Sensex Expired Options CSV Data
1-minute OHLCV + Open Interest historical expired options contract datasets for the Sensex Index. Provided strictly for educational and backtesting purposes.
Sensex Expired Options Dataset
1-minute historical data for Sensex contracts covering weekly and monthly expiries. Cleaned and structured for algorithmic straddle, zero-to-hero, and theta decay backtesting.
Download request will approved within 10 minutes
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 Sensex Options Dataset?
Looking for complete historical expired Sensex options datasets for algorithmic backtesting, strategy validation, or quantitative modeling? Connect via Telegram to request full dataset.
Explore Other Historical Datasets
Looking for Nifty, Bank Nifty, Bankex, Finnifty, Midcap Select, or Nifty 500 Stock data? Explore our other datasets in the directory below.
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.
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).
Why Sensex Options Require Specialized Backtesting
Since the re-introduction of weekly derivatives on the BSE Sensex (consisting of India's top 30 blue-chip companies), Sensex has become one of the highest-volume options trading instruments in the Indian market.
Sensex options have unique structural characteristics:
- Larger Strike Step Size: Sensex strikes trade in 100-point intervals (compared to 50 on Nifty), resulting in distinct premium delta steps.
- Expiry Day Theta & Gamma Decay: Options experience rapid premium crush and high gamma acceleration during expiry afternoon sessions.
- Top 30 Blue-Chip Weightage: Movement is heavily dictated by heavyweight constituents like Reliance, HDFC Bank, ICICI Bank, and Infosys.
Tested Sensex Expiry Strategies
Afternoon Theta Capture
Sell short strangles around 1:00 PM on expiry day and test holding until 3:15 PM with strict percentage-based stop losses on individual legs.
0-DTE Momentum Scalping
Backtest entry triggers on 1-minute volume breakouts on ATM Sensex strikes during the 2:00 PM European market open overlap.
Python Pandas Integration for Sensex Options
Load Sensex expired options CSV with one unified DatetimeIndex:
import pandas as pd
# Load Sensex expired options dataset
df = pd.read_csv('SENSEX_EXPIRY_DATA.csv')
df['Datetime'] = pd.to_datetime(df['Date'] + ' ' + df['Time'])
df.set_index('Datetime', inplace=True)
# Separate Sensex CE and PE options
sensex_ce = df[df['Symbol'].str.contains('SENSEX.*CE')]
print("Sensex options data:")
print(sensex_ce.head())Frequently Asked Questions
Are these Sensex options datasets free?
Yes. Sample expiry datasets can be downloaded directly for free using the "Download Few Expiries" button. For complete multi-year archives, click "Get Full Data" to connect with us via Telegram.
Which days do Sensex options expire?
Sensex weekly options contracts currently expire on Thursday (if a holiday, the expiry shifts to the preceding trading day).