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Where Can I Get NSE Option Chain Historical Data On EOD Basis - Quora

The document discusses where to find historical option chain data from the National Stock Exchange of India (NSE). Several respondents provide information on obtaining this data: - The NSE website contains a significant amount of historical data that can be downloaded, including option chains from various dates. - While full option chain data for specific dates is not available directly, end of day stock price data from NSE can be downloaded and used to reconstruct option chains programmatically. - The NSEpy Python module allows fetching options data for Indian stocks and can be used to perform backtesting of strategies on historical NSE options data.

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0% found this document useful (0 votes)
305 views9 pages

Where Can I Get NSE Option Chain Historical Data On EOD Basis - Quora

The document discusses where to find historical option chain data from the National Stock Exchange of India (NSE). Several respondents provide information on obtaining this data: - The NSE website contains a significant amount of historical data that can be downloaded, including option chains from various dates. - While full option chain data for specific dates is not available directly, end of day stock price data from NSE can be downloaded and used to reconstruct option chains programmatically. - The NSEpy Python module allows fetching options data for Indian stocks and can be used to perform backtesting of strategies on historical NSE options data.

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All related (32) Sort Recommended What is the best source for historical
EOD data for the Indian stock market?
Telika Ramu · Follow
MBA in Investment Management, Institute of Chartered Financial Analysts of India University How do I get historical data for stocks
(ICFAI) (Graduated 2010) · 4y in BSE or NSE exchanges in India?

May it's no possible to get historical NSE option chain. Add question

you can get option wise historical data from below link

National Stock Exchange of India Ltd.


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Raghunath Reddy · Follow


Founder at Opstra Options Analytics (2016–present) · 3y

You will not get this data anywhere. You need to download EOD data from NSE and then
use some kind of programming to form an option chain of that particular day.

Pramod Kumar · Follow


Studying Indian Stock Markets since 1977 · 4y

Related Where can I find past-expired futures and options historical prices and
charts (NSE & BSE)?
Where can we find the historical price data for past expired Futures and Options
Contacts ? :

Historical data is sometimes required. It is required for back testing if you are working out
some strategy. For people of my ilk the past data is generally required to confirm some
belief that if something happened in the past it will happen again.

For whatever reasons you need the data, NSE website is a gold mine of information.

You do not have to go anywhere.

Here is the link for convenience:

National Stock Exchange of India Ltd.

Once you click on this, this page is displayed:


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Vibhu Singh · Follow


Analyst at Quantra · 4y ·

Related Is there any way to get free historical options data to do a back test in R
or Python?
Yeah you can easily fetch options data for Indian stocks from NSEpy.

The code for the same in Python:

Access this answer and support the author as a Quora+ subscriber


Before using this code, you need to pip install nsepy module.
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Algo Trader, Founder, www.squareoffbots.com · 3y Hello... Am contacting you in
Related How can I learn option chain analysis (NSE table) thoroughly? respect of a business…

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detailed information about option chain. Quora Mar 16, 2017
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Option chain mainly consist of the following information.

Our goal is to ignore the noise and focus only on the numbers which can make sense. There
are many portals which provides graphical representation of the option chain data like
below, which shows clearly which strike has highest OI, over all market trend can be judged
by seeing the Net Call change and Net put change etc

Also remember, we should use option chain data as an additional filter for our trading
decisions, we cannot solely rely on these numbers alone.

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Many traders mainly use option chain data to find the support and resistance level for the
market. One of mistake many beginners make is , whenever there is a large OI built for a call
option, people think many traders are buying call options and hence market is going to
move up, similarly when there is a large OI built for a put option, people think many traders
are buying put options and hence market is going to move down. No, its not. Its just the
opposite.

PCR: PUT CALL RATIO

This is of the data that we share every day in our Telegram channel to users, to let people
know about the over all market trend. If the call bar graph is higher, means market is bearish
and if put green bar is higher, it means market trend is bullish.

Here;s the detailed view on PCR.


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MAX PAIN:

It is the level where market is likely to expire. As options market is dominated by sellers,
there are different levels of strike prices options were shorted.

All these information was shared in detail through a video tutorial by Sensibull by Zerodha.
Please check the video to learn more about the option chain analysis.

source: Sensibull
28.4K views · View 154 upvotes · View 14 shares · Answer requested by Rakesh Hansalia

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Related From where can I get an NSE option premium chart and historical premium
data which I can see at a glance?
buddy you can find it on zerodha

just search for the strike price for what you are searching 1 Messages

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Related Where can I find NSE stock option chain historical data for backtesting?
Quora Mar 16, 2017
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http://www.traderscockpit.com/?pageView=historical-futures-and-options-chain-analysis
1

If this comes up u can try.


