Feature Request: Add Support for Option Greeks, IV, and OI via Upstox

[gshudhanshu]

Hi team,

First of all, thank you for the great work on this project!

I’d like to request support for fetching Option Greeks, Implied Volatility (IV), and Open Interest (OI) using the Upstox. According to their documentation here:
Upstox Market Feed v3

The live feed includes the following key data points:

• Delta, Gamma, Theta, Vega (Greeks)
• IV (Implied Volatility)
• OI (Open Interest)

Adding support for these in the data pipeline would make the platform even more powerful for options traders.

Thanks again 🙌
Shudhanshu