NSE FNO Options - Read Open Interest of CE and PE together (OI)

For all doubts reg trading FNO, kindly message me drvijayy2k2@gmail.com

Click here for Opening Zerodha Account - Zerodha

 

NSE options Data Pulling with beta.nseindia.com

Beta version they are giving it as JSON which is very easy for us.

See the sample url. 

https://beta.nseindia.com/api/quote-derivative?symbol=NIFTY&identifier=OPTIDXNIFTY07-11-2019 

1. JSON output,

2. Directly use the JSON for your business logic.

3. Before install requests, simplejson plugin
     pip install simplejson
     pip install requests

Same for older version - sample code and output

http://drvijayy2k2.blogspot.com/2019/08/python-code-to-pull-nse-option.html

Code

import requests
import simplejson as json

result = requests.get ( "https://beta.nseindia.com/api/quote-derivative?symbol=NIFTY&identifier=OPTIDXNIFTY07-11-2019" );

resultJson = json.loads( result.content )

#print ( resultJson["info"] );

strikePricesDetailsJson = resultJson["stocks"]

for strikePrice in strikePricesDetailsJson:

    spDetails = strikePrice["metadata"];

    #print ( spDetails );

    print ( spDetails["optionType"] , " : ", spDetails["strikePrice"] , " : ", spDetails["lastPrice"]);

Output

Call  :  12350  :  0
Put  :  11050  :  0

Call  :  12750  :  0


{'metadata': {'instrumentType': 'Index Options', 'expiryDate': '28-Dec-2023', 'optionType': 'Put', 'strikePrice': 12700, 'identifier': 'OPTIDXNIFTY28-12-2023PE12700.00', 'openPrice': 0, 'highPrice': 0, 'lowPrice': 0, 'closePrice': 0, 'prevClose': 1005, 'lastPrice': 0, 'change': -1005, 'pChange': -100, 'numberOfContractsTraded': 0, 'totalTurnover': 0}, 'underlyingValue': 11998.1, 'volumeFreezeQuantity': 5001, 'marketDeptOrderBook': {'totalBuyQuantity': 225, 'totalSellQuantity': 0, 'bid': [{'price': 645.05, 'quantity': 75}, {'price': 645, 'quantity': 75}, {'price': 597, 'quantity': 75}, {'price': 0, 'quantity': 0}, {'price': 0, 'quantity': 0}], 'ask': [{'price': 0, 'quantity': 0}, {'price': 645, 'quantity': 0}, {'price': 0, 'quantity': 0}, {'price': 0, 'quantity': 0}, {'price': 0, 'quantity': 0}], 'carryOfCost': {'price': {'bestBuy': 645.05, 'bestSell': 0, 'lastPrice': 0}, 'carry': {'bestBuy': -70.5660812600072, 'bestSell': 0, 'lastPrice': 0}}, 'tradeInfo': {'tradedVolume': 0, 'value': 0, 'vmap': 0, 'premiumTurnover': 0, 'openInterest': 6, 'changeinOpenInterest': 0, 'pchangeinOpenInterest': 0, 'marketLot': 75}, 'otherInfo': {'settlementPrice': 0, 'dailyvolatility': 0.91, 'annualisedVolatility': 17.45, 'impliedVolatility': 0, 'clientWisePositionLimits': 19597661, 'marketWidePositionLimits': 0}}}

Stock Market Walk Though - Monthly Expiry - 28-03-2019

1. Monthly Expiry
2. Global Market is in Red, SGX trading 15 pts lower right now
3. FII/DII are net buyers
4. Nifty forms Dark cloud pattern in day on high zone, so Nifty may go down one the low breaks.
     Bank nifty forms Doji pattern in day candle, So confirm once High/Low breakout.
5. FNO -   Features - Nifty looks like bearish, BN neutral.
                 Option PC Ratio - Nifty - Bullish & BN - Netural
6. Max Pain on nifty - 11400, BN 29800. so plan accordingly.
7. Nifty may end between 11365-11470 and the bank nifty end in between 29800-29950.


TRADE WITH EXTRA CAUTION,


My Trade Plan

1. Strangle in nifty [ ATM, OTM ],
2. Short Nacked call/put in stocks [ Mindtree 960 CE ]
3. LOTS - Confidential*


HAPPY TRADING
Vijay