Bank Nifty – Premium 100 for CE and PE

from breeze_connect import BreezeConnect
from datetime import datetime,date,time,timedelta
import pandas as pd
import numpy as np
from credentials001 import *
import requests
from nsepython import *
requests.packages.urllib3.util.connection.HAS_IPV6 = False
currentExpiry = nse_expirydetails(nse_optionchain_scrapper('BANKNIFTY'), 0)[0]

pd.set_option('display.max_rows', None)
pd.set_option('display.max_columns', None)
pd.set_option('display.width', None)
pd.set_option('display.max_colwidth', None)

# login
breeze = BreezeConnect(api_key=api_key)
breeze.generate_session(api_secret=api_secret, session_token=session_token)

bn = breeze.get_quotes(stock_code="CNXBAN",
                       exchange_code="NSE",
                       expiry_date="",
                       product_type="cash",
                       right="others",
                       strike_price="0")
df = pd.DataFrame(bn['Success'])
# print(df)
actual_ltp = df[df['exchange_code'] == 'NSE']['ltp']
# print(actual_ltp)
rounded_ltp = round(actual_ltp, -2).to_string(index=False)
rounded_ltp = pd.to_numeric(rounded_ltp).astype(int)
print("NIFTY BANK LTP:",rounded_ltp)


# Call - Premium of 100 - Strikeprice
dfce=[]
for i in range(rounded_ltp, rounded_ltp + 1000, 100):
    bnc = breeze.get_quotes(stock_code="CNXBAN",
                            exchange_code="NFO",
                            expiry_date=currentExpiry.strftime('%Y-%m-%dT06:00:00.000Z'),
                            product_type="options",
                            right="call",
                            strike_price=i)

    df = pd.DataFrame(bnc['Success'])
    # print(df)
    dfce.append(df)
dfce = pd.concat(dfce)
# print(dfce['ltp'])
dfce['sq.ltp'] = (dfce['ltp'] - 100) * (dfce['ltp'] - 100)
# print(df1)
dfce['sq.ltp.min']=dfce['sq.ltp'].min()
strikepriceCE100 = dfce.loc[dfce['sq.ltp'] == dfce['sq.ltp.min'], 'strike_price'].to_string(index=False)
print("CE Price of LTP 100:",strikepriceCE100)

# Put - Premium of 100 - Strikeprice
dfpe=[]
for j in range(rounded_ltp-1000, rounded_ltp, 100):
    bnp = breeze.get_quotes(stock_code="CNXBAN",
                            exchange_code="NFO",
                            expiry_date=currentExpiry.strftime('%Y-%m-%dT06:00:00.000Z'),
                            product_type="options",
                            right="put",
                            strike_price=j)

    df = pd.DataFrame(bnp['Success'])
    # print(df)
    dfpe.append(df)
dfpe = pd.concat(dfpe)
# print(dfpe['ltp'])
dfpe['sq.ltp'] = (dfpe['ltp'] - 100) * (dfpe['ltp'] - 100)
# print(df1)
dfpe['sq.ltp.min']=dfpe['sq.ltp'].min()
strikepricePE100 = dfpe.loc[dfpe['sq.ltp'] == dfpe['sq.ltp.min'], 'strike_price'].to_string(index=False)
print("PE Price of LTP 100:",strikepricePE100)