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