Option Chain Data Fetcher

A clean, interactive CLI app for fetching option chain data from Upstox API with Black-Scholes Greeks calculation.

Features

• ✨ Interactive symbol selection with smart recognition
• 📊 Support for 180+ F&O enabled stocks
• 📈 Support for all major indices (NIFTY, BANKNIFTY, etc.)
• 📅 Automatic expiry date fetching
• 🎯 Strike price specific data filtering
• 🎨 Beautiful terminal UI with no clutter
• 📉 Displays both Call (CE) and Put (PE) options
• 📐 Shows comprehensive data: LTP, Volume, OI, Bid/Ask
• 🔬 Option Greeks: Delta, Gamma, Theta, Vega, IV
• 🔍 Built-in symbol search (type 'LIST' to see all supported symbols)

Project Structure

bsholes_up/
├── src/                        # Main application code
│   ├── __init__.py
│   ├── option_chain_app.py    # Main application logic
│   ├── black_scholes.py       # Black-Scholes calculator
│   ├── stock_mappings.py      # Stock ISIN mappings
│   ├── instrument_manager.py  # F&O instrument management
│   └── token_manager.py       # OAuth & token management
├── web_app/                    # Web application
│   ├── app.py                  # FastAPI backend with OAuth
│   ├── templates/
│   │   └── index.html          # Frontend UI
│   └── static/
│       ├── app.js              # Frontend logic
│       └── styles.css          # UI styles
├── tests/                      # Test files
│   ├── test_api_connection.py
│   ├── test_stock_validation.py
│   ├── test_option_chain_flow.py
│   ├── test_integration.py
│   ├── test_black_scholes.py
│   └── test_integration_bs.py
├── scripts/                    # Debug and utility scripts
│   ├── debug_stock_options.py
│   ├── check_underlying.py
│   └── get_isin.py
├── run.py                      # CLI entry point
├── run_web.py                  # Web app entry point
├── requirements.txt            # Python dependencies
├── .env.example                # Environment variable template
└── README.md                   # This file

Setup

1. Install dependencies:

pip install -r requirements.txt

2. Configure Upstox authentication:

   Option A: OAuth Login (Recommended for Web App)

   • Copy .env.example to .env
   • Add your Upstox API credentials:

     UPSTOX_CLIENT_ID=your_api_key
     UPSTOX_CLIENT_SECRET=your_api_secret
     UPSTOX_REDIRECT_URI=http://localhost:8000/auth/callback
     

   • Get these from your Upstox Developer Console app settings

   Option B: Manual Token (CLI usage)

   • Copy .env.example to .env
   • Add your access token to .env:

     UPSTOX_ACCESS_TOKEN=your_access_token
     

Usage

CLI Application

Run the CLI app:

python run.py

Web Application (with OAuth)

Run the web app:

python run_web.py

Then open http://localhost:8000 in your browser.

OAuth Flow:

1. Click "Login with Upstox" button
2. You'll be redirected to Upstox login page
3. After successful login, you'll be redirected back
4. Token is automatically managed (expires at 3:30 AM IST daily)
5. No manual token entry needed!

Follow the prompts:

1. Enter asset symbol (e.g., TCS, SBIN, NIFTY, BANKNIFTY)
   • Type 'LIST' to see all supported F&O symbols
2. Select expiry date from the list
3. Enter strike price
4. View the option chain data with Greeks

Testing

Run tests to verify everything works:

# Test API connection
python tests/test_api_connection.py

# Test stock validation
python tests/test_stock_validation.py

# Test option chain flow
python tests/test_option_chain_flow.py

# Integration tests
python tests/test_integration.py

# Test Black-Scholes calculations
python tests/test_black_scholes.py

# Test Black-Scholes integration
python tests/test_integration_bs.py

Debug Scripts

# Debug stock options
python scripts/debug_stock_options.py

# Check underlying assets
python scripts/check_underlying.py

# Get ISIN for symbols
python scripts/get_isin.py

Supported Symbols

Indices

• NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY

Stocks (180+ F&O enabled)

Banking: SBIN, HDFCBANK, ICICIBANK, AXISBANK, KOTAKBANK, and more
IT: TCS, INFY, WIPRO, HCLTECH, TECHM, and more
Oil & Gas: RELIANCE, ONGC, IOC, BPCL, and more
Auto: TATAMOTORS, MARUTI, M&M, BAJAJ-AUTO, and more
Pharma: SUNPHARMA, DRREDDY, CIPLA, DIVISLAB, and more
FMCG: HINDUNILVR, ITC, NESTLEIND, BRITANNIA, and more

Type 'LIST' in the app to see all supported symbols.

Requirements

• Python 3.7+
• Upstox API access token
• Terminal with Unicode support for best display

How It Works

The app uses ISIN (International Securities Identification Number) mappings to correctly identify F&O enabled stocks. For indices, it uses the standard index identifiers. This ensures accurate option chain data retrieval for all supported instruments.

Deploying to Railway

1. Ensure your repository contains:

   • Procfile with: web: uvicorn web_app.app:app --host 0.0.0.0 --port ${PORT:-8000}
   • .env.example with UPSTOX_ACCESS_TOKEN=
   • requirements.txt including fastapi, uvicorn, and Jinja2

2. On Railway:

   • Create a new project and connect this repo.
   • In Settings → Variables, add UPSTOX_ACCESS_TOKEN with your token.
   • Deploy. The service will listen on $PORT automatically.

3. Health check: GET /healthz should return { "status": "ok" }.