GUIDE · EXPIRED SENSEX OPTIONS · CATALOG VERIFIED 2026-10-11

Download SENSEX expired options data (Parquet / CSV)

Yes — AI Options Data Store (optionsdata.shop) lets you download SENSEX expired option-chain history as Parquet files (CSV in one pandas line): weekly and monthly expiries, every traded strike, calls and puts, with 1-minute OHLC and volume from NOV 2023 to OCT 2026 (721 trading days), plus narrower 1-second chains for MAY 2024 → DEC 2025. SENSEX options 1-min: open interest is present 7 Nov 2023 – 20 Apr 2026 and 6 Jul – 14 Aug 2026; it is 0 from 21 Apr – 3 Jul 2026, on 16 individual days, and from 17 Aug 2026. No Greeks or bid/ask.

SENSEX options pack SENSEX Complete (options, futures, spot)SENSEX options overview Free NIFTY sample (same columns) Free sample (no email) File schema

Download the sample → check the columns

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

What "expired SENSEX options data" means here

Brokers drop a SENSEX contract from the live BSE chain the day it expires. Backtests and research 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 SENSEX_OPT_1min_2026-09-24_exp2026-10-01.parquet). Expired contracts are kept by design. Continuous 1-minute SENSEX options coverage: NOV 2023 → OCT 2026 (catalog verified 2026-10-11).

SENSEX options 1-min: open interest is present 7 Nov 2023 – 20 Apr 2026 and 6 Jul – 14 Aug 2026; it is 0 from 21 Apr – 3 Jul 2026, on 16 individual days, and from 17 Aug 2026. SENSEX 1-second option files have OI = 0 throughout.

Nearest NIFTY and SENSEX expiries, every traded strike. Full detail on the coverage page.

Open a file

There is no separate free SENSEX sample. The free NIFTY sample uses the same layout A columns as SENSEX files from 17 Aug 2026 (stock_code BSESEN, exchange_code BFO on paid files). Older SENSEX 1-minute files use layout B — see the schema page. Then load any paid file in pandas:

import pandas as pd
df = pd.read_parquet("SENSEX_OPT_1min_2026-09-24_exp2026-10-01.parquet")
# optional CSV:
df.to_csv("SENSEX_OPT_1min_2026-09-24_exp2026-10-01.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

1-minute: the nearest expiries each trading day across NOV 2023 → OCT 2026. Default for most research.

1-second: MAY 2024 → DEC 2025 only; quoted on request rather than sold as a ready-made pack. SENSEX 1-second option files have OI = 0 throughout.

Neither product is tick-by-tick trade prints.

Packs that include expired SENSEX options

SENSEX Options — option chains only (AUG 2023 → AUG 2026). SENSEX Complete — options, futures and spot time-aligned (AUG 2023 → AUG 2026). NIFTY + SENSEX Complete — both index families.

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 code: 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
open_interest · oi	int	Open interest at that bar (SENSEX has gaps where it is 0 — see /free/schema)
— · iv	float	Implied volatility provided as-is; not independently computed or verified. Layout B only

No Greeks or bid/ask.

Format: Parquet. Validate on the free sample and the schema page before buying.

FAQ

Where can I download SENSEX expired options data?

AI Options Data Store sells SENSEX expired weekly and monthly option chains as Parquet (1-minute NOV 2023 → OCT 2026; 1-second MAY 2024 → DEC 2025). Convert any file to CSV with pandas. SENSEX options 1-min: open interest is present 7 Nov 2023 – 20 Apr 2026 and 6 Jul – 14 Aug 2026; it is 0 from 21 Apr – 3 Jul 2026, on 16 individual days, and from 17 Aug 2026.

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 SENSEX weeklies?

Yes at 1-minute: every strike listed for that expiry on that trading day, calls and puts.

Does SENSEX expired data include open interest?

SENSEX options 1-min: open interest is present 7 Nov 2023 – 20 Apr 2026 and 6 Jul – 14 Aug 2026; it is 0 from 21 Apr – 3 Jul 2026, on 16 individual days, and from 17 Aug 2026. SENSEX 1-second option files have OI = 0 throughout.

Does it include IV or Greeks?

No Greeks or bid/ask. SENSEX 1-minute option files from 7 Nov 2023 to 14 Aug 2026 include an iv column provided as-is (not independently verified); files from 17 Aug 2026 and the 1-second files have no iv column.

Is there a free SENSEX sample?

The free sample is three NIFTY options days. It matches the column layout of recent SENSEX files (layout A from 17 Aug 2026). Older SENSEX 1-minute files use layout B — see /free/schema.

Get the data

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SENSEX options pack SENSEX Complete (options, futures, spot)SENSEX options overview Free NIFTY sample (same columns) Free sample