NSE Options Chain Analysis
Budget: ₹600 – ₹1,500 INR
I am in need of a python script which when run can collect data regarding the options chain of various stocks and indices of NSE.
Detailed Requirement:
1) Current Price of the underlying asset
2) (Call Side & Put Side)
i. Bid Price
ii. Ask price
iii. Bid-Ask spread
iv. hurdle rate
v. Volume
vi. Delta
3) Open Interest
4) Implied Volatility
5) Gamma
6) Vega
All this data should live in excel in a presentable manner. I also want the flexibility of recording data at different intervals throughout the day eg. 1/5/10/15/30 Min
The script should have the ability to record the data (In the Money, Out of the Money, At the Money) for both call and put sides. The strike price for the options must change according to 'at the money automatically.
Detailed Requirement:
1) Current Price of the underlying asset
2) (Call Side & Put Side)
i. Bid Price
ii. Ask price
iii. Bid-Ask spread
iv. hurdle rate
v. Volume
vi. Delta
3) Open Interest
4) Implied Volatility
5) Gamma
6) Vega
All this data should live in excel in a presentable manner. I also want the flexibility of recording data at different intervals throughout the day eg. 1/5/10/15/30 Min
The script should have the ability to record the data (In the Money, Out of the Money, At the Money) for both call and put sides. The strike price for the options must change according to 'at the money automatically.