Create Option Chain using PYTHON.

from tkinter import *

from tkinter import ttk

import sqlite3

import time

import threading

from datetime import datetime, timedelta

from dateutil.relativedelta import relativedelta

from kiteconnect import KiteConnect

root=Tk()

root.geometry("680x350")

root.config(background="black")

style= ttk.Style()

style.theme_use('winnative')

stopScan=False

def startThread():

    t1=threading.Thread(target=optionChain)

    t1.start()

def connectZerodha():

    global kite

    kite=KiteConnect(api_key="")

    request_token=entryToken.get()

    data=kite.generate_session(request_token,api_secret="")

    kite.set_access_token(data["access_token"])

    top.destroy()

    expiry()

    connectButton.config(bg="palegreen",text="CONNECTED")

def popup():

    global top,entryToken

    top=Toplevel(root)

    entryToken=ttk.Entry(top)

    entryToken.grid(row=0,column=0)

    Button(top,text="SUBMIT",command=connectZerodha).grid(row=0,column=1)

    

def expiry():

    quote=(kite.quote("NSE:NIFTY BANK"))

    price=(quote["NSE:NIFTY BANK"]["last_price"])

    price=(int(price)-(int)(price)%100)

    i=0

    error=False

    expireArray=[]

    while(i<30):

        year=(datetime.today()+timedelta(days=i)).strftime("%y")

        month=(int)((datetime.today()+timedelta(days=i)).strftime("%m"))

        day=(datetime.today()+timedelta(days=i)).strftime("%d")

        strike="BANKNIFTY"+str(year)+str(month)+str(day)+str(price)+"CE"

        try:

            quote=(kite.quote("NFO:"+strike))

            last_price=(quote["NFO:"+strike]["last_price"])

            expireArray.append(str(year)+"-"+str(month)+"-"+str(day))

        except:

            error=True

        i+=1

    year=(datetime.today()).strftime("%y")    

    month=((datetime.today()).strftime("%b")).upper()

    strike="BANKNIFTY"+str(year)+str(month)+str(price)+"CE"

    try:

        quote=(kite.quote("NFO:"+strike))

        print(quote)

        last_price=(quote["NFO:"+strike]["last_price"])

    except:

        year=(datetime.today()+relativedelta(months=1)).strftime("%y")    

        month=((datetime.today()+relativedelta(months=1)).strftime("%b")).upper()

    expireArray.append(str(year)+"-"+str(month))

    expiries["values"]=expireArray

def optionChain():

    global chainFrame

    strikeCount=20

    incrementor=50

    try:

        chainFrame.destroy()

    except:

        print()

    chainFrame=Frame(root)

    canvas=Canvas(chainFrame)

    scrollbar=ttk.Scrollbar(chainFrame,orient="vertical",command=canvas.yview)

    scrollableFrame=ttk.Frame(canvas)

    scrollableFrame.bind("<Configure>",lambda e:canvas.configure(scrollregion=canvas.bbox("all")))

    canvas.create_window((0,0),window=scrollableFrame,anchor="nw")

    canvas.configure(width=700,yscrollcommand=scrollbar.set)

    canvas.configure(height=700)

    canvas.pack(side="left",fill="both",expand=True)

    scrollbar.pack(side="right",fill="y")

    chainFrame.pack()

    quote=(kite.quote("NSE:NIFTY 50"))

    price=(quote["NSE:NIFTY 50"]["last_price"])

    if(index.get()=="BANKNIFTY"):

        quote=(kite.quote("NSE:NIFTY BANK"))

        price=(quote["NSE:NIFTY BANK"]["last_price"])

        incrementor=100

    price=(int(price)-(int)(price)%incrementor)

    Label(scrollableFrame,text="CE_OI",width=10,bg="gray",font=("Arial Black",10)).grid(row=0,column=0)

    Label(scrollableFrame,text="LTP",width=10,bg="gray",font=("Arial Black",10)).grid(row=0,column=1)

    Label(scrollableFrame,text="CHANGE",width=10,bg="gray",font=("Arial Black",10)).grid(row=0,column=2)

    Label(scrollableFrame,text="STRIKE",width=10,bg="gray",font=("Arial Black",10)).grid(row=0,column=3)

    Label(scrollableFrame,text="LTP",width=10,bg="gray",font=("Arial Black",10)).grid(row=0,column=4)

    Label(scrollableFrame,text="CHANGE",width=10,bg="gray",font=("Arial Black",10)).grid(row=0,column=5)

