Get Greek Data specific delta range

Developer API
1

Hi Upstox Team,

I want to fetch Greek data based on a specific delta range — from 0.65 to 0.05 — for indices like Nifty, Bank Nifty, and Sensex.

For example, if Nifty has expiry on 09-Apr, I’d like to get the Greek data for the next 4 expiries, filtered by the specified delta range.

Could you please guide me on how to achieve this using WebSocket V3 or any other recommended method?
and same as for other indices

Thanks!

1 Like
2

@Ketan and @Pradeep_Jaiswar could you please some guidance

3

@PRAKASH_1628055
Please refer to the API documentation below for the Option Chain, which includes option_greek data. You can filter the option data based on the delta value.

Also, please ensure you’re aware of the rate limiting applicable here.

Let us know if this resolves your query. Thank you!

4

This is a REST API, but I want to fetch the same process using WebSocket.

5

@PRAKASH_1628055
Even websocket has option greek mode, you can refer to this documentation for further information Market Data Feed V3 | Upstox Developer API

Thanks!

6

I know that it’s WSS WebSocket, but I want to know how to fetch the option Greeks data for this week’s expiry in particular.
@Ketan

7

In WebSocket, you cannot pass the expiry as an individual field. Instead, you need to group the instrument keys before subscribing to the WebSocket. To get any week’s expiry instrument keys, you can use the Put/Call Option Chain | Upstox Developer API.

8

I want to compare morning initial data (static data) with live feed data — is there any way to do that using WebSocket?