Historical Expired Options Data CSV
Expiry datasets for Nifty and Bank Nifty options in CSV format. Provided strictly for educational study, academic analysis, and backtesting algorithmic trading strategies.
Nifty Expired Options Data
1-minute OHLCV+OI dataset for expired Nifty 50 options contracts. Ideal for backtesting straddle, strangle, and index decay strategies.
Bank Nifty Expired Options Data
1-minute OHLCV+OI dataset for expired Bank Nifty options contracts. Ideal for high-volatility expiry day strategies.
Historical Data Disclaimer
All historical options and stock datasets provided by Cloud Trader Pro are provided strictly on an "AS-IS" and "AS-AVAILABLE" basis for educational and backtesting purposes only.
Cloud Trader Pro is strictly an algorithmic technology and software tools provider. We are NOT registered with SEBI as Investment Advisors, Research Analysts, or Stock Brokers, and do not provide financial advice or tips.
Data is provided without warranty of any kind. Cloud Trader Pro bears zero liability for any trading decisions, financial losses, or discrepancies in algorithmic backtesting results.
Please audit and verify all data before relying on it for quantitative analysis or backtesting models.Read full legal terms →
Need Full Expired Options Dataset?
Looking for complete historical expired options datasets across major Indian indices for algorithmic backtesting and quantitative research? Connect via Telegram to request full dataset.
Explore All Free Datasets
Download 1-minute historical datasets for Nifty 50, Bank Nifty, Sensex, Bankex, Finnifty, Midcap Select, and Nifty 500 stocks.
Nifty Expired Options Data
1-minute OHLCV+OI dataset for expired Nifty 50 weekly and monthly options contracts. Ideal for straddles, strangles, and index backtesting models.
Bank Nifty Expired Options Data
High-volatility 1-minute OHLCV+OI dataset for expired Bank Nifty contracts. Ideal for high-beta expiry day strategies.
Sensex Expired Options Data
High-resolution 1-minute OHLCV+OI historical data for expired Sensex options contracts. Essential for weekly & monthly expiry analytics.
Finnifty Expired Options Data
Sanitized 1-minute OHLCV+OI datasets for expired Nifty Financial Services (FINNIFTY) weekly & monthly options.
Midcap Select Expired Options Data
Historical 1-minute OHLCV+OI dataset for expired NIFTY MIDCAP SELECT contracts. Ideal for high-beta midcap index decay models.
Bankex Expired Options Data
1-minute OHLCV+OI dataset for expired Bankex index options. Perfect for banking sector quantitative model validation.
Nifty 500 Stocks Historical CSV Data
1-minute and daily historical spot OHLCV dataset for constituents of the NSE Nifty 500 Index (Currently Not Available).
CSV Dataset Schema Specification
Each CSV dataset is structured consistently for easy loading in Python, Excel, or R:
| Column Name | Data Type | Description | Example Value |
|---|---|---|---|
| Symbol | String | Unique options contract identifier (NSE format) | NIFTY24DEC24000CE |
| Date | Date (YYYY-MM-DD) | Trading session date | 2024-12-26 |
| Time | Time (HH:MM:SS) | Timestamp at start of the 1-min interval | 09:15:00 |
| Open / High / Low / Close | Float | Contract premium prices during the minute | 125.40, 128.00, 122.10, 124.95 |
| Volume | Integer | Accumulated trading volume (number of contracts) | 1450 |
| Open Interest (OI) | Integer | Live open positions at the end of the minute | 425200 |
Quick Integration with Pandas
Load the CSV historical data directly in your Python backtesting engine.
import pandas as pd
# Load the downloaded options CSV dataset
df = pd.read_csv('NIFTY_EXPIRY_DATA.csv')
# Convert Date and Time strings to a unified DatetimeIndex
df['Datetime'] = pd.to_datetime(df['Date'] + ' ' + df['Time'])
df.set_index('Datetime', inplace=True)
# Filter for specific CE/PE strikes
strike_filter = df[df['Symbol'].str.contains('CE')]
print(strike_filter.head())Backtest Real Expiries
Conduct backtesting on actual completed cycles. Calculate realistic metrics for straddles, iron condors, or butterflies.
Premium Decay Analytics
Study how Option Theta decays on intraday candles near closing hours. Validate assumptions regarding high-impact slip boundaries.
Sanitized CSV Outputs
Standardized CSV columns ensure smooth importing into python quantitative tools and vector backtesters.
Frequently Asked Questions
Is there any charge for downloading this options data?
No. Sample expiry datasets can be downloaded directly for free using the "Download Few Expiries" button. If you need the complete multi-year archive, you can connect with us via Telegram using the "Get Full Data" button.
How can I request full expired options datasets?
If you require full historical expired options datasets for research across major indices, you can reach out directly via Telegram by clicking the Get Full Dataset button above.
Can I import this CSV data directly into Python or custom backtesters?
Yes. The format matches standard CSV with raw timestamp and OHLCV+OI columns that are fully compatible with Pandas backtesting engines, Backtrader, vectorBT, or Excel.
Why is it important to analyze expired options contract datasets?
Using expired contracts helps you run simulation models that capture real bid-ask behavior, premium spikes, and complete decay profiles across various historical market cycles, reducing live trading surprises.