NIFTY & SENSEX · weekly expiries · 1-minute

The last session of every option series, minute by minute.

Expiry day is where premium collapses, gamma spikes and a far strike can go from paise to rupees and back before 3:30. Our files hold every strike that traded on those days, with open, high, low, close, volume and open interest for each minute, so you can test expiry strategies on what actually printed.

See the packs Download a free expiry day

Free sample: NIFTY on 14 Oct 2025, a Tuesday weekly expiry. Options for five expiries, futures and the index, as Parquet with a data dictionary.

09:1510:3011:4513:0014:1515:29
ATM straddle   NIFTY index
14 Oct 2025, weekly expiry. Plotted from the free sample file, one point every three minutes; each line scaled to its own range.

Built for expiry-day questions

  • How fast does the at-the-money straddle bleed after 1 pm, and how often does it bounce?
  • Which strikes catch the late move, and what did they cost ten minutes earlier?
  • Do short straddles that start at 9:20 survive the last hour more often on NIFTY or on SENSEX?
  • Where did open interest pile up before the close, and did the index pin there?

How the files are laid out

One Parquet file per trading day per expiry, named like NIFTY_OPT_1min_2025-10-14_exp2025-10-14.parquet. When the trade date and the expiry in the name match, that file is an expiry session. Everything else in the pack is the run-up to it.

Each option row: timestamp (IST, bar start), open, high, low, close, volume, open interest, strike, CE/PE and expiry. Newer and older files name a few columns differently; both layouts are listed in the FAQ. Futures and index files sit beside the options in the Complete packs.

Column details →

Packs

Every pack covers every trading day in its window, so it contains every weekly and monthly expiry in that period plus the days before each one. One-time payment by UPI; downloads unlock once the payment is confirmed.

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.

SENSEX & BSE · 1-minute

SENSEX weekly expiries from November 2023; the BSE packs add BANKEX.

NIFTY + SENSEX · 1-minute

Both weekly expiry cycles in one download, for testing the same idea on two indices.

1-second

For the last hour of expiry, when one-minute bars hide the move. Options plus the index, one row per second.

MCX commodities · 1-minute

Silver, crude oil and natural gas contracts, where each contract expiry is its own event.

Everything

Every index and commodity on this site in one order.

From the blog

All guides →

From payment to files

  1. Pick a pack and enter your email on the checkout page.
  2. Pay by UPI using the QR code on your order page, then submit the UTR reference.
  3. Download from the same order page once the payment is confirmed. Parquet by default, CSV if you prefer.