Download NIFTY expired options data (Parquet / CSV)

Options Data (optionsdata.shop) sells NIFTY expired option-chain history as downloadable Parquet files — every weekly and monthly expiry, every strike, calls and puts — with 1-minute OHLC, volume and open interest from JAN 2023 to OCT 2026 (930 trading days), plus narrower 1-second chains from JAN 2023 to SEP 2026. Pay once by UPI and keep the files. Convert any file to CSV with one line of pandas. No Greeks or bid/ask.

NIFTY options pack Free sample Expired contracts dataset Free sample (no email) File schema

Dates on this page are read from the live file catalog, not typed by hand. Full matrix: /coverage.

What "expired options data" means here

Brokers drop a contract from their live chain the day it expires. For backtests you need those retired weeklies and monthlies still on disk, with the same strikes and timestamps they had while live.

This archive files one Parquet per trading day per expiry (name like NIFTY_OPT_1min_2026-09-10_exp2026-09-15.parquet). Expired contracts are included by design — that is the product. Continuous 1-minute NIFTY options coverage: JAN 2023 → OCT 2026 (catalog verified 2026-10-01).

NIFTY options (1-min and 1-sec) and futures carry open interest. Many older option files also carry an iv column from the data feed on most older option files (not independently verified).

Free and cheap alternatives (check these first)

NSE Historical Contract-wise Price Volume: official end-of-day CSV, one contract query at a time. Fine for EOD; no intraday bars.

Broker expired-options APIs: some brokers expose expired F&O contracts through their historical-data APIs, free with an account; depth is typically a rolling window of months and strike limits apply — read the current docs before relying on depth.

Community CSVs: free dumps and NSE bhavcopy collectors exist; coverage and cleaning vary, and they are usually end-of-day or partial chains.

Use Options Data when you want multi-year, full-chain, minute (or second) bars already cleaned into Parquet without writing a downloader.

How to download and open a file

1. Grab the free sample (no email) and confirm columns against /free/schema.

2. Buy a NIFTY pack — options-only 3-year (AUG 2023 → AUG 2026) or NIFTY Complete with futures and spot — or request a custom window on /request.

3. After UPI payment is approved, open the zip and load Parquet (or export CSV):

import pandas as pd
df = pd.read_parquet("NIFTY_OPT_1min_2026-09-10_exp2026-09-15.parquet")
# optional CSV:
df.to_csv("NIFTY_OPT_1min_2026-09-10_exp2026-09-15.csv", index=False)
print(df.columns.tolist())
print(df["expiry_date"].iloc[0] if "expiry_date" in df.columns else df["expiry"].iloc[0])

1-minute vs 1-second expired chains

1-minute: full listed expiries each day across JAN 2023 → OCT 2026. Right default for most strategy research.

1-second: JAN 2023 → SEP 2026, nearest expiries only (Option files up to 29 Jun 2026 hold one expiry per trading day (the nearest weekly, calls and puts, strikes around the money); from 30 Jun 2026 each day has three expiries (the nearest weeklies plus the current monthly).) — use for expiry-day gamma, tight stops, or slippage studies. See the NIFTY 1-second dataset.

Neither product is tick-by-tick trade prints.

Exactly which fields are in the files

Options files

Column (layout A · layout B)	Type	Meaning
datetime · timestamp	timestamp	Bar start time, IST wall-clock (e.g. 2026-09-10 09:15:00)
stock_code · —	string	Underlying as the source names it: NIFTY, or BSESEN for SENSEX
exchange_code · —	string	NFO (NSE F&O) or BFO (BSE F&O)
product_type · —	string	Options
expiry_date · expiry	string	Contract expiry (A: 15-SEP-2026, B: 2026-09-15)
strike_price · strike	number	Strike price
right · option_type	string	A: Call / Put, B: CE / PE
open / high / low / close	float	Traded premium OHLC within the bar
volume	int	Volume traded in the bar, as reported by the source
open_interest · oi	int	Open interest at that bar (SENSEX has gaps where it is 0 — see /free/schema)
— · iv	float	Implied volatility taken as-is from the data feed; not independently computed or verified. Layout B only

Not in any file: Greeks, bid/ask quotes, order-book depth or tick-by-tick trade prints. Many option files do include an iv column taken as-is from the data feed (not independently computed or verified) — see /free/schema for the date ranges.

Format: Parquet (one file per trading day per contract expiry). Validate on the free sample and the schema page before buying.

FAQ

Where can I download NIFTY expired options data?

Options Data sells NIFTY expired weekly and monthly option chains as Parquet (1-minute JAN 2023 → OCT 2026; 1-second JAN 2023 → SEP 2026), paid once by UPI. Free shallow options include NSE EOD reports and broker expired-options APIs.

Is the download CSV or Parquet?

Files ship as Parquet. Convert with pandas: pd.read_parquet(f).to_csv(f.replace(".parquet", ".csv"), index=False).

Do you include every strike on expired weeklies?

Yes at 1-minute: every strike listed for that expiry on that trading day, calls and puts. 1-second packs hold nearest expiries and strikes around the money — see the 1-second dataset page.

How is this different from a broker expired-options API?

Those APIs are free with a broker account but are rate-limited and usually cover a rolling window of months. This shop is a multi-year offline archive you download once; it is not a live API and not exchange-authorised.

Does expired NIFTY data include IV or Greeks?

No Greeks or bid/ask. Most 1-minute option files from Jul 2023 to 14 Aug 2026 (and 1-second files to 29 Jun 2026) include an iv column taken as-is from the data feed; it is not independently verified. Other files have no iv.

Next steps

1. Download the free sample · 2. Check columns on /free/schema · 3. Buy with UPI.

NIFTY options pack Free sample Expired contracts dataset Free sample

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