Analysis API

The Analysis API is the market data half of the Stolo Developer API. It covers what an options script needs before it trades: the ATM strike and expiries for an underlying, the option chain for one expiry, and minute candles for any option. Every endpoint lives under /analysis. Data for the current trading day is free; a request for a past date is charged in Stolo Tokens, and the same request is free again for 24 hours (see token charges).

All four are GET requests. Send the fields as query parameters, such as ?symbol=NIFTY&date=2026-09-24, with no request body. URL-encode the values, so a symbol with a space like INDIA VIX goes as INDIA%20VIX (requests and URLSearchParams do this for you). A blank optional parameter, such as date=, counts as not sent. Calling one of these endpoints with POST returns 405, and isn't charged.

Endpoint	What it returns
`GET /analysis/symbol/info`	ATM strike, exchange, sector, and the next five expiries for a spot symbol
`GET /analysis/option-chain`	Calls and puts for 41 strikes around the ATM, live or for a past date, with IV and Greeks
`GET /analysis/candles/intraday`	Candles for the latest completed session
`GET /analysis/candles/historical`	Candles for any date range, up to 30 days per call

The usual order is the order of this page: symbol info gives you the expiry, the option chain gives you the option symbol, and the candles use that symbol.

Symbol Info

The Symbol Info API is usually your first call for an underlying. It tells you the at-the-money strike and the next five expiry dates, which are exactly the two things you need to ask for the right option chain. Pass a past date and you get both as they stood on that day.

`GET /analysis/symbol/info`

Query parameters

Field	Type	Required	Description
`symbol`	string	Yes	A spot symbol, such as `NIFTY`, `BANKNIFTY`, or `RELIANCE`. Option and futures symbols are rejected
`date`	string	No	`YYYY-MM-DD`. Defaults to the current market date

curl
Python
JavaScript

curl 'https://algoapi.stolo.in/v1/analysis/symbol/info?symbol=NIFTY&date=2026-09-24' \
  -H 'Authorization: Bearer YOUR_TOKEN'

res = requests.get(
    "https://algoapi.stolo.in/v1/analysis/symbol/info",
    params={"symbol": "NIFTY", "date": "2026-09-24"},
    headers={"Authorization": f"Bearer {token}"},
    timeout=10,
)
info = res.json()["data"]

const query = new URLSearchParams({ symbol: "NIFTY", date: "2026-09-24" });
const res = await fetch(`https://algoapi.stolo.in/v1/analysis/symbol/info?${query}`, {
  headers: { Authorization: `Bearer ${token}` },
});
const info = (await res.json()).data;

Response

The data field of the response (values are illustrative):

{
  "symbol": "NIFTY",
  "name": "NIFTY",
  "sector": "index",
  "exchange": "NSE",
  "date": "2026-09-24",
  "atm": 25100,
  "expiries": ["2026-09-29", "2026-10-06", "2026-10-13", "2026-10-20", "2026-10-27"]
}

Field	Type	Description
`symbol`	string	The spot symbol
`name`	string	Display name
`sector`	string	Sector, or `index` for indices
`exchange`	string	Exchange, for example `NSE`
`date`	string	The date the answer applies to (`YYYY-MM-DD`). This is the date you sent, or the current market date if you didn't send one
`atm`	number or `null`	The at-the-money strike: the spot's last traded price on `date`, rounded to the nearest listed strike. `null` when there's no price or no strikes for that date
`expiries`	string[]	Up to the next five expiry dates on or after `date`, nearest first. An expiry that falls on `date` itself is included. Empty for a spot with no F&O contracts

This endpoint doesn't return the lot size.

Errors

HTTP	`message`	Cause
`404`	`Symbol not found`	The spot symbol isn't one Stolo tracks
`422`	`Only spot symbols are allowed`	You sent an option or futures symbol
`422`	`Validation failed`	`symbol` is missing, or `date` isn't a valid date

How to use it

Picking the chain to load. Take expiries[0] for the current weekly, or expiries[1] to skip an expiry-day chain that's about to die. Pass it as expiry to /analysis/option-chain.

Finding the ATM contract. atm tells you which row of the option chain is at the money. With "atm": 25100, the NIFTY ATM call and put are the strike: 25100 row.

Looking back. With a past date, both atm and expiries are as of that session. For example, on an expiry Tuesday expiries[0] is that same day, because an expiry on date is still listed.

note

atm comes from the last price of the day for past dates, and from the latest price during a live session. It moves as the market moves, so re-read it before you rely on it.

