Python Option delta calculation

 from py_vollib.black_scholes.implied_volatility import implied_volatility

from py_vollib.black_scholes.greeks.analytical import delta

# for buy trade itm means 55400,55300....call
# for sell trade itm means 55400, 55500...put
def getstrikes_put(ltp, step , strikestep):
    result = {}
    result[int(ltp)] = None

    for i in range(step):
        result[int(ltp + strikestep * (i + 1))] = None
    return result

def getstrikes_call(ltp, step , strikestep):
    result = {}
    result[int(ltp)] = None
    for i in range(step):
        result[int(ltp - strikestep * (i + 1))] = None

    return result

def fetchcorrectstrike(strikelist):
    target_value = 0.6
    closest_key = None
    min_difference = float('inf')

    for key, value in strikelist.items():
        if value > target_value and value - target_value < min_difference:
            min_difference = value - target_value
            closest_key = key

    return closest_key
def convert_date_to_short_format(date_string):
    # Parse the date string into a datetime object
    date_obj = datetime.strptime(date_string, "%Y-%m-%d")
    # Format the datetime object into the desired short format
    short_format = date_obj.strftime("%y%b").upper()  # Convert to uppercase
    return short_format
def convert_julian_date(julian_date):
    input_format = "%y%m%d"
    parsed_date = datetime.strptime(str(julian_date), input_format)
    desired_time = "15:30:00"
    formatted_date_with_time = parsed_date.replace(hour=15, minute=30, second=0)

    return formatted_date_with_time


def get_delta(strikeltp,underlyingprice,strike,timeexpiery,riskfreeinterest,flag):
    # flag me  call  'c' ya put 'p'
    from py_vollib.black_scholes.greeks.analytical import delta
    iv= implied_volatility(price=strikeltp,S=underlyingprice,K=strike,t=timeexpiery,r=riskfreeinterest,flag=flag)
    value = delta(flag,underlyingprice,strike,timeexpiery,riskfreeinterest,iv)
    print("delta",value)
    return value

def option_delta_calculation(symbol,expiery,strike,optiontype,underlyingprice,MODE):
    optionsymbol = f"NSE:{symbol}{expiery}{strike}{optiontype}"
    if symbol == "SENSEX":
        optionsymbol = f"BSE:{symbol}{expiery}{strike}{optiontype}"

    optionltp= FyresIntegration.get_ltp(optionsymbol)
    print("expiery: ",expiery)
    if MODE=="WEEKLY":
        distanceexp=convert_julian_date(expiery)
    if MODE=="MONTHLY":
        distanceexp=expiery
    print("distanceexp: ",distanceexp)
    t= (distanceexp-datetime.now())/timedelta(days=1)/365
    print("t: ",t)
    if optiontype=="CE":
        fg="c"
    else :
        fg = "p"
    print("optionltp: ",optionltp)
    print("underlyingprice: ", underlyingprice)
    print("strike: ", strike)
    value=get_delta(strikeltp=optionltp, underlyingprice=underlyingprice, strike=strike, timeexpiery=t,flag=fg ,riskfreeinterest=0.1)
    return value

Function calling

strikelist = getstrikes_call(ltp=round_to_nearest(number=currentBar_close, nearest=params['strikestep']),
                             step=params['StrikeNumber'],
                             strikestep=params['strikestep'])
for strike in strikelist:
    delta = float(
        option_delta_calculation(symbol=symbol, expiery=params['TradeExpiery'], strike=strike,
                                 optiontype="CE",
                                 underlyingprice=currentBar_close, MODE=params["USEEXPIERY"]))
    strikelist[strike] = delta
final = get_max_delta_strike(strikelist)