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Option Chain

Provides entire Option Chain of any Option Instrument. This includes OI, greeks, volume, top bid/ask and price data of all strikes of a particular underlying scrip.

Option-chain snapshot requests support underlyings from NSE, BSE, and MCX where option-chain data is available. Always pass the exchange query parameter explicitly so the request is evaluated against the intended exchange. If omitted, the backend currently defaults to NSE.

Method: GET
Endpoint: optionchains/{instrument}?exchange=NSE&expiry={expiry}

Query Parameters

Parameter Type Required Description
exchange string yes Exchange to query: NSE, BSE, or MCX. Pass it explicitly for every request.
expiry string no Expiry in YYYYMMDD format.

Specify the exchange

If exchange is omitted, the backend currently defaults to NSE. For BSE or MCX underlyings, omitting it can result in an exchange-specific lookup error such as asset is not fno enabled in the provided exchange.

Base URLs

Environment Base URL
PROD https://api.nubra.io
UAT https://uatapi.nubra.io

Example cURL Requests

curl --location --globoff 'https://api.nubra.io/optionchains/NIFTY?exchange=NSE&expiry={expiry}' \
--header 'x-device-id: TS123' \
--header 'Authorization: Bearer eyJh...6Pno'
curl --location --globoff 'https://api.nubra.io/optionchains/SENSEX?exchange=BSE&expiry={expiry}' \
--header 'x-device-id: TS123' \
--header 'Authorization: Bearer eyJh...6Pno'
curl --location --globoff 'https://api.nubra.io/optionchains/CRUDEOIL?exchange=MCX&expiry={expiry}' \
--header 'x-device-id: TS123' \
--header 'Authorization: Bearer eyJh...6Pno'

Response Structure

{
  "chain": {
    "asset": "NIFTY",
    "exchange": "NSE",
    "expiry": "20250626",
    "ce": [
      {
        "ref_id": 3069,
        "inst_id": 62205,
        "ts": 1749715212000000000,
        "sp": 2265000,
        "ls": 75,
        "ltp": 0,
        "ltpchg": null,
        "iv": null,
        "delta": 0.9884471,
        "gamma": 6.654546e-05,
        "theta": -1.111143,
        "vega": 1.4857718,
        "oi": 2700,
        "volume": 0
      }
    ],
    "pe": [
      {
        "ref_id": 3089,
        "inst_id": 62309,
        "ts": 1749715212000000000,
        "sp": 2320000,
        "ls": 75,
        "ltp": 189255,
        "ltpchg": -6.4760823,
        "iv": null,
        "delta": 0.9808698,
        "gamma": 8.9285655e-05,
        "theta": -1.4506115,
        "vega": 2.2921157,
        "oi": 58125,
        "volume": 375
      }
    ],
    "atm": 2495000,
    "cp": 2496260,
    "all_expiries": [
      "20250612",
      "20250619",
      "20250626"
    ]
  },
  "message": "option chains"
}

Response Attributes

Fields Description
chain OptionChain object containing the option chain data
chain.asset Underlying asset symbol
chain.expiry Expiry date of the options
chain.ce List of Option objects for call options
chain.pe List of Option objects for put options
chain.at_the_money_strike At-the-money strike price
chain.current_price Current price of underlying
chain.all_expiries List of available expiry dates
chain.[ce/pe][].ref_id Reference ID of the option
chain.[ce/pe][].timestamp Timestamp in Epoch
chain.[ce/pe][].strike_price Strike price
chain.[ce/pe][].lot_size Lot size
chain.[ce/pe][].last_traded_price Last traded price
chain.[ce/pe][].last_traded_price_change Change in last traded price (percentage)
chain.[ce/pe][].iv Implied volatility
chain.[ce/pe][].delta Option delta
chain.[ce/pe][].gamma Option gamma
chain.[ce/pe][].theta Option theta
chain.[ce/pe][].vega Option vega
chain.[ce/pe][].open_interest Open interest
chain.[ce/pe][].volume Trading volume
message Response message

Notes

  • Use the underlying symbol, not the option trading symbol, when calling this endpoint.
  • Always pass exchange explicitly, even for NSE requests.
  • When deriving the underlying from the instruments master, use the asset field.
  • Option-chain snapshots support eligible option underlyings from NSE, BSE, and MCX.
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