Option Chain

The Option Chain API returns calls and puts for one underlying and one expiry: up to 20 strikes above and 20 below the at-the-money strike, each with its last traded price (LTP), open interest (OI), volume, the day's opening values, and implied volatility and Greeks (delta, gamma, theta, vega). During market hours the prices are live. Pass a past date and you get the chain as it closed that day.

It's also where you get option symbols for the candle endpoints. If the terms are new, the guide on how to read an option chain covers them.

`GET /analysis/option-chain`

Query parameters

Field	Type	Required	Description
`symbol`	string	Yes	A spot symbol, such as `NIFTY` or `BANKNIFTY`
`date`	string	No	`YYYY-MM-DD`. Defaults to the current market date. A past date returns that day's closing chain
`expiry`	string	No	`YYYY-MM-DD`. Defaults to the nearest expiry on or after `date`. Must be one of the symbol's listed expiries; get them from `/analysis/symbol/info`

curl
Python
JavaScript

curl 'https://algoapi.stolo.in/v1/analysis/option-chain?symbol=NIFTY&expiry=2026-09-29' \
  -H 'Authorization: Bearer YOUR_TOKEN'

res = requests.get(
    "https://algoapi.stolo.in/v1/analysis/option-chain",
    params={"symbol": "NIFTY", "expiry": "2026-09-29"},
    headers={"Authorization": f"Bearer {token}"},
    timeout=10,
)
chain = res.json()["data"]

const query = new URLSearchParams({ symbol: "NIFTY", expiry: "2026-09-29" });
const res = await fetch(`https://algoapi.stolo.in/v1/analysis/option-chain?${query}`, {
  headers: { Authorization: `Bearer ${token}` },
});
const chain = (await res.json()).data;

Response

data is an array with one row per strike, lowest strike first (values are illustrative and trimmed to one row):

[
  {
    "strike": 25100,
    "call": {
      "symbol": "NIFTY26092925100CE",
      "strike": 25100,
      "option_type": "CE",
      "ltp": 142.35,
      "oi": 5821125,
      "volume": 48213900,
      "iv": 13.42,
      "delta": 0.5187,
      "gamma": 0.0014,
      "theta": -18.62,
      "vega": 12.09,
      "open_tick": {
        "symbol": "NIFTY26092925100CE",
        "price": 118.6,
        "volume": 402150,
        "oi": 4960500,
        "time": "...",
        "ohlc": { "...": "..." }
      }
    },
    "put": {
      "symbol": "NIFTY26092925100PE",
      "strike": 25100,
      "option_type": "PE",
      "ltp": 96.8,
      "oi": 6310875,
      "volume": 51877500,
      "iv": 13.85,
      "delta": -0.4813,
      "gamma": 0.0014,
      "theta": -17.94,
      "vega": 12.09,
      "open_tick": { "...": "..." }
    }
  }
]

Row fields

Field	Type	Description
`strike`	number	The strike price
`call`	object	The call (CE) at this strike
`put`	object	The put (PE) at this strike

Leg fields (`call` and `put`)

Field	Type	Description
`symbol`	string	The option symbol. Use it as-is for the candle endpoints
`strike`	number	Strike price
`option_type`	string	`CE` or `PE`
`ltp`	number	Last traded price in rupees
`oi`	number	Open interest, as reported by the exchange feed
`volume`	number	Traded volume for the day so far
`iv`	number or `null`	Implied volatility, annualized and in percent (`13.42` means 13.42%, not 0.1342), solved independently for this leg from its own `ltp`. `null` when there's no reliable price to solve from (see IV and Greeks)
`delta`	number or `null`	Option delta
`gamma`	number or `null`	Option gamma
`theta`	number or `null`	Option theta, per calendar day
`vega`	number or `null`	Option vega, per 1 point of volatility
`open_tick`	object	The option's first tick of the day: `price`, `volume`, `oi`, `time`, and `ohlc`

Legs carry a few more instrument fields than the ones listed here, and the set can grow. Ignore fields you don't use rather than failing on unknown ones.

IV and Greeks

iv, delta, gamma, theta, and vega are computed server-side from Black-Scholes, using the leg's own ltp and the chain's spot price at the same instant — so a call and its matching put always get their own independently-solved IV (they trade at different implied vols in practice; Stolo never mirrors one side's IV onto the other). rho isn't returned.

