My Contact E-Mail ID: tradecatcher02@gmail.com
Dear blog readers with the growing popularity of NIFTY Weekly Options I was getting frequent requests for uploading the data of NIFTY Weekly Options expiry contracts. I managed to get hold of the intraday data of Nifty weekly option contracts since their launch on NSE. Hope it will be useful for your analysis.
NIFTY WEEKLY OPTIONS DATA WEEK WISE LINKS
FOR YEAR WISE GOOGLE FOLDER LINKS SEE BOTTOM OF THE PAGE
2019
February 2019
Expiry 14th Feb (Launch Week)
Expiry 21st Feb
Expiry 28th Feb
March 2019
Expiry 07th March
Expiry 14th March
Expiry 20th March
Expiry 28th March
April 2019
Expiry 04th April
Expiry 11th April
Expiry 18th April
Expiry 25th April
May 2019
Expiry 02nd May
Expiry 09th May
Expiry 16th May
Expiry 23rd May (General Elections Result Week)
Expiry 30th May
June 2019
Expiry 06th June
Expiry 13th June
Expiry 20th June
Expiry 27th June
July 2019
Expiry 04th July
Expiry 11th July (Budget Week)
Expiry 18th July
Expiry 25th July
August 2019
Expiry 01st August
Expiry 08th August
Expiry 14th August
Expiry 22nd August
Expiry 29th August
September 2019
Expiry 05th September
Expiry 12th September
Expiry 19th September
Expiry 26th September
October 2019
Expiry 03rd October
Expiry 10th October
Expiry 17th October (Data Not Available)
Expiry 24th October
Expiry 31st October
November 2019
Expiry 07th November
Expiry 14th November
Expiry 21st November
Expiry 28th November
December 2019
Expiry 05th December
Expiry 12th December
Expiry 19th December
Expiry 26th December
2020
January 2020
Expiry 02nd January
Expiry 09th January
Expiry 16th January
Expiry 23rd January
Expiry 30th January
February 2020
Expiry 06th February (01st February-Budget Day)
Expiry 13th February
Expiry 20th February
Expiry 27th February
March 2020 (Corona Virus Impact)
Expiry 05th March
Expiry 12th March (Carnage Week)
Expiry 19th March (Bear Attack)
Expiry 26th March
April 2020
Expiry 01st April
Expiry 09th April (Shared by our esteemed reader Sameer Bhatt. Many Thanks to him)
Expiry 16th April
Expiry 23rd April
Expiry 30th April
May 2020
Expiry 07th May
Expiry 16th May
Expiry 21st May
Expiry 28th May
June 2020
Expiry 04th June
Expiry 11th June
Expiry 18th June
Expiry 25th June
Expiry 30th July From 25th June to 23rd July the data was provided by our esteemed reader
Sameer Bhatt. His contribution has greatly helped in keeping the continuity
of data. Many Thanks to him from our side.
Sameer Bhatt. His contribution has greatly helped in keeping the continuity
of data. Many Thanks to him from our side.
August 2020
September 2020
Expiry 24th September ========>> Now With Open Interest Column {Last Column}
October 2020
November 2020
December 2020
2021
JANUARY 2021
FEBRUARY 2021
MARCH 2021
Expiry 04th March [4th March Data shared by our esteemed reader Sameer Bhatt]
APRIL 2021
Dear Readers I hope your experience of data download all these years was wonderful. Wished I could continue but every activity has its own time. So for data access [PAID FEATURE] from now onwards please contact on the below given E-mail ID tradecatcher02@gmail.com
Thanks to all the Blog Readers who showed trust in me and very cordially accepted the new way of data sharing. I really feel glad that I am fortunate enough to have such wonderful blog readers associated with me.
NIFTY WEEKLY OPTIONS DATA YEAR WISE LINKS
How To Import This Options Intraday Data Into Amibroker
Dear Aryan,
ReplyDeleteYou are really great taking so much of interest to provide data for backtesting, words fail to express your hard work for the well being of trading community.
Dear Dhruva,
DeleteThank you for your kind words. I really feel good when fellow traders are benefitted from any work which I could do for the trading community.
Happy Trading !!
Aryan.
do you have OI , COI and IV data also ?
