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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.

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

cURL

curl --location --globoff 'https://api.nubra.io/optionchains/{instrument}?exchange=NSE&expiry={expiry}' \
--header 'x-device-id: TS123' \
--header 'Authorization: Bearer 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
NEO Assistant