Hello,
I’m excited to work on your project. With experience in Python, financial data handling, and API integration, I can set up the Kite API with Excel to pull real-time NSE options data and provide seamless data handling as specified.
Approach
Kite API Integration:
Connect to the Zerodha Kite API to retrieve live data, including price, volume, open interest, implied volatility, last traded price, and change in open interest.
Dynamic ATM + 3 Strike Selection:
Automatically detect ATM with the three strikes above and below, updating dynamically if Nifty’s price changes.
Data Summation:
Calculate summed values for changes in open interest, implied volatility, and last traded price for both calls and puts across these strikes.
Excel Integration and Refresh:
Populate Excel with data, adding a new row each refresh (e.g., every minute) and storing updated values for 60 minutes.
Visualization:
Create dynamic charts in Excel, plotting premium and implied volatility changes (Y-axis) against open interest/volume (X-axis), updating with each refresh.
Relevant Experience
My past projects in financial data visualization and API-driven workflows ensure I can handle this efficiently.
Looking forward to discussing this further!