DeleteHi
ReplyDeleteWhat you are doing is a commendable help. Thank you for that. I would like to suggest you something. it would be better if we have atleast 3 if strikes extra than high and low of price action. In Aug 1 expiry , the low made so far in Nifty 10881. So it would be better if you include atleast 3 strikes extra till 10500. Currently you have intraday data till 10900.Those 3 extra strike prices will add great help in analysis. Similarly for High as well . you have prepared data from 11900. but swing high was 11981. so it would have been great if we had data from 12300 and 12500 contract and 10500 contract as well. Same for Banknifty. And in general contracts ending with 500 and 1000's are really important. if we dont have sufficient data then we can leave it. but if we have data then they give us more clue about rest of the options directions.
I hope you understand my point.
Hi Jo,
DeleteThanks for your comments. The weekly contracts are such that deeper strikes are so illiquid that there are hardly any trades taking place on those strikes. I have checked the strikes which are showing atleast some meaningful data. 1 Single quote in the whole week or two does not really help in analysis. I hope you got the point. Weekly Contracts work a bit differently than Monthly contracts in terms of trades taking place in particular deep strikes.
Happy Trading !!
Aryan.
Hi,At the start of the month or week it may look like deep OTM contracts when spot nears to that strike price it becomes actively traded. so we cant ignore them. Actually ITM contracts of swing high and low as I mentioned in my post are really helpful in taking decisions. Because i have experienced it in hand and helped in choosing the strike price as well.For example, you prepared data from 11900, check the strike of 11800, they would have been actively traded as well. I cant force you to prepare that also. but I would really appreciate if you could add few strike prices as i explained. If not you can guide me on how to do it, I will download it. Because for me nest trader charts are not displaying so I am not able to download any data from it. I checked with brokers and they are not providing it. So I would appreciate if you could help me on that. Thanks, I had sent you a mail few days back
DeleteHi Jo,
DeleteCheck this week's data , I have included lot of strikes.
Happy Trading !!
Aryan.
thank you sir for the nifty weekly data.
ReplyDeleteYou are Welcome Dear !
DeleteHappy Trading !!
Aryan
Hi Aryan,
ReplyDeleteWonderful database. My entire options analysis and backtesting in based out of your data. No words to describe our gratitude for this data.. Thanks a ton..
Regards,
DK
Hi,
DeleteThanks for your comments. Good to know that it is helpful !!
Happy Trading
Aryan.
too good job
ReplyDeleteThanks.
DeleteGood Job Bro, keep it up.
ReplyDeletethanks for the efforts
You are Welcome Mk.
DeleteThanks.
Truly Thankful Sir ,Thank You Very Much....its really helpful in backesting different strategies
ReplyDeleteYou are Welcome Kalpesh
DeleteHappy Trading !!
Dear Aryan,
ReplyDeleteI have no words for your kindness for sharing this data. Hearty thank you so much. Let me know if i can help anyway.
Is it possible to get Bank Nifty data also?
Regards,
Gopal Vora
Hi Gopal,
DeleteYou are most welcome.
By Banknifty Data you are referring to weekly Options, Futures Data or Monthly Options Data ?
Weekly Options data & Futures Data both are being uploaded. You can get the links from the Tabs in the Menu Bar
Happy Trading !!
Aryan.
Thanks. Weekly is and good enough. Monthly available for Nifty and BankNifty?
DeleteMonthly is available for Nifty Options as of now. Just surf the menu bar on top & you will find the link. Banknifty Monthly might be uploaded in future.
DeleteHappy Trading.
Hi. Do you have 1min OHLC data for Nifty Spot for 2019?
ReplyDeleteHi Dhiraj,
DeleteYes , just go through the IEOD Data tab on the Menu Ribbon on top It has the link to the Intraday data. You will find Nifty Data in the Google Drive link on the IEOD Page.
Happy Trading.
Referring to data for 11500 PE for expiry of Sep 26, 2019 and date of Sep 23, 2019, why does the data start from 9:30 onwards? And does it correspond exactly to data at 9:30 or is it shifted by a minute of two?
ReplyDeleteYou pointed out right . It must have been a technical glitch from the data vendor side. The data corresponds exactly to 9:30 timestamp.
DeleteSir what happened with 9th April?
ReplyDeleteHi Eddy,
DeleteThe data got corrupt at my end. By the time I realised this thing the data was removed from servers of the vendor.
Thanks a ton for all your efforts. Really Appreciate it !!! :)
ReplyDeleteHi PrasadK,
DeleteYou are Welcome. Thanks for your compliment.
Happy Trading !!