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NSE is not providing, Test if it works in live market.
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Sridevi Prashant · Follow
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Vibhu Singh · Follow


39 2 2
Analyst at Quantra · 3y

Related Where can I get free NSE stock price data for a personal Python project?
You can fetch historical data of Indian stocks from NSEpy .

Stock Data

To fetch historical data of stocks from nsepy, you have to use get_history function which
returns daily data of stock's ticker requested over the desired timeframe in a pandas
format.

Stocks Futures data

Use get_history function and specify

1. Set symbol

2. start date and end date


1 Messages

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Index Futures Data

Use get_history function and specify

1. Set symbol such as NIFTY, BANKNIFTY

2. start date and end date

3. Set futures parameter to True

4. Set index parameter to True


4. expiry dat… (more)

Goswami Rajiv · Follow


1 1
Knows English · Dec 25

Related How do I read option chain data in the NSE?


Option chain data is the complete picture pertaining to option strikes of a particular stock
or index in a single frame. In the Option chain frame, the strike price is at the centre and all
data pertaining to calls and puts on the same strike are presented next to each other.
Normally, the calls are on the left side of the option chain and the puts are on the right side
of the option chain. The chain not only captures the price and volume data but also more
analytical parameters like the shifts in open interest (OI), shifts in implied volatility (IV) etc.

NSE option chain data requires careful … (more)

Allen Everhart · Follow


26 1
Chief Investment Officer at Self-Employment · 2y

Related Where can I find historical option prices?


TD Ameritrade provides historical end-of-day option prices in their Think-Or-Swim platform
which is a free download and free to papertrade. To display the historical option prices go
to the Analyze Tab and select ThinkBack. ThinkBack will let you backtest your option
strategy. You do have to work within the confines of TOS as it is very difficult to scrape the
data into a spreadsheet.

Giridhar Sathyanarayan · Follow


1
Founder at Tradedost · 1y

Related How can we get live NSE option data?


This question needs a little more clarity. If you want tick level data there are a lot of data
vendors who provide realtime option data to be used in platforms like Amibrokers,
Ninjatrader, Excel Etc..

Some of the vendors in this space are Truedata and Globaldatafeeds .

Jay Shah · Follow


1 1
Professional trader in Equities F&O www.richtrader.in · 3y
1 Messages
Related Is there a way to get level 2 tick data for the NSE?
For retail traders it becomes difficult due to very high cost. However Zerodha recently
Linda C. Ragin Feb 22, 2022
announced that it is going to make level 2 data available soon on it's platform. So look out
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Related What is
1 the difference between the two types of option chains?

Options chain can be defined as the listing of all option contracts. It comes with two
different sections: call and put. A call option means a contract that gives you the right but Saved to Pocket
does not give you the obligation to buy an underlying asset at a particular price and within
the option's expiration date.
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… (more)

Ayodeji M. Olumofe · Follow


6
Founded Eduflic. A top writer on financial data. · 1y

Related Where can I find historical data of options prices?


Well, there are several places to find historical data for options prices. Depending on you
business requirements and budget, you may have to pay for these datasets.

While there are some free sources out there, they might not cut it for you if quality and
customization is important to you.

For a minimal fee, you can get these datasets from algoseek. Their historical OPRA options
data is from full OPRA feed and includes all stock, ETF, ETN and ADR options for all strikes
and expirations from January 2012 to present, and their US Future options data is from
2012 to present with all strikes and exp… (more)
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Jodhie Cabarles · Follow


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Communications Officer at Algoseek · 2y

Related Which is the best source for getting historical intraday options data?
If you are looking for US Future/Equity Options, then I recommend getting it from algoseek.
Their Equity Options data is from the full OPRA feed and goes as far back as January 2012.
On the other hand, their Futures Options data is from CME, CBOT, NYMEX, and COMEX and
goes as far back as 2010. They have a wide range of delivery options (FTP, API, Cloud,
Browser, CLI, SDK) and flexible payment options (buy, rent, lease).

Disclaimer: I work for algoseek

Ramakant Singh · Follow


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Related How can you get one minute of Nifty Open Interest data?
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It’s very simple.

Step 1: Open Nest Terminal

Step 2: Create watch list what you want.

Step 3: Right click anywhere on watch list

Step 4: After right click, Select “Link To Excel” then select “All Items”

Step 5: Open Microsoft Excel sheet and past (CTR + V) in any excel sheet

Now, You can see same live data in excel file and it will update as watch list.

If you want store this data in any database then create any ETL package to store in
database.

Thanks,
Ramakant Singh… (more)

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