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SENSEX expiry day option data download: BSE expiry sessions minute by minute
Download SENSEX expiry-day option data: each BSE weekly expiry session with every traded strike, 1-minute bars, volume and open interest, Parquet or CSV.
SENSEX weekly options have become the second big expiry of the week, and they behave differently from NIFTY: strikes are spaced every 100 points, the contract size is different and the expiry weekday has moved more than once. A SENSEX expiry day data download should let you study those sessions on their own terms.
What is in a SENSEX expiry session file
One file per trading day per listed expiry, named like SENSEX_OPT_1min_2026-10-22_exp2026-10-22.parquet. Each row is one contract in one minute: open, high, low, close, volume and open interest, with strike, call or put, and expiry. The Complete packs add SENSEX futures and the index on the same timestamps.
The weekdays you will see in the files
- Friday expiries after the weekly relaunch in 2023.
- Tuesday expiries from the start of 2025.
- Thursday expiries from September 2025.
Holidays move a scheduled expiry to the previous trading day. Because each file names its expiry, you do not need to model any of this. Filter on trade date equal to expiry date.
Set strike rounding per index
import pandas as pd
df = pd.read_parquet("SENSEX_OPT_1min_2026-10-22_exp2026-10-22.parquet")
spot = 81_950 # read this from the index file in the Complete packs
atm = round(spot / 100) * 100 # SENSEX strikes are 100 points apart
print(df[df["strike_price"] == atm].head())Older files use slightly different column names (strike instead of strike_price, for example). The FAQ page lists both.
Which download
SENSEX options, 3 years for the option chain only; SENSEX options, futures and index, 12 months when you need the underlying.
FAQ
Where can I download SENSEX expiry day option data?
In the SENSEX and BSE packs on Expiry Data. Every weekly expiry session in the window is included, every strike that traded, at 1-minute.
From when does SENSEX expiry data start?
SENSEX 1-minute option history starts in November 2023. A 1-second SENSEX pack covers May 2024 to date.
Are SENSEX futures included?
In the Complete packs, yes: options, futures and the index. The options-only pack has the option chain alone.