HI , HOW CAN I DOWNLOAD AND SCAN THE AFL ON AMIBROKER
ReplyDeleteHi Vineet ,
DeleteFor scanning please go through this video by copying and pasting the below link in your browser window.
https://www.youtube.com/watch?v=SS6BIK6M3Fg
hi please leme know if you have OI , COI , VOLUME and IV data
ReplyDeleteHi there,
DeleteThese data points except volume are not available as of now.
Thank you very much for your effort. These datas are really helpful in backtesting. Your hardwork is appreciated. Thank you once again.
ReplyDeleteGreat work.
ReplyDeleteJust a small correction: May 2nd week expiry was on 14th may (not 16th).
Thank you for your valuable work.
ReplyDeleteHi,
ReplyDeleteCan someone share link for Nifty Future data (tick) for May & June 2020. Thanks
hi trade catcher, can u plz tell how to interpret the data for analysing the option posotions
ReplyDeleteThis comment has been removed by the author.
ReplyDelete2 WEEKS PENDING BROTHER,WAITING FOR YOUR DATA
ReplyDeleteHey Bro.,
DeleteI really feel bad for the long waiting period but due to very tight schedule on a project I was unable to do any blog work. The data will be uploaded soon.
Happy Trading !!
GREAT JOB .....BRO
DeleteI WAS WAITING FOR YOUR DATA.
MAY YOU WILL GET HUGE SUCCESS
hi bro, Keep up the good work! we know you are busy ! but is there any possibilities you update pending data(nifty/banknifty weekly data ) ? so that we can wait or we need to check on other sources ! Appreciate if you keep up your good work! Thanks!
ReplyDeleteyou are doing a great job brother. God bless
ReplyDeleteThanks for sharing the data. I noticed the following files to be missing: in the week of June 25, PE files for 10600, 10700, 10800 and 10900; and for week ending July 9, PE file for 11000.
ReplyDeleteSpot prices were observed near the strikes mentioned above, so please do share files for these strikes as well.
Except 11000 strike I am able to see the other files in the zipped file. This data was shared by one of our reader as I was quite busy that time and couldn't take a backup of the data. Unfortunately we will have to adjust with the available data for this period.
Deletewhats your email id? (in case you are looking for the missing (17-Oct-2020 Expiry) Banknifty weekly expiry options data....
ReplyDeleteHi Ritu,
DeleteMy E-mail ID is tradecatcher02@gmail.com , seems you will be able to share the data. It would really be helpful for the trading community as the continuity of the data will be restored.
Also can you please share June 4th 2020 Expiry data as there are missing quotes in the data uploaded by me.
Thanks.
Aryan.
bro please provide open interest column too.
ReplyDeleteHi Nitin ,
DeleteI will try to ..
Hi Aryan,
ReplyDeleteFirst of all, let me thank you for consistently providing the data. This is really helpful.
For July 2020 - expiries 09,16,23 - I don't see strike multiples of 50 for NIFTY. Wondering if that is available
Thanks for your efforts.
Hi Prashant,
DeleteYou are Welcome.
Unfortunately for the said expiries as I was not able to find out time to backup the data it was shared by one of our readers. He skipped backing up the data for the strikes at 50s. I know this shortcoming however not in a position to rectify now.
Happy Trading !!
Aryan.
what's ur email id?
ReplyDeleteHi Ritu,
DeleteMy E-mail ID is tradecatcher02@gmail.com
Can you please provide Option data on daily basis. Regards
ReplyDeleteLet me see if it could be done.
DeleteMonthly option nifty. If possible banknifty too. Regards
DeleteMonthly Nifty Options , find at the below link
Deletehttps://tradecatcher.blogspot.com/p/options-ieod.html
Banknifty Monthly I will try to incorporate
I m currently writing utility to pull the code from Zerodha. Only headache is each strike has unique code. It is very time consuming to get code of each strike. It is not difficult but tiresome, considering there are codes for Banknifty as well. Is there any way go get these codes?. It will be damn useful and i am able to provide daily data of all strikes.
ReplyDeleteDear Sir,
ReplyDeleteKindly upload Nov'20(12th and 19th) weekly expiry data.
Dear Arun,
DeleteData has been updated
Happy Trading !!
Hi Aryan, Thanks for sharing this data and keeping them as open source. I also wanted to get the 1 minute OHLC historical data for spot nifty and bank-nifty how I can get that ?
ReplyDeleteHere is the link of the blog tab where you will get spot & futures data of Nifty & Bank Nifty
Deletehttps://tradecatcher.blogspot.com/p/ieod-data.html
Hi sir,
ReplyDeleteWaiting for Nov 26 weekly expiry data.. Please update.
Hi Prakash,
DeleteData has been updated.
