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Home Forums General Questions How to find strike gap for a stock/index dynamically in options trading ? Reply To: How to find strike gap for a stock/index dynamically in options trading ?

Yes, so there’s no direct API that gives you β€œstrike gap”.

The one way to do that calculate it from available strikes from the any source like script master file.

So, the simple idea is Strike gap = difference between consecutive strikes

Can understand with simple steps:

Fetch option chain / instruments
Take available strikes
Sort them
Find difference
Can also refer below code:

def get_strike_gap(strikes):
    strikes = sorted(set(strikes))
    if len(strikes) < 2:
        return None
    gaps = [strikes[i+1] - strikes[i] for i in range(len(strikes)-1)]
    # Most common gap
    gap = min(gaps)
    return gap

# Sample - Inplace of this have the stricks from instrument/option chain
strikes = [19800, 19850, 19900, 19950, 20000]

gap = get_strike_gap(strikes)
print("Strike Gap:", gap)
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