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Options Data for Indian Markets

NSEpy is a library to extract historical data for Indian Equity, Index, Derivative, and Volatility Index (INDIAVIX). In this notebook, you will learn to fetch options data for the Indian equities and indices.

The notebook is divided into the following parts:

  1. [Install NSEpy Package](#install)

  2. [Options Data for a Particular Strike Price](#same_strike)

You need first to pip install nsepy package to fetch the data. If nsepy module is not installed in your machine, then change the below cell from Markdown to Code and run.

You can use the below command to install the nsepy package in a command prompt or Spyder IDE.

pip install nsepy

Options Data for a Particular Strike Price

You need to use the `get_history` function from the `nsepy` to get the options data.

# For data manipulation
import pandas as pd
import numpy as np

# Import get_history function from nsepy module
from nsepy import get_history

# For manipulating date 
from datetime import date

# For plotting
import matplotlib.pyplot as plt
%matplotlib inline'seaborn-darkgrid')

# Get options data for NIFTY index
nifty_options = get_history(symbol='NIFTY',
                            start=date(2021, 2, 7),</