Happy Trading !!
Thank you so much
DeleteHi sir, when will December 31st expiry date be uploaded
ReplyDeleteHello sir, Waiting for data on 2021 Jan expiries so far
ReplyDeleteHi Mubashir,
DeleteData updated..
Happy Trading !!
Aryan
Hello sir file is not accessible 7jan option data
DeleteHi, Can you Share 2021 jan Expiry data ? Here link is not accessible.
DeleteCould please guid that in which format is data of nifty weekly option?, like ohlc volume ,time etc. Could please tell me which tearm which is from start to end in respectively manner it will be great help of nifty weekly option data in .txt formate.
ReplyDeleteThank you.
As far as the nine columns are to be read as follows:
DeleteScrip Name,YMD(Year,Month,Date),Time(hh:mm),Open, High,Low ,Close,Volume, Open Interest
Cheers !!
Aryan.
Hey Man, Respect for what you have done here. Incredible work !! Cannot thank you enough. Such altruism on your part has illicit the well wishes of so many people here. Its bound to take you far. Very far. If i can help you in any way, feel free to drop me an email. Would like to reciprocate the goodwill !!
ReplyDeleteHey Nas,
DeleteThanks for your kind words & humble gesture.
Happy Trading !!
Aryan
Sir, all the weekly option name is same {like NIFTYWK12000CE}, if we upload entire data option name mixed and create hotch potch in data, how to manage this.
ReplyDeleteThis is the ticker name referring the strike price therefore it cannot be changed. Options data is a limited time data depending on the expiry so the whole data should not be used at once. Continuous data like futures data cannot be expected in Options.
Deletecan I use different databases for each expiry so that there will be no mixup. Please advice.
DeleteHi Sumit,
DeleteWhat is the use of having so many databases. If you need to backtest then import a particular expiry data into Amibroker , do your backtest and then after getting results from it remove that data and import new data into same database. There is no point in making several database for Options data.
Best backtesting tool can be Excel or Python using these files.
Thanks A lot! its tremendous work, Can I Buy you a Pizza:)
DeleteHey Sumit,
DeleteYou are Most Welcome for your compliment. Thanks for your humble gesture. Well till now I had been refusing to take gifts from my readers as I offered the data free of cost but a very emotional E-mail from a reader compelled to change my mind. I will accept the lovely gift from my blog readers who wish to do so as this is out of sheer love which they want to extend to me in their style.
Currently I can say that it would be good if you gift an Amazon Gift Card to me for whatever value you are pleased to do so.
You may send it to my mail ID ------> tradecatcher02@gmail.com
Thanks & Happy Trading !!
Aryan
Please check your mailbox gift is sent. 23rd April 21. 2:51 PM. reply is awaited😀
DeleteHi Sumit,
DeleteThanks for your humble gesture. Please check your E-mail. :-)
Happy Trading !!
if date month and year could be specified in option data, it would be more easy to use it.
ReplyDeleteDate Month Year is there in the data. Without it there is no use of the data
DeleteThanks a million for your tons of work.You deserve kudos from trading fraternity.By the way March 2021 weekly data still pending.......
ReplyDeleteThanks Vipul !!
Deletethanks a lot Aryan, really appreciate it.
ReplyDeleteYou are Welcome Steve
DeleteData format is as below right for Weekly Nifty options. Just reconfirming.
ReplyDeleteTicker,Date_YMD,Time,Open,High,Low,Close,Volume
Hi Sumit,
DeleteEarlier the data was in the above format but now since September 2020 another additional column has been added at last and that is of Open Interest.
Ticker,Date_YMD,Time,Open,High,Low,Close,Volume, Open Interest[OI]
Happy Trading !!
Aryan
Oh man! This is pure gold! Wonder how did you get this info? Is there a way we can contribute additional info into it like OI etc. for old CSVs in case we come across?
ReplyDeleteHi Raj,
DeleteThanks . Well adding more info into files will be a task cut out. The time of the data has to match accurately which will be quite difficult to do in so many files.
Happy Trading !!
Aryan.
Hi Aryan,
ReplyDeleteI came across your blog while searching for data.
I require few data for backtesting.
Bank Nifty index or Futures
Hourly time frame data
of only weekly expiry day
for the whole year 2020.
For example:
Date: 1-apr-2021 (weekly expiry day)
Banknifty spot - 33500 - 9.15 am
Banknifty spot - 33600 - 10.15 am
Banknifty spot - 33700 - 11.15 am and so on..
