Module india 

Constants

NSE_RISK_FREE_RATE

NSE risk-free rate (91-day T-bill, updated quarterly). Current value as of May 2026.

Functions

dte_calendar

Days to expiry from today to expiry date (calendar days). NSE options expire at 15:30 IST on expiry day.

moneyness

Moneyness classification (from Call option perspective). Returns “ITM”, “ATM”, or “OTM”.

nse_lot_size

NSE standard lot sizes. Hardcoded current values (Revised: April 2026).

t_years

Time to expiry in years for Black-Scholes. Uses calendar days / 365.0 as per NSE convention.