Mibian Library

AI & Machine learning
1

I am trying to calculate options greek and IV of Options using mibian library.

However, the values are not matching with the option chains that are not provided by NSE/Sensibull/Stockmock/Opstra.

What Can i do?

2

Hi Shubham,



This might be due to the difference in models used by different vendors like for example BSM, Black-76 model, etc. Also, there might be some difference in the implementation of the models and the value of model parameters.



Thanks,

Akshay

3

Thank you Akshay for your response.



Could yu please also elaborate on what model is used by NSE for the same?



Thanks and Regards

4

Hi Shubham,



You can get the details of the model used by NSE from here. For options you need to navigating to the "Nifty 50 Options" tab on the webpage. 



Hope this helps!



Thanks,

Akshay

5

Plz share python code how to calculate greeks

6

Hi Ramesh,



You can compute the Greeks by using the mibian library in Python. The documentation for the same can be found here. 



Hope this helps!