NSE Option Historical Data — Past Option Chain & OI Records

Access historical NSE option chain data — past strike-wise open interest, volume, implied volatility, last traded price (LTP), and bid-ask data for Nifty 50, Bank Nifty, FinNifty, MidCap Select, and all F&O stocks. Use the symbol and date selectors above to view any past trading day's complete option chain. This historical data is the foundation for backtesting options strategies, studying option-price behaviour around earnings or major events, and validating intraday signals against past sessions.

What Is NSE Option Historical Data?

NSE option historical data is a record of past option chain snapshots — the strike-by-strike option prices, open interest, volume, and implied volatility for every NSE-listed F&O symbol on each past trading day. Unlike the live option chain (which shows current values only), historical data lets you study how option prices and positioning evolved over hours, days, weeks, or months.

Why traders need historical option data: backtesting strategies, validating intraday signals, studying option behaviour around earnings events or major news days, calibrating volatility models, and understanding how implied volatility shifted before or after specific market events. Live option chain data tells you the current state; historical data tells you the pattern.

Pro tip: The most valuable historical option data is from days with major events — earnings announcements, RBI policy decisions, election results, budget days. Studying option chain behaviour on these days reveals how the market positioned BEFORE the event and how IV crushed AFTER, informing your own pre-event positioning strategies.

How to Use NSE Option Historical Data

1. Select the symbol and date

Use the symbol selector to pick the underlying — Nifty 50, Bank Nifty, FinNifty, MidCap Select, or any F&O stock. Then use the date picker to choose the historical trading day you want to view. The system loads the complete option chain snapshot for the selected date.

2. Pick the expiry

Each historical day had multiple active expiries — current week, next week, monthly, and quarterly. Select the expiry you want to study. For intraday analysis, use the weekly expiry that was active on that date. For longer-term analysis, use monthly or quarterly expiry data.

3. Analyze strike-wise data

The historical option chain table shows every active strike on that date with its call (CE) and put (PE) data: open interest, change in OI, volume, LTP, IV, and bid-ask spread. Study which strikes attracted the most OI build-up, where IV was highest, and how prices moved between the open and close.

4. Download for backtesting

Use the Download button to export the complete historical option chain as CSV. This is what you need for systematic backtesting — feed multiple days of historical data into your strategy logic to test how it would have performed across different market conditions.

Top Use Cases for NSE Option Historical Data

1. Backtesting Option Strategies

Whether you're testing a short straddle, iron condor, calendar spread, or directional play, you need historical strike-wise data to simulate the strategy across hundreds of past days. Download multiple expiries of historical data and feed it into your backtesting engine to validate that your strategy works in different volatility regimes.

2. Studying IV Crush Around Earnings

Pull historical option chains for the 3 trading days before and 3 days after major earnings announcements (TCS, Infosys, HDFC Bank, etc.). The IV pattern is consistent: IV peaks the day before earnings and crushes by 30-50% within hours of the announcement. Quantifying this pattern from historical data helps size pre-event positioning correctly.

3. Validating Intraday Signals

When you spot a setup live — say, unusual OI build-up at a specific strike — historical data lets you check how similar setups played out in the past. Find 10-20 historical days when the same pattern appeared, study what happened next, and use that to calibrate your conviction in the live signal.

4. Building Volatility Skew Models

Implied volatility differs across strikes — OTM puts typically trade at higher IV than ATM strikes (the skew). Historical data lets you map this skew across many trading days, building a baseline for what constitutes normal vs anomalous skew on any given day. Anomalous skew is often a tradable signal.

5. Event-Driven Analysis

RBI policy days, budget days, election results, geopolitical events — each creates distinctive option-chain patterns. Pull historical data for past similar events (e.g., the 2024 election week, the 2024 budget) and study how OI shifted, where IV spiked, and which strikes saw the heaviest volume. Use these patterns to position around future similar events.

Data Fields Available in Each Historical Option Chain

Each historical option chain snapshot contains the complete strike-wise dataset. Here's what each field tells you and how it's used:

• Strike Price: The agreed exercise price for the option. Listed across the full range from deep ITM to deep OTM.
• Open Interest (OI): Total outstanding contracts at that strike. High OI strikes are where institutional money is concentrated.
• Change in OI: How OI shifted from the previous day's close. Positive = fresh positions added; negative = positions unwound.
• Volume: Total contracts traded that day at that strike. High volume signals active interest, not just legacy positioning.
• LTP (Last Traded Price): Final option premium at the end of the day.
• IV (Implied Volatility): The volatility implied by the option's market price. Higher IV = more expensive options.
• Bid/Ask: The best buy and sell prices at the close. Tight spreads = liquid strike; wide spreads = illiquid.
• Underlying Spot: The Nifty/Bank Nifty/stock closing price on that historical date — needed for moneyness analysis.

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