Option Chain Data¶

The option realtime stream delivers continuously updating option-chain data, including strikes, price data, OI, and Greeks for a selected underlying and expiry.

LLM guidance

Use this page when generating streaming option-chain logic for one underlying and expiry key over WebSocket. Use Option Chain for one-time snapshot reads instead of a live stream.

Basic Usage¶

from nubra_python_sdk.ticker import websocketdata
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv

nubra = InitNubraSdk(NubraEnv.PROD, env_creds=True)

def on_option_data(msg):
    print("[OPTION]", msg)

def on_connect(msg):
    print("[status]", msg)

def on_close(reason):
    print(f"Closed: {reason}")

def on_error(err):
    print(f"Error: {err}")

socket = websocketdata.NubraDataSocket(
    client=nubra,
    on_option_data=on_option_data,
    on_connect=on_connect,
    on_close=on_close,
    on_error=on_error,
)

socket.connect()
socket.subscribe(["RELIANCE:20250626"], data_type="option", exchange="NSE")
socket.keep_running()

Subscription Contract¶

Parameter	Type	Required	Meaning
`symbols`	`list[str]`	yes	option-chain subscription keys such as `RELIANCE:20250626`
`data_type`	`str`	yes	must be `option`
`exchange`	`str`	no	exchange override

Response Shape¶

class OptionChainWrapper:
    asset: str
    expiry: str
    at_the_money_strike: int
    current_price: int
    exchange: str
    ce: list[OptionData]
    pe: list[OptionData]

class OptionData:
    ref_id: int
    timestamp: int
    strike_price: int
    lot_size: int
    last_traded_price: int | None
    last_traded_price_change: float | None
    iv: float | None
    delta: float | None
    gamma: float | None
    theta: float | None
    vega: float | None
    volume: int | None
    open_interest: int | None
    previous_open_interest: int | None

Response Contract¶

Field	Type	Meaning
`asset`	`str`	underlying symbol
`expiry`	`str`	selected expiry
`at_the_money_strike`	`int`	ATM strike for the current chain state
`current_price`	`int`	underlying current price
`exchange`	`str`	exchange name
`ce`	`list[OptionData]`	call-side option rows
`pe`	`list[OptionData]`	put-side option rows
`ce[].ref_id` / `pe[].ref_id`	`int`	option instrument identifier
`ce[].last_traded_price` / `pe[].last_traded_price`	`int`	option last traded price
`ce[].iv` / `pe[].iv`	`float`	implied volatility
`ce[].delta` / `pe[].delta`	`float`	delta
`ce[].gamma` / `pe[].gamma`	`float`	gamma
`ce[].theta` / `pe[].theta`	`float`	theta
`ce[].vega` / `pe[].vega`	`float`	vega
`ce[].open_interest` / `pe[].open_interest`	`int`	open interest
`ce[].volume` / `pe[].volume`	`int`	traded volume

Implementation Notes¶

This stream is the realtime counterpart to the snapshot Option Chain page.
Subscription keys typically combine the underlying and expiry.
Prices and strikes are returned in exchange-native units where applicable.

Important Rules

This is a realtime stream, not a snapshot API.
Option Chain subscriptions have high weight cost. Review Subscription Limits.
Use Get Instruments to retrieve the latest instrument expiries before building an ASSET:EXPIRY option-chain subscription key.
Use the correct underlying and expiry key format when subscribing.
Do not assume identifiers or contract availability are identical across environments.