How to get option name 2 percent above from the LTP of future

AI & Machine learning
1

Hi 

Actually I am trying to find the Symbol name of the options which is just greater than of 2 % ltp of Future of the symbol 



So now let say future of symbol let say trading at 100 ruppee so I need the CE of 98 and 102 which is basically 2 percent of future price 



My method : I get the price of future price and I calculate 2 percent of that price and then I am trying to find symbol name like this 

symbolName = symbol(f'{symbol_}-ICE-{uperGap}')



Where you can understand symbol_ is symbol Name and uperGap is that 2 percent value 



So It works for some symbol but crashes for few symbol 

Let me explain 

So now take as an example of BPCL which is trading at 645 (future price ) so it's two percent is roughly 12 or 13 now when I am trying to find the symbol name which is above from basically 632 then error occurs because that options doesn't exist 



Opitons exist for BPCL like this 630, 635, 640 means strike gap is 5 

Hope you got me , Please help me how I can do that.

2

Hi Pankaj,



This was discussed and answered.