blog / 2026-10-31

NIFTY expiry day data download: every expiry session as its own file

Download NIFTY expiry-day option data: every weekly and monthly expiry session, every strike that traded, 1-minute OHLC, volume and open interest, as Parquet or CSV.

If you trade or research NIFTY expiries, most of the year's data is context and a few dozen sessions are the point. This guide shows what a NIFTY expiry day data download contains, how to pull the expiry sessions out of a pack in a few lines, and which pack fits which question.

What you get for each expiry day

• The expiring series: every strike that traded that session, calls and puts, one row per contract per minute with open, high, low, close, volume and open interest.
• The next expiries listed that day, in separate files, so you can see rolls and calendar spreads around the expiry.
• Futures and the index on the same clock, in the Complete packs.

Files are named by trading day and expiry, for example NIFTY_OPT_1min_2025-10-14_exp2025-10-14.parquet. When the two dates match, the file is an expiry session.

Pull the expiry sessions out of a pack

import re
from pathlib import Path
import pandas as pd

pat = re.compile(r"NIFTY_OPT_1min_(\d{4}-\d{2}-\d{2})_exp(\d{4}-\d{2}-\d{2})")
files = [f for f in Path("NIFTY").rglob("NIFTY_OPT_1min_*.parquet")
         if (m := pat.search(f.name)) and m[1] == m[2]]
expiry = pd.concat(pd.read_parquet(f) for f in sorted(files))
expiry.to_parquet("nifty_expiry_sessions.parquet")

One table, every expiry session in the pack. Save it once and every later study starts from there.

Which download

• One year of expiries: the single-year packs (2025, 2026 to date). Enough weekly expiries to test an idea.
• Across rule changes: last 3 years, which spans the Thursday and Tuesday expiry regimes.
• With the underlying: NIFTY options, futures and index, 3 years.

Not sure yet? The free expiry day is a full NIFTY expiry session in the same layout as the paid files.