option_chain_analysis.py

from NseStockAnalyser.utils import *


@continuation_handler
def opt_chain_wrapper():
    code = input("Enter Stock Code : ")
    data_points = int(input("How many data points you want per category? : "))

    ce_strk_dict, pe_strk_dict, max_pain_dict, lot_size = opt_chain_analysis(code.upper(), data_points)

    for i in range(0, data_points):
        print(f'Resistance Point {i + 1} :- Strike Price = {ce_strk_dict[i][0]} : OI = {ce_strk_dict[i][1] * lot_size}')

    print('==========================================================================')

    for i in range(0, data_points):
        print(f'Support Point {i + 1} :- Strike Price = {pe_strk_dict[i][0]} : OI = {pe_strk_dict[i][1] * lot_size}')

    print('==========================================================================')

    for i in range(0, data_points):
        print(f'Max Pain Point {i + 1} :- Strike Price = {max_pain_dict[i][0]} : OI = {max_pain_dict[i][1] * lot_size}')


def opt_chain_analysis(stock_code, data_points):
    nse = Nse()

    lot_size = nse.get_fno_lot_sizes()[stock_code]

    ce_pe, exp_date = get_opt_chain_data_json(stock_code)

    ce_strk_dict, pe_strk_dict, max_pain_dict = {}, {}, {}

    for val in ce_pe:
        try:
            ce_oi = val['CE']['openInterest']
            pe_oi = val['PE']['openInterest']
        except KeyError:
            continue

        mp = ce_oi + pe_oi

        ce_strk_dict.update({val['strikePrice']: ce_oi})
        pe_strk_dict.update({val['strikePrice']: pe_oi})
        max_pain_dict.update({val['strikePrice']: ce_oi + pe_oi})

    ce_strk_dict = sorted(ce_strk_dict.items(), key=lambda item: item[1], reverse=True)
    pe_strk_dict = sorted(pe_strk_dict.items(), key=lambda item: item[1], reverse=True)
    max_pain_dict = sorted(max_pain_dict.items(), key=lambda item: item[1], reverse=True)

    print(f'========OPTION CHAIN ANALYSIS DATA FOR {stock_code.upper()} FOR EXPIRY {exp_date.upper()}========')

    return ce_strk_dict, pe_strk_dict, max_pain_dict, lot_size