A leg gets null for all five fields, instead of a misleading 0, when there's no reliable price to solve from: before the leg's first trade of the day, or within the last 2 minutes before expiry (implied vol is numerically unstable that close to expiry and isn't worth trusting). Treat null as "nothing to show," not "IV is zero."

What's in the chain

Up to 41 strikes. The ATM strike plus 20 on each side. Near the edge of the listed strikes you get fewer.
Only complete strikes. A strike is included only when both its call and put exist. You'll never see a row with a missing leg.
Live during the session. With no date, or today's date, ltp, oi, and volume come from Stolo's continuously updated intraday tick store. There's no delay and no 3:40 PM cutoff here, unlike candles.
Closing values for past dates. With a past date, the values are the last ones recorded that session.
Before the open. Before the first tick of the day, expect missing or stale ltp, oi, and open_tick values, and null for iv/delta/gamma/theta/vega, rather than an error.

Errors

HTTP	`message`	Cause
`422`	`Invalid expiry for this symbol`	`expiry` isn't a listed expiry for this symbol, or it's before `date`
`422`	`No expiry found for this symbol`	You left out `expiry` and the symbol has no upcoming expiry, for example a spot with no F&O contracts
`422`	`No data available for select expiry`	No strikes around the ATM have data for this expiry
`422`	`Validation failed`	`symbol` is missing, `date` isn't a date, or `expiry` isn't `YYYY-MM-DD`
`501`	`Option Chain data not found for the selected Instrument and Expiry`	Stolo has no chain stored for this symbol, expiry, and date
`502`	varies	An internal Stolo service didn't respond. Retry with backoff

Working with the chain

Change in OI since the open

There's no ready-made OI change field. Compute it from the opening tick:

for row in chain:
    ce = row["call"]
    oi_change = ce["oi"] - ce["open_tick"]["oi"]

In the example above, the 25100 CE opened the day at 4,960,500 OI and now shows 5,821,125: an addition of 860,625, or about 17%. Rising OI with a rising premium points to fresh long positions; rising OI with a falling premium points to fresh writing. The open interest guide goes deeper on reading these.

Put-call ratio for the visible strikes

total_put_oi = sum(row["put"]["oi"] for row in chain)
total_call_oi = sum(row["call"]["oi"] for row in chain)
pcr = total_put_oi / total_call_oi

This is the PCR for the 41 strikes returned, not the whole expiry. It's close for liquid indices, where far strikes carry little OI, but not identical.

Finding a strike

atm_row = next(r for r in chain if r["strike"] == info["atm"])
atm_ce_symbol = atm_row["call"]["symbol"]  # feed this to /analysis/candles/historical

info here is the response from /analysis/symbol/info.

How often to poll

Each chain call costs one request against your rate limit, and the limit is 3,000 calls a day. Three underlyings every 30 seconds uses about 2,250 of those in a session; eight underlyings once a minute would use all 3,000. One call already returns every strike you need, so ask for the chain rather than individual strikes, and poll only as often as your strategy actually acts.

Candles

The Candles API returns price candles for a single option: open, high, low, close, volume, and open interest for each interval, built from Stolo's one-minute data. Pick any whole-minute resolution your strategy uses: 1, 3, 5, 15, or anything else. There are two endpoints: one for the latest completed session and one for any date range you choose, up to 30 days per request.

The 3:40 PM rule

Read this before anything else in this section. A session's candles become available at 3:40 PM IST, after the market closes. Until then, a request for today's candles quietly falls back to the previous trading day.

When you call	What `/analysis/candles/intraday` returns
Tuesday 11:00 AM	Monday's candles
Tuesday 3:39 PM	Monday's candles
Tuesday 3:40 PM onward	Tuesday's candles
Saturday	Friday's candles

The same rule applies to /analysis/candles/historical when your range reaches today, or any date after the last available session: the end of the range is pulled back to the last available session. The response always tells you what happened by echoing the dates you asked for next to the dates actually used. If they differ, the fallback kicked in.

Need prices during the session?

Candles aren't built for live use. For prices while the market is open, read the option chain, which returns live LTP, OI, and volume for every strike.

`GET /analysis/candles/intraday`

Candles for the latest completed session (see the 3:40 PM rule above).

