AFI Codes NSE Options Data API Documentation

1. Overview

AFI Codes provides a backtest-ready NSE Options Data API for NIFTY and BANKNIFTY option-chain research. The API is designed for traders, quants, developers, educators, and analysts who need structured end-of-day options data without rebuilding the same preprocessing pipeline for every project.

2. Supported Symbols

• NIFTY
• BANKNIFTY

3. Authentication

All protected requests require an API key in the request header. Do not include real API keys in URLs, screenshots, or public repositories.

x-api-key: YOUR_API_KEY

4. Base URL

https://api.afi.codes

5. Endpoint

GET /v1/options/eod

6. Query Parameters

7. Example Request

curl -H "x-api-key: YOUR_API_KEY" \
"https://api.afi.codes/v1/options/eod?symbol=NIFTY&date=2026-04-30&window=1"

8. Example Response

{
  "symbol": "NIFTY",
  "date": "2026-04-30",
  "atm_strike": 24000,
  "count": 3,
  "generated_at": "2026-05-03T09:48:41Z",
  "version": "v1",
  "meta": {
    "iv_unit": "decimal",
    "theta_unit": "per_day",
    "delta_range": "[-1,1]",
    "gamma_unit": "per_point",
    "spread_unit": "bps"
  },
  "data": [
    {
      "strike": 24000,
      "atm_distance": 0,
      "call_iv": 0.1758,
      "put_iv": 0.1523,
      "call_delta": 0.5193,
      "put_delta": -0.4788,
      "gamma": 0.000806,
      "theta": -21.867,
      "spread_bps": 5.0,
      "tradable": true
    }
  ]
}

9. Response Field Explanation

10. Plan Limits

Free API Access

Free plan registration creates an API key for integration testing. The key is shown once in V1, so copy it and store it safely.

Endpoint

POST /v1/users/register-free

Request

{
  "name": "User Name",
  "email": "user@example.com",
  "phone": "optional"
}

Response for a new user

{
  "status": "created",
  "plan": "free",
  "daily_limit": 50,
  "monthly_limit": 150,
  "burst_limit_per_second": 5,
  "api_key": "afi_free_xxxxx"
}

The Free plan is for integration testing and includes 50 calls/day, 150 calls/month, and 5 requests/second burst protection.

11. Error Codes

12. Data Source and Methodology

Raw market data is derived from publicly available NSE FO bhavcopy / derivatives files and compatible fallback sources where required. AFI Codes does not claim official affiliation with NSE.

Data is normalized, enriched, and served through the API. IV and Greeks are computed using a consistent internal methodology.

• IV is decimal.
• Theta is per day.
• Delta range is [-1,1].
• Gamma is per point.
• Spread is basis points.

13. Disclaimer

14. Support

For access, plan details, support, or early-user pricing, email support@afi.codes.