I am not sure how to extract this data. Can you help me with this?
Thankyou - kushaljaink1@gmail.com
Hi Kushal,
DeleteI think this can be done with the help of Excel. This is a time consuming work as each expiry day will have to be segregated and the data be organised accordingly. If you are ready to pay for the work then I can ask a freelancer from my team to do this work for you.
Happy Trading !!
Aryan.
Hi Sir, Thank you so much for helping this community.
ReplyDeleteHi Prat,
DeleteYou are Welcome !
thanks a lot, god bless you brother.
ReplyDeleteThanks Chetan.
DeleteHappy Trading !!
Aryan
Hi Sir, is there any way to get option data backtest with coding for last 2 years? Any of your team members does that even if its paid let me know.
ReplyDeleteHi Prat,
DeleteSend me an E-mail at tradecatcher02@gmail.com about what exactly you need in backtest of Options? Backtesting is a very different ball game when it comes to mechanical testing. So try to elaborately explain as to what would be the requirements of the backtest. This will help in taking the task further.
Happy Trading !!
Hi Aryan,
ReplyDeleteI voted the poll, may I know when 15th Apr 2021 Nifty Weekly expiry data will be available.
Hi Santhosh ,
DeleteThanks for voting. I have posted the latest data.
Happy Trading !!
Hello,
ReplyDeleteThanks for sharing the data. It's a great help.
Regards,
Pankaj
Hello Pankaj,
DeleteGood to know that the data was of help to you.
Happy Trading!
Aryan
Hi team,
ReplyDeleteDoes anyone have idea about where we can find historical intraday RSI values for Nifty and BankNifty the same way Aryan has done here?
Thanks,
Raj Pawan Gumdal
Hello Raj,
DeleteIf you search on Web then you will get ample information on how to insert RSI Formula in Excel to calculate RSI values in the already available data in Excel. It is very easy.
Happy Trading !!
Aryan.
Thank you, didn't know RSI can be computed with available data points! Just looked upon how to do it.
DeleteGlad you found the way out.
DeleteThis is some great work right here ! But I think something seems wrong with the volume, it's too high and too volatile for 1 min data. Please tell me if I'm wrong. I'm trying to calculate On Balance Volume from it and its coming out to be too bizarre.
ReplyDeleteHi Abhishek,
DeleteThe Volume shown in the data file is in number of Shares covered in 1 Lot of NIFTY. 1 Lot of NIFTY currently has 75 shares. So if 10 lots are traded , it means 750 shares in total.Second last column is Volume and Last column is of Open Interest in some files as Open Interest was added later in September 2020 I suppose. It is mentioned somewhere in the post.
I want Nifty futures and Options data with Volume and Open Interest. How can I get that?
ReplyDeleteSend an E-mail to my E-mail ID
Deletetradecatcher02@gmail.com
Dude, GOD BLESS YOU. May you never hit any SL..
ReplyDeleteHi Vishnu,
DeleteThanks for your kind words.
Hi Trade Catcher
ReplyDeleteFirst of all, thank you for all the effort that you have put to collect the data and share with us. I found that the data needs cleaning and some Python integration would be helpful. So, I have written a simple python code at https://github.com/oyeluckydps/option_analysis.
All one needs to do is create a folder by name 'option_data' and inside it create folders by year number like '2019', '2020', and put all the zips downloaded from here inside these year folders correspondingly. Then you run the Python code and you shall get the data in python. One can add their own testing algorithms over the data. You shall get output in 'concat' folder that you need to create inside 'option_data' folder.
I am also planning to add Nifty future, IV (day wise only), etc value corresponding to datetime.
Looking for more guidance and support in future.
Thanks
Abhinav
Hi Abhinav,
DeleteYou have done a great thing. I would like to share with you some information. Kindly send me an email referring about this post
at tradecatcher02@gmail.com
Happy Trading !!
Aryan
Dear Aryan,
ReplyDeleteYou are really great taking so much of interest to provide data for backtesting, words fail to express your hard work for the well being of trading community.
Dear Dhananjay,
DeleteThanks for your kind words. I hope stuff on this blog is of help to you.
Happy Trading!
Aryan
Dear Aryan,god bless you for all yr effort many many thanks for it ,pl update data after 2020 2021
ReplyDeletecan you please share the data from 2021 to 2023 also.
ReplyDeleteThank you so much for providing this data. You have done such a great work. Can't thank enough.
ReplyDeleteOne note, 2020 May 16 expiry should be May 14th. I cross checked with other sources also.