100PE",
"label": "OTM2",
"ltp": 193,
"bid": 191.2,
"ask": 193,
"open": 204.1,
"high": 229.95,
"low": 175.6,
"prev_close": 215.95,
"volume": 1832700,
"oi": 0,
"lotsize": 65,
"tick_size": 0.05
}
},
{
"strike": 26200.0,
"ce": {
"symbol": "NIFTY30DEC2526200CE",
"label": "ATM",
"ltp": 427,
"bid": 425.05,
"ask": 427,
"open": 449.95,
"high": 503.5,
"low": 384,
"prev_close": 433.2,
"volume": 2994000,
"oi": 0,
"lotsize": 65,
"tick_size": 0.05
},
"pe": {
"symbol": "NIFTY30DEC2526200PE",
"label": "ATM",
"ltp": 227.4,
"bid": 227.35,
"ask": 228.5,
"open": 251.9,
"high": 269.15,
"low": 205.95,
"prev_close": 251.9,
"volume": 3745350,
"oi": 0,
"lotsize": 65,
"tick_size": 0.05
}
},
{
"strike": 26300.0,
"ce": {
"symbol": "NIFTY30DEC2526300CE",
"label": "OTM2",
"ltp": 367.55,
"bid": 364,
"ask": 367.55,
"open": 378,
"high": 437.4,
"low": 327.25,
"prev_close": 371.45,
"volume": 2416350,
"oi": 0,
"lotsize": 65,
"tick_size": 0.05
},
"pe": {
"symbol": "NIFTY30DEC2526300PE",
"label": "ITM2",
"ltp": 266,
"bid": 264.2,
"ask": 266.5,
"open": 263.1,
"high": 311.55,
"low": 240,
"prev_close": 289.85,
"volume": 2891100,
"oi": 0,
"lotsize": 65,
"tick_size": 0.05
}
}
]
}Request Body
| Parameter | Description | Mandatory/Optional | Default Value |
|---|---|---|---|
| apikey | Your Tradeboard API key | Mandatory | - |
| underlying | Underlying symbol (NIFTY, BANKNIFTY, SENSEX) | Mandatory | - |
| exchange | Underlying exchange. Any value in the shared VALID_EXCHANGES list | Mandatory | - |
| expiry_date | Expiry date in DDMMMYY format | Mandatory | - |
| strike_count | Number of strikes above and below ATM, 1 to 100, or null | Optional | All strikes |
| with_greeks | When true, attaches implied_volatility, delta, gamma, theta, and vega to every CE and PE leg, computed from the quotes already fetched | Optional | false |
| interest_rate | Annualized risk-free rate as a percentage, 0 to 100. Used only when with_greeks is true | Optional | 0 |
These seven fields are the complete OptionChainSchema. Any other field returns HTTP 400.
Broker adapters may use an optimized option-chain call; otherwise the service resolves contracts locally and retrieves quotes through the normalized market-data layer.
Response Fields
| Field | Type | Description |
|---|---|---|
| status | string | "success" or "error" |
| underlying | string | Underlying base symbol |
| underlying_symbol | string | The exact symbol whose quote was used as the reference price |
| underlying_exchange | string | The exchange that reference quote came from |
| underlying_ltp | number | Current underlying price |
| underlying_prev_close | number | Underlying previous close |
| expiry_date | string | Expiry date in DDMMMYY format |
| expiry_ts | number | Exact expiry instant as a Unix epoch value in seconds, or null if it could not be derived |
| server_ts | number | Server time as a Unix epoch value in seconds, so a client can correct for its own clock skew before computing time to expiry |
| atm_strike | number | At-the-money strike price |
| quotes_included | boolean | Whether live quotes were attached to the legs |
| greeks_included | boolean | Whether Greeks were attached, that is with_greeks was true and quotes were available |
| forward_price | number | Forward price used for the Greeks, or null when Greeks were not computed |
| chain | array | Array of strike data |
Chain Array Fields
| Field | Type | Description |
|---|---|---|
| strike | number | Strike price |
| ce | object | Call option data, or null when no CE contract exists at that strike |
| pe | object | Put option data, or null when no PE contract exists at that strike |
Option Data Fields
| Field | Type | Description |
|---|---|---|
| symbol | string | Option symbol |
| label | string | ATM, ITM1, ITM2..., OTM1, OTM2... |
| ltp | number | Last traded price |
| bid | number | Best bid price |
| ask | number | Best ask price |
| bid_qty | number | Quantity at the best bid |
| ask_qty | number | Quantity at the best ask |
| open | number | Day's open |
| high | number | Day's high |
| low | number | Day's low |
| prev_close | number | Previous close |
| volume | number | Trading volume |
| oi | number | Open interest |
| lotsize | number | Lot size |
| tick_size | number | Tick size |
| implied_volatility | number | Only when with_greeks is true |
| delta | number | Only when with_greeks is true |
| gamma | number | Only when with_greeks is true |
| theta | number | Only when with_greeks is true |
| vega | number | Only when with_greeks is true |
There is no rho on chain legs. Use Option Greeks for a single contract when you need it.
Notes
- Without strike_count, returns the entire option chain for the expiry
- The label field indicates whether the option is ATM, ITM, or OTM
- For CE options: strikes below ATM are ITM, above are OTM
- For PE options: strikes above ATM are ITM, below are OTM
- Use this for options analysis and strategy selection
- Greeks are skipped, and
greeks_includedcomes backfalse, when the expiry instant cannot be derived or the chain has already expired
Use Cases
- Option analysis: View premiums across strikes
- Strategy selection: Find suitable strikes for spreads/strangles
- Volatility analysis: Compare premiums at different strikes
Back to: API Documentation