    Label(scrollableFrame,text="PE_OI",width=10,bg="gray",font=("Arial Black",10)).grid(row=0,column=6)

    i=1

    price-=(int)((strikeCount/2)*incrementor)

    instruments=[]

    while(i<=strikeCount):

        strike=expiries.get()

        strike=strike.replace("-","")

        strike=index.get()+strike+str(price)

        instruments.append("NFO:"+strike+"CE")

        instruments.append("NFO:"+strike+"PE")

        Label(scrollableFrame,text="",width=10,font=("Arial bold",10)).grid(row=i,column=0)

        Label(scrollableFrame,text="",width=10,font=("Arial bold",10)).grid(row=i,column=1)

        Label(scrollableFrame,text="",width=10,font=("Arial bold",10)).grid(row=i,column=2)

        label=Label(scrollableFrame,text=price,width=10,bg="burlywood2",font=("Arial bold",10))

        label.grid(row=i,column=3)

        Label(scrollableFrame,text="",width=10,font=("Arial bold",10)).grid(row=i,column=4)

        Label(scrollableFrame,text="",width=10,font=("Arial bold",10)).grid(row=i,column=5)

        Label(scrollableFrame,text="",width=10,font=("Arial bold",10)).grid(row=i,column=6)

        if(i==strikeCount/2):

            label.config(bg="springgreen")

        i+=1

        price+=incrementor

    quote=(kite.quote(instruments))

    i=1

    

    while(i<=strikeCount):

        widgets=scrollableFrame.winfo_children()

        widgets[i*7+1]["text"]=quote[instruments[(i-1)*2]]["last_price"]

        oi_data(quote[instruments[((i-1)*2)]]["instrument_token"],widgets[i*7],widgets[i*7+2],widgets[i*7+1])

        

        widgets[i*7+4]["text"]=quote[instruments[((i-1)*2)+1]]["last_price"]

        oi_data(quote[instruments[((i-1)*2)+1]]["instrument_token"],widgets[i*7+6],widgets[i*7+5],widgets[i*7+4])

        i+=1 

def oi_data(token,widget1,widget2,widget3):

        to_date=datetime.today().strftime("%Y-%m-%d %H:%M:%S")

        from_date = ((datetime.today()-timedelta(days=7)).strftime("%Y-%m-%d"))+" 09:15:00"

        data=(kite.historical_data(token, from_date, to_date, timeFrame.get(),False,True))

        widget1["text"]=data[len(data)-1]["oi"]

        widget2["text"]=data[len(data)-1]["oi"]-data[len(data)-2]["oi"]

        if(data[len(data)-1]["oi"]-data[len(data)-2]["oi"]>500000):

            widget1.config(bg="palegreen")

            widget2.config(bg="palegreen")

            widget3.config(bg="palegreen")

        elif(data[len(data)-1]["oi"]-data[len(data)-2]["oi"]<0):

            widget1.config(bg="red")

            widget2.config(bg="red")

            widget3.config(bg="red")

        else:

            widget1.config(bg="tomato1")

            widget2.config(bg="tomato1")

            widget3.config(bg="tomato1")

          

topFrame=Frame(root)

connectButton=Button(topFrame,text="NOT CONNECTED",command=popup,width=13,bg="red",fg="black",font=("Arial Black",10))

connectButton.grid(row=0,column=0)

index=ttk.Combobox(topFrame,values=["NIFTY","BANKNIFTY"],width=13,font=("Arial Bold",10))

index.grid(row=0,column=1)

expiries=ttk.Combobox(topFrame,values=[],width=13,font=("Arial Bold",10))

expiries.grid(row=0,column=2)

timeFrame=ttk.Combobox(topFrame,values=["5minute","10minute","15minute","30minute","60minute","day"],width=13,font=("Arial Bold",10))

timeFrame.grid(row=0,column=3)

Button(topFrame,text="OPTION CHAIN",command=startThread,width=13,bg="palegreen",fg="black",font=("Arial Black",10)).grid(row=0,column=4)

topFrame.config(background="black")

topFrame.pack()

root.mainloop()

IMPLEMENT THREAD TO SPEED UP

while(i<=strikeCount):

        widgets=scrollableFrame.winfo_children()

        widgets[i*7+1]["text"]=quote[instruments[(i-1)*2]]["last_price"]

        t1=threading.Thread(target=oi_data,args=(quote[instruments[(i-1)*2]]["instrument_token"],widgets[i*7],widgets[i*7+2],widgets[i*7+1]))

        t1.start()

        widgets[i*7+4]["text"]=quote[instruments[((i-1)*2)+1]]["last_price"]

        t1=threading.Thread(target=oi_data,args=(quote[instruments[((i-1)*2)+1]]["instrument_token"],widgets[i*7+6],widgets[i*7+5],widgets[i*7+4]))

        t1.start()

        i+=1