Hi guys,
After posting screenshots my initial crude app here on this old thread (https://www.traderji.com/community/threads/historical-options-chain-greeks-and-iv.106299) I had pretty much abandoned its work and relied on manual data extraction and manipulation in Python/Excel etc. However, I had been working on another app focused on the UI side of things. I’ve completely revamped my API (that fetches FnO EOD data from free sources) and built a front end Angular UI to present that data. The information I present in this app is usually most sought for FnO instruments, like IV, IVR, IVP etc.
I’ve a full time job and it took over a year, but it was completely build on my own in the free time, and unlike the previous version, it is available online for everyone here Link. Although it’s free, the data is behind a registration system to prevent unnecessary crawling and increased server loads (I am using the free tier of AWS and GCP for hosting). There is also a demo login for those who does not wish to register. It’s more like a proof of concept that ways.
What can be viewed:
It presents the daily EOD options chain for all FnO instruments, their Greeks, IV/IVR/IVP data, upcoming earning (in the next 10 days). It also presents their historical movement of spot prices along with the IV/IVR/IVP movement.
Along with this, you can ghost the view to a previous day- what it means is view the chain as if a day in the past. There is also the ability to view the Greeks of a trade that you might be interested in, and does a Monte-Carlo simulation to show how long would 50% of profit would that trade take to reach. Probability of profit calculations comes by default and a calendar that shows all earnings data.
Upcoming Ideas:
Along with migrating to a paid plan to support several concurrent users, I’m working on building the “Detailed analysis” component of the app to simulate the PnL/Greeks movement in various scenarios as a way to visualize the risk associated with the strategy selected. This should prove helpful for new option traders who may not foresee the hidden risks associated with a strategy that may appear harmless.
The intention to build the app was to present information associated with FnO instruments that may be useful to someone in context building. Not sure how many would find this useful, but if anyone has any questions, feel free to let me know here. I have also included a forum link on the app to answer any questions/queries/feedback etc.
NOTE: Please access on a desktop/laptop only. It’s a heavy app and not optimized for mobile devices.
Thanks
After posting screenshots my initial crude app here on this old thread (https://www.traderji.com/community/threads/historical-options-chain-greeks-and-iv.106299) I had pretty much abandoned its work and relied on manual data extraction and manipulation in Python/Excel etc. However, I had been working on another app focused on the UI side of things. I’ve completely revamped my API (that fetches FnO EOD data from free sources) and built a front end Angular UI to present that data. The information I present in this app is usually most sought for FnO instruments, like IV, IVR, IVP etc.
I’ve a full time job and it took over a year, but it was completely build on my own in the free time, and unlike the previous version, it is available online for everyone here Link. Although it’s free, the data is behind a registration system to prevent unnecessary crawling and increased server loads (I am using the free tier of AWS and GCP for hosting). There is also a demo login for those who does not wish to register. It’s more like a proof of concept that ways.
What can be viewed:
It presents the daily EOD options chain for all FnO instruments, their Greeks, IV/IVR/IVP data, upcoming earning (in the next 10 days). It also presents their historical movement of spot prices along with the IV/IVR/IVP movement.
Along with this, you can ghost the view to a previous day- what it means is view the chain as if a day in the past. There is also the ability to view the Greeks of a trade that you might be interested in, and does a Monte-Carlo simulation to show how long would 50% of profit would that trade take to reach. Probability of profit calculations comes by default and a calendar that shows all earnings data.
Upcoming Ideas:
Along with migrating to a paid plan to support several concurrent users, I’m working on building the “Detailed analysis” component of the app to simulate the PnL/Greeks movement in various scenarios as a way to visualize the risk associated with the strategy selected. This should prove helpful for new option traders who may not foresee the hidden risks associated with a strategy that may appear harmless.
The intention to build the app was to present information associated with FnO instruments that may be useful to someone in context building. Not sure how many would find this useful, but if anyone has any questions, feel free to let me know here. I have also included a forum link on the app to answer any questions/queries/feedback etc.
NOTE: Please access on a desktop/laptop only. It’s a heavy app and not optimized for mobile devices.
Thanks