blog / 2026-10-31

SENSEX weekly expiry historical data: how to study the BSE weekly cycle

SENSEX weekly expiry historical data for research: how the weekly series is stored, how to line it up with NIFTY, and which pack holds which part of the history.

The SENSEX weekly is a separate expiry cycle with its own participants. Studying it needs the full weekly history, lined up so that each expiry can be compared with the one before and with NIFTY on the same days.

Three regimes in one archive

From November 2023 the archive covers SENSEX weeklies through a Friday expiry period, a Tuesday period from early 2025 and the Thursday period from September 2025. Split your results by regime before drawing conclusions: the mix of traders and the position of the expiry in the week both changed.

import pandas as pd

exp = pd.read_parquet("sensex_expiry_sessions.parquet")   # built as in our NIFTY guide
exp["day"] = pd.to_datetime(exp["datetime"]).dt.normalize()
exp["regime"] = pd.cut(exp["day"],
    bins=pd.to_datetime(["2023-01-01", "2025-01-01", "2025-09-01", "2030-01-01"]),
    labels=["friday", "tuesday", "thursday"], right=False)
print(exp.groupby("regime", observed=True)["day"].nunique())

Lining SENSEX up with NIFTY

From September 2025, NIFTY expires on Tuesday and SENSEX on Thursday, so each week has two expiry sessions two days apart. The NIFTY + SENSEX packs hold both on one clock, which makes it easy to ask whether Tuesday's NIFTY expiry tells you anything about Thursday's SENSEX expiry.

Packs

• SENSEX options, 3 years: the full weekly history in the archive.
• SENSEX options at 1-second.
• NIFTY + SENSEX, 12 months: both weekly cycles together.