OptionChain SingleCall.py

#!/usr/bin/env python
# coding: utf-8

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pip install stocknotebridge


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from snapi_py_client.snapi_bridge import StocknoteAPIPythonBridge
import json
import pandas as pd


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#pip uninstall  websocket-client
#pip install  websocket-client


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username = 'RS31209'
password = 'PASSWORD'
yob = '1994'


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samco=StocknoteAPIPythonBridge()
login=samco.login(body={"userId":username,'password':password,'yob':yob})
login = json.loads(login)
samco.set_session_token(sessionToken=login['sessionToken'])
login


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ocres=samco.get_option_chain(search_symbol_name='Nifty',exchange=samco.EXCHANGE_NFO,expiry_date='2022-10-20')
ocres = json.loads(ocres)
ocdf = pd.DataFrame(ocres['optionChainDetails'])
ocdf = ocdf[['tradingSymbol','optionType','expiryDate','lastTradedPrice','openInterest','openInterestChange','volume','strikePrice']]
ocdf = ocdf.astype({"strikePrice": float, "lastTradedPrice": float, "openInterest": int, "openInterestChange": int, "volume": int})
ocdf = ocdf[ocdf.openInterest >0]
ocdf


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ceocdf = ocdf[ocdf.optionType =='CE' ]
peocdf = ocdf[ocdf.optionType =='PE' ]


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ceocdf


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peocdf


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ceocdf.merge(peocdf,on = 'strikePrice')