Field	Type	Required	Description
`symbol`	string	Yes	An option symbol, such as `NIFTY26092925100CE`
`resolution`	integer	Yes	Candle size in minutes. Any whole number from 1 up

There's no date parameter; the server works out the session for you.

curl 'https://algoapi.stolo.in/v1/analysis/candles/intraday?symbol=NIFTY26092925100CE&resolution=5' \
  -H 'Authorization: Bearer YOUR_TOKEN'

The response has requested_date (the current market date) and effective_date (the session you actually got):

{
  "symbol": "NIFTY26092925100CE",
  "requested_date": "2026-09-28",
  "effective_date": "2026-09-25",
  "resolution": 5,
  "data": [
    { "timestamp": "2026-09-25 09:15:00", "open": 131.4, "high": 138.0, "low": 127.9, "close": 135.2, "volume": 2104500, "oi": 6118875 }
  ]
}

That example was called on Monday morning, so it fell back to Friday's session.

`GET /analysis/candles/historical`

Candles for one session, or every session in a date range.

Field	Type	Required	Description
`symbol`	string	Yes	An option symbol, such as `NIFTY26092925100CE`
`start_date`	string	Yes	First session, `YYYY-MM-DD`
`end_date`	string	No	Last session, `YYYY-MM-DD`. Leave it out for just the `start_date` session
`resolution`	integer	Yes	Candle size in minutes. Any whole number from 1 up

The range is inclusive and can cover at most 30 calendar days, so 2026-09-01 to 2026-09-30 is the longest range starting on 1 September. Weekends and holidays inside the range just contribute no candles. For a longer history, split it into 30-day requests.

curl
Python
JavaScript

curl 'https://algoapi.stolo.in/v1/analysis/candles/historical?symbol=NIFTY26092925100CE&start_date=2026-09-21&end_date=2026-09-25&resolution=5' \
  -H 'Authorization: Bearer YOUR_TOKEN'

import pandas as pd

res = requests.get(
    "https://algoapi.stolo.in/v1/analysis/candles/historical",
    params={"symbol": "NIFTY26092925100CE", "start_date": "2026-09-21", "end_date": "2026-09-25", "resolution": 5},
    headers={"Authorization": f"Bearer {token}"},
    timeout=10,
)
payload = res.json()["data"]
df = pd.DataFrame(payload["data"])
df["timestamp"] = pd.to_datetime(df["timestamp"])
df[["open", "high", "low", "close", "volume", "oi"]] = df[["open", "high", "low", "close", "volume", "oi"]].astype(float)
df["session"] = df["timestamp"].dt.date  # one range call can span several sessions

const query = new URLSearchParams({ symbol: "NIFTY26092925100CE", start_date: "2026-09-21", end_date: "2026-09-25", resolution: "5" });
const res = await fetch(`https://algoapi.stolo.in/v1/analysis/candles/historical?${query}`, {
  headers: { Authorization: `Bearer ${token}` },
});
const { effective_start_date, effective_end_date, data: candles } = (await res.json()).data;

Response

Values are illustrative and trimmed to two candles:

{
  "symbol": "NIFTY26092925100CE",
  "start_date": "2026-09-21",
  "end_date": "2026-09-25",
  "effective_start_date": "2026-09-21",
  "effective_end_date": "2026-09-25",
  "resolution": 5,
  "data": [
    { "timestamp": "2026-09-21 09:15:00", "open": 96.2, "high": 101.5, "low": 93.8, "close": 99.4, "volume": 1520325, "oi": 3902250 },
    { "timestamp": "2026-09-25 15:25:00", "open": 162.9, "high": 164.0, "low": 160.1, "close": 162.4, "volume": 948750, "oi": 6205125 }
  ]
}

Field	Type	Description
`symbol`	string	The symbol you asked for
`start_date`	string	The start date you sent
`end_date`	string	The end date you sent, or the same as `start_date` if you didn't send one
`effective_start_date`	string	The first session actually queried
`effective_end_date`	string	The last session actually queried, after the 3:40 PM rule
`resolution`	number	Candle size in minutes
`data`	array	Candles for every session in the range, oldest first. Use each `timestamp` to tell sessions apart

When end_date is past the last available session, only the end moves back. The start moves too only when the whole range lies past that session. For example, on Monday 28 September at 11 AM:

You send	You get
`start_date` 2026-09-21, `end_date` 2026-09-28	21 to 25 September (Monday's session isn't ready yet)
`start_date` 2026-09-28, no `end_date`	25 September only

Candle fields

Both endpoints return the same candle objects in data:

Field	Description
`timestamp`	Start of the candle, in IST. The 9:15 candle at 5-minute resolution covers 9:15:00 to 9:19:59
`open`	First price in the candle
`high`	Highest price in the candle
`low`	Lowest price in the candle
`close`	Last price in the candle
`volume`	Total volume traded in the candle
`oi`	Open interest at the end of the candle

Cast numeric fields with float() or Number() rather than assuming their JSON type.

