Option Chain

Fetch option chain data for a given symbol and expiry date, including strike prices with Call and Put contract details and greeks.

PythonC#

from blitzsdk import MarketDataApiClient

client = MarketDataApiClient(app_key="YOUR_KEY", user_id="YOUR_USER")

chain = client.get_option_chain("NIFTY", "2026-07-28")
print(chain)

using BlitzConnect;
using BlitzConnect.Common;

var config = new BlitzConfig { AppKey = "YOUR_KEY", UserId = "YOUR_USER" };
var mdClient = new BlitzMarketDataApiClient(config);
await mdClient.LoginAsync();

var chain = await mdClient.GetOptionChainAsync("NIFTY", "2026-07-28");
foreach (var strike in chain.Data.Chains)
    Console.WriteLine($"{strike.StrikePrice}: call ltp {strike.CallOption?.Ltp}, put ltp {strike.PutOption?.Ltp}");

---

Endpoint

POST /marketfeed/optionChain

Request

curl -X POST "https://{baseurl}/md-api/marketfeed/optionChain" \
  -H "Authorization: Bearer YOUR_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{"Symbol": "NIFTY", "ExpiryDate": "2026-07-28"}'

Request body

Field	Type	Description
Symbol	string	Underlying instrument symbol
ExpiryDate	string	Expiry date (YYYY-MM-DD)

Response

A successful request returns the spot price of the underlying, the at-the-money (ATM) strike, and a chains array with callOption / putOption greeks per strike:

{
  "status": "success",
  "data": {
    "spotPrice": 24813.5,
    "expiryDate": "2026-07-28",
    "atm": 24800,
    "chains": [
      {
        "strikePrice": 23800,
        "callOption": {
          "gamma": 0.001,
          "vega": 12.5,
          "theta": -5.2,
          "delta": 0.85,
          "oiPercentage": 2.5,
          "oi": 15000,
          "ltp": 1042.8,
          "iv": 0.2,
          "price": 1013.5,
          "rho": 0.1
        },
        "putOption": {
          "gamma": 0.001,
          "vega": 11.2,
          "theta": -4.8,
          "delta": -0.15,
          "oiPercentage": -1.2,
          "oi": 8000,
          "ltp": 8.85,
          "iv": 0.22,
          "price": 9.1,
          "rho": -0.05
        }
      }
    ]
  }
}

Root fields

Field	Type	Description
spotPrice	double	Current spot price of the underlying
expiryDate	string	Expiry the chain was requested for
atm	double	At-the-money strike price
chains	object[]	Array of strike-level entries

Greeks fields (callOption / putOption)

Field	Type	Description
ltp	double	Last traded price
price	double	Theoretical option price
iv	double	Implied volatility
delta	double	Delta
gamma	double	Gamma
theta	double	Theta
vega	double	Vega
rho	double	Rho
oi	long	Open interest
oiPercentage	double	Open interest as a percentage

Error response

When the expiry is invalid, the live server returns a 400 Problem Details payload:

{
  "type": "https://tools.ietf.org/html/rfc9110#section-15.5.1",
  "title": "Bad Request",
  "status": 400,
  "traceId": "00-c54873e86f1a0ee04794569ece240bcb-bfe9a299393be357-00"
}