NSE option chain historical data in CSV or Parquet

Options Data (optionsdata.shop) provides historical NSE option chains for NIFTY as minute-by-minute Parquet files — one file per trading day per expiry, holding every strike on both calls and puts with OHLC, volume and open interest — covering JAN 2023 to SEP 2026. Any file converts to CSV with one line of pandas. The chain is rebuilt from 1-minute contract bars, not scraped from NSE's option-chain page, so it has no Greeks or bid/ask columns (files from Jul 2023 to 14 Aug 2026 include a feed-supplied iv column, not independently verified); change in OI is derived from the OI column.

NIFTY option chain packs Buy NIFTY Options · 3 years Free sample (no email) File schema

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

Snapshot vs. bars: what "historical option chain" means here

NSE's live option-chain page shows a snapshot — LTP, OI, change in OI, IV and best bid/ask per strike — and its CSV export only covers the current contracts. It does not publish an intraday archive of those snapshots.

What Options Data sells is the chain as 1-minute bars per contract: for each strike and side, the traded open, high, low and close in that minute, the volume, and the open interest. To see the chain "as of 10:30 on a given day", you take the 10:30 bar of every strike in that day's file. There are no Greeks or bid/ask; files from Jul 2023 to 14 Aug 2026 also carry an iv column from the data feed (not independently verified).

How the files are organised

File names encode the instrument, segment, timeframe, trading day and expiry: NIFTY_OPT_1min_<trade-date>_exp<expiry>.parquet. A single trading day typically has several files, one per listed expiry (near weekly, next weeklies, monthly).

The archive holds NIFTY 1-minute chains for 929 trading days (JAN 2023 → SEP 2026). A second-level version exists too: NIFTY 1-second chains for JAN 2023 → SEP 2026.

Rebuild the chain at one minute (pandas)

Columns below are the layout A names used by the sample and recent files. Most files from Jul 2023 to 14 Aug 2026 use layout B (timestamp, strike, option_type, expiry, oi, iv) — the rename line maps them. See the file schema.

import pandas as pd
df = pd.read_parquet("NIFTY_OPT_1min_2026-09-10_exp2026-09-15.parquet")
# older files use layout B names; map them to the sample names
df = df.rename(columns={"timestamp": "datetime", "strike": "strike_price",
                        "option_type": "right", "expiry": "expiry_date",
                        "oi": "open_interest"})
if "right" in df:
    df["right"] = df["right"].replace({"CE": "Call", "PE": "Put"})
snap = df[df["datetime"] == "2026-09-10 10:30:00"]
chain = snap.pivot_table(index="strike_price", columns="right",
                         values=["close", "open_interest", "volume"])
print(chain.head(20))

# change in OI since the open, per strike and side
df = df.sort_values("datetime")
df["oi_change"] = df["open_interest"] - df.groupby(["strike_price", "right"])["open_interest"].transform("first")

# CSV, if your tools need it
df.to_csv("NIFTY_OPT_1min_2026-09-10_exp2026-09-15.csv", index=False)

Free alternatives, and when they are enough

NSE Historical Contract-wise Price Volume Data (nseindia.com → Historical Reports → Derivatives) exports daily OHLC, settlement price and OI as CSV. F&O bhavcopy files give every contract's daily summary. Both are free and official — use them if your study is end-of-day.

If you need intraday chains across expired contracts, the options are broker APIs (write and run your own downloader), vendor subscriptions, or a ready-made archive like this one.

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 historical NSE option chain data as CSV?

For end-of-day data, NSE's Historical Contract-wise report exports CSV for free. For intraday chains, Options Data sells NIFTY chains as 1-minute Parquet files (JAN 2023 to SEP 2026) that convert to CSV with one pandas line.

Does the historical chain include IV, Greeks or bid/ask?

No Greeks and no bid/ask. Files from Jul 2023 to 14 Aug 2026 include an iv column taken as-is from the data feed (not independently computed or verified); Jan–Jun 2023 files and files from 17 Aug 2026 have no iv column.

Can I see the option chain at a specific time on a past day?

Yes — filter that day's file to the minute you want and pivot by strike and right (call/put). Every listed strike for that expiry is present.

Is change in open interest included?

Not as a column, but NIFTY option files carry OI on every row (open_interest or oi, depending on layout), so change in OI over any window is a one-line groupby.

Which indices are covered?

NIFTY on NSE and SENSEX on BSE (SENSEX 1-minute chains from NOV 2023). MCX commodity futures and a short window of MCX options are also sold.

Next steps

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

NIFTY option chain packs Buy NIFTY Options · 3 years Free sample

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