GetLastQuoteOptionGreek : Returns Last Traded Option Greek values of Single Symbol (detailed)

Supported parameters
Exchange String value like NFO Mandatory parameter.Name of supported exchange. How to get list of supported exchanges you can find here
Token Token number of instrument How to get list of available token numbers of instruments you can find here
detailedInfo [true]/[false], default = [false] Optional parameter. By default function will return limited fields in response, function will return additional fields in response when this parameter is set as true.
What is returned ?
Exchange, Token(TokenNumber of Symbol), Timestamp, IV, Delta, Theta, Vega, Gamma, IVVwap, Vanna, Charm, Speed, Zomma, Color, Volga, Veta, ThetaGammaRatio, ThetaVegaRatio, DTR
Sample request(JavaScript)
MessageType: "GetLastQuoteOptionGreeks",
Exchange: "NFO",
Token: "52534"
var message = JSON.stringify(request);
Example of returned data in JSON format


We are receiving these values directly from NSE. Here are some FAQs which you may find useful :

1. Which model is used to compute Implied Volatility ? Is it Black Scholes or Black 76 ?
Response: Black Scholes Model

2. If it is Black Scholes model, what is the interest rate assumed ?
Response: Black Scholes Model, underlying, is taken as Futures or Synthetic futures( in case of expiries where future is not available). Thus Spot Price and Interest rate as a parameter gets removed



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