Expired Options Data

This API gives you expired options contract data. We have pre processed data for you to get it on rolling basis i.e. you can fetch last 5 years of strike wise data based on ATM and upto 10 strikes above and below. In addition to that, the data values are open, high, low, close, implied volatility, volume, open interest and spot information as well.

POST

/charts/rollingoption

Get Continuous Expired Options Contract data

Historical Rolling Data

Fetch expired options data on a rolling basis, along with the Open Interest, Implied Volatility, OHLC, Volume as well as information about the spot. You can fetch for upto 30 days of data in a single API call. Expired options data is stored on a minute level, based on strike price relative to spot (example ATM, ATM+1, ATM-1, etc.).

You can fetch data upto last 5 years. We have added both Index Options and Stock Options data on this.

curl --request POST \
--url https://api.dhan.co/v2/charts/rollingoption \
--header 'Accept: application/json' \
--header 'Content-Type: application/json' \
--header 'access-token: ' \
--data '{}'

Request Structure

    {
    "exchangeSegment": "NSE_FNO",
    "interval": "1",
    "securityId": 13,
    "instrument": "OPTIDX",
    "expiryFlag": "MONTH",
    "expiryCode": 1,
    "strike": "ATM",
    "drvOptionType": "CALL",
    "requiredData": [
        "open",
        "high",
        "low",
        "close",
        "volume"
    ],
    "fromDate": "2021-08-01",
    "toDate": "2021-09-01"
    }

Parameters

Field	Field Type	Description
exchangeSegment required	enum string	Exchange & segment for which data is to be fetched - here
interval required	enum integer	Minute intervals in timeframe 1, 5, 15, 25, 60
securityId required	string	Underlying exchange standard ID for each scrip. Refer here
instrument required	enum string	Instrument type of the scrip. Refer here
expiryCode required	enum integer	Expiry of the instruments. Refer here
expiryFlag required	enum string	Expiry intervale of the instrument WEEK or MONTH
strike required	enum string	ATM for At the Money Upto ATM+10 / ATM-10 for Index Options near expiry Upto ATM+3 / ATM-3 for all other contracts
drvOptionType required	enum string	CALL or PUT
requiredData required	array []	Array of all required parameters open high low close iv volume strike oi spot
fromDate required	string	Start date of the desired range
toDate required	string	End date of the desired range (non-inclusive)

Response Structure

{
    "data": {
        "ce": {
        "iv": [],
        "oi": [],
        "strike": [],
        "spot": [],
        "open": [
            354,
            360.3
        ],
        "high": [],
        "low": [],
        "close": [],
        "volume": [],
        "timestamp": [
            1756698300,
            1756699200
        ]
        },
        "pe": null
    }
}

Parameters

Field	Field Type	Description
open	float	Open price of the timeframe
high	float	High price in the timeframe
low	float	Low price in the timeframe
close	float	Close price of the timeframe
volume	int	Volume traded in the timeframe
timestamp	int	Epoch timestamp

Note: For description of enum values, refer Annexure