From what I’ve dug into Alpha Vantage’s official docs and API capabilities, the short answer is no—their public API doesn’t currently support fetching stock or index option data, including for India’s NSE.

Let me break this down a bit more:

• Alpha Vantage’s core focus is on traditional market data: things like price quotes, technical indicators (like the EMA you’re using in your example), fundamental metrics, and some crypto/forex data. Options aren’t part of their supported endpoints right now, even for major global exchanges, let alone NSE-specific options.
• Even if you look into their paid subscription tiers, there’s no public mention of adding option data access. If you’re really set on using Alpha Vantage, your best bet would be to reach out directly to their support team to ask if this is a feature they’re planning, or if there’s an enterprise-level workaround they offer.

If you need NSE option data urgently, here are a few alternatives to consider:

• Look into NSE’s own official data distribution services—they offer structured access to option chain data for listed securities and indices.
• Explore specialized financial data platforms that focus on derivatives markets; many cater to Indian exchanges and provide reliable option data feeds.
• If you want to combine option data with Alpha Vantage’s stock/indicator data, you’d need to pull option data from another source first, then merge it with the Alpha Vantage datasets in your code.

内容的提问来源于stack exchange，提问作者vaibhav shah