nifty / expiry-day options history
NIFTY expiry days, one minute at a time
NIFTY weekly options now expire on Tuesdays, monthly ones on the last Tuesday of the month; before September 2025 both expired on Thursdays. You do not need to track that calendar: every file carries its expiry date, so the expiry sessions pick themselves out.
what you can study
- Intraday decay of the at-the-money straddle on each expiry, minute by minute.
- Far out-of-the-money options that spike in the final hour, and how often they do.
- Open-interest build-up by strike through the session, to test pinning ideas.
- The same day at one-second resolution, from 2023 onward, with the 1-second packs.
good to know
NIFTY option and futures files carry open interest. Volume and open interest are in units, not lots. Filter on volume above zero when you want only bars that traded.
The files hold traded prices. Greeks and implied volatility can be computed from option price, underlying level and time to expiry; the guides show how.
> nifty packs
Each pack includes every trading day in its window: expiry days and the days leading up to them.
NIFTY · 1-minute
Every NIFTY weekly and monthly expiry in the window, every strike that printed, with futures and the index alongside in the Complete packs.
Everything
Every index and commodity on this site in one order.