One end of day file holds a settle price, open interest and volume for every listed strike
| Calls | Strike | Puts | ||
|---|---|---|---|---|
| OI | Settle | Settle | OI | |
| 1.5L | 357.10 | 25,050 | 194.10 | 1.1L |
| 10.1L | 325.85 | 25,100 | 212.90 | 10.1L |
| Spot 25,141.40 | ||||
| 2.4L | 297.35 | 25,150 | 232.55 | 2.2L |
| 19L | 270.05 | 25,200ATM | 254.70 | 13.1L |
| 1.9L | 243.70 | 25,250 | 278.50 | 97,575 |
| 9.2L | 219.20 | 25,300 | 303.80 | 4.8L |
| 1.2L | 196.20 | 25,350 | 334.85 | 52,800 |
Shaded cells are in the money. Outlined cells hold the most open interest among the strikes shown. OI is in units and volume is in contracts; L is lakh and Cr is crore.
The NSE option chain page shows the current snapshot. To rebuild a past chain, use the daily F&O bhavcopy and the index close file for the same session. Together they give each strike's settle price, open interest in units and volume in contracts, the index close and the expiry.
A dated chain needs more than the strikes. Add the future for the expiry, since NSE index options are priced on the future. Add the lot size for the contract on that date. The chart's 11 Jun 2025 file is from the 75 lot, and NIFTY has been 65 since NSE's October 2025 revision. And add the rate on that date, which the school takes as a T bill yield, not a borrowing rate.
Read the units with care. Open interest is in units, volume is in contracts, and one lot is the lot size times the units. Comparing volume with open interest only makes sense in contracts. The chart shows a few strikes from one file, which is what a dated chain looks like before anything is computed from it.
The limits of end of day data are real. One settle price per strike per day has no bid and ask, no time stamps and no intraday path. A strike with no trade on the day has no market price to use. Keep the date of the file you used with any figure you publish.
The school's own examples use chains at least one month old, so they are education and not live reference. For a study of your own, start with the NSE reports page, pull the files for each date you need, and write the rule down before you open the data.
Before you trade. Derivatives trading carries a high risk of loss. SEBI's study "Profitability of Individual Traders in the Equity Derivatives Segment (FