Option greeks not working. Always returns the same value


  • Option greeks returns the same value. It was working fine in the morning, but now it returns the same value. Is it external server issue.
    Please check logs,

    {'status': True, 'message': 'SUCCESS', 'errorcode': '', 'data': [{'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '52000.000000', 'optionType': 'CE', 'delta': '0.000300', 'gamma': '0.000200', 'theta': '-52.239500', 'vega': '4.086800', 'impliedVolatility': '23.700000', 'tradeVolume': '8210421.00'}, {'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '53000.000000', 'optionType': 'CE', 'delta': '0.000000', 'gamma': '0.000000', 'theta': '-2.371800', 'vega': '0.187300', 'impliedVolatility': '30.510000', 'tradeVolume': '6740011.00'}, {'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '52500.000000', 'optionType': 'CE', 'delta': '0.000000', 'gamma': '0.000100', 'theta': '-14.442100', 'vega': '1.136200', 'impliedVolatility': '26.490000', 'tradeVolume': '6285263.00'}, {'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '51800.000000', 'optionType': 'CE', 'delta': '0.003100', 'gamma': '0.000300', 'theta': '-75.460100', 'vega': '5.883600', 'impliedVolatility': '22.760000', 'tradeVolume': '5750334.00'}, {'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '51700.000000', 'optionType': 'CE', 'delta': '0.008800', 'gamma': '0.000400', 'theta': '-87.857400', 'vega': '6.836400', 'impliedVolatility': '22.310000', 'tradeVolume': '5222774.00'}, {'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '52200.000000', 'optionType': 'CE', 'delta': '0.000000', 'gamma': '0.000100', 'theta': '-33.246700', 'vega': '2.607800', 'impliedVolatility': '24.740000', 'tradeVolume': '4949379.00'}, {'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '51900.000000', 'optionType': 'CE', 'delta': '0.001000', 'gamma': '0.000300', 'theta': '-63.452000', 'vega': '4.956200', 'impliedVolatility': '23.170000', 'tradeVolume': '4692051.00'}, {'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '51500.000000', 'optionType': 'CE', 'delta': '0.051100', 'gamma': '0.000500', 'theta': '-112.050300', 'vega': '8.674900', 'impliedVolatility': '21.230000', 'tradeVolume': '4339508.00'}, {'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '51600.000000', 'optionType': 'CE', 'delta': '0.022300', 'gamma': '0.000400', 'theta': '-100.137000', 'vega': '7.773900', 'impliedVolatility': '21.870000', 'tradeVolume': '4260721.00'}, {'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '52300.000000', 'optionType': 'CE', 'delta': '0.000000', 'gamma': '0.000100', 'theta': '-25.705700', 'vega': '2.018600', 'impliedVolatility': '25.250000', 'tradeVolume': '4156989.00'}, {'name': 'BANKNIFTY', 'expiry': '24JUL2024', 'strikePrice': '52100.000000', 'optionType': 'CE', 'delta': '0.000100', 'gamma': '0.000200', 'theta': '-42.113400', 'vega': '3.299200', 'impliedVolatility': '24.210000', 'tradeVolume': '4114264.00'}


  • Very Helpful Your Info.

    Best Regard

    Cinderella