How many candles to expect

Candles are aligned to the clock in IST, not to the market open. For sizes that fit evenly into 9:15 (1, 3, 5, and 15 minutes), the first candle starts at 9:15 AM and a full session from 9:15 AM to 3:30 PM (375 minutes) gives:

Resolution	Candles in a full session
1 minute	375
3 minutes	125
5 minutes	75
15 minutes	25

For other sizes, such as 30 or 45 minutes, the first candle can be stamped before 9:15 (for example 9:00 at 30 minutes) and holds only the minutes after the open. Its open is still the first traded price of the day. If you need candles anchored exactly on 9:15, request 1, 3, 5, or 15-minute candles and combine them yourself.

A thinly traded strike can have fewer candles, because a minute with no trades produces no row and an interval with no rows produces no candle. Don't assume a fixed count; use the timestamps.

Empty results

An empty data array is not an error. It usually means one of these:

The symbol string is wrong. Copy it from the option chain rather than building it.
The contract didn't exist or hadn't started trading on that date.
Every day in the range was a weekend or holiday. Check the effective dates against the calendar.

Errors

HTTP	`message`	Cause
`422`	`Validation failed`	`symbol` is missing, or `resolution` isn't a whole number of 1 or more
`422`	`Validation failed`	Historical only: `start_date` is missing, a date isn't valid, `end_date` is before `start_date` (`End date must be on or after the start date`), or the range is longer than 30 days (`Date range can't exceed 30 days`)
`402`	`You don't have enough Stolo Tokens for this action`	The balance can't cover every new past day returned. See token cost

The detail for each failed field is in data, as described in validation errors.

Token cost

Both candle endpoints are charged 1 Stolo Token per symbol per past day that returns candles, whatever the resolution. The current trading day, weekends, and holidays are free, so /analysis/candles/intraday costs nothing once today's session is served (after 3:40 PM); before that it returns the previous session, which is charged. The same symbol and day is free to request again, through either endpoint, for 24 hours after it was charged. If your balance can't cover every new day, the request fails with 402 and nothing is charged. Token charges has a worked example.

Worked example: an opening range on the ATM call

You want the 9:15 to 9:30 range of the NIFTY 25100 CE on 24 September 2026, then how it closed.

Request 15-minute candles: {"symbol": "NIFTY26092925100CE", "start_date": "2026-09-24", "resolution": 15}.
The first candle (09:15:00) has high: 131.2 and low: 115.2. That's the opening range: 16 points wide, about 13% of the premium.
The last candle (15:15:00) closes at 162.4, 31.2 points above the range high.

Widen the request to a range, for example start_date 2026-09-01 and end_date 2026-09-30, and group the candles by session. Now you have the raw data to test an opening range breakout rule on options across a month, in one call. Remember that each option contract only trades until its expiry, so for longer studies pick the contract that was near the money in each week. Stolo's ORB screener does the same study on stocks.

Symbol Info​

GET /analysis/symbol/info​

Query parameters​

Response​

Errors​

How to use it​

Option Chain​

GET /analysis/option-chain​

Query parameters​

Response​

Row fields​

Leg fields (call and put)​

IV and Greeks​

What's in the chain​

Errors​

Working with the chain​

Change in OI since the open​

Put-call ratio for the visible strikes​

Finding a strike​

How often to poll​

Candles​

The 3:40 PM rule​

GET /analysis/candles/intraday​

GET /analysis/candles/historical​

Response​

Candle fields​

How many candles to expect​

Empty results​

Errors​

Token cost​

Worked example: an opening range on the ATM call​

Related guides​

Symbol Info

`GET /analysis/symbol/info`

Query parameters

Response

Errors

How to use it

Option Chain

`GET /analysis/option-chain`

Query parameters

Response

Row fields

Leg fields (`call` and `put`)

IV and Greeks

What's in the chain

Errors

Working with the chain

Change in OI since the open

Put-call ratio for the visible strikes

Finding a strike

How often to poll

Candles

The 3:40 PM rule

`GET /analysis/candles/intraday`

`GET /analysis/candles/historical`

Response

Candle fields

How many candles to expect

Empty results

Errors

Token cost

Worked example: an opening range on the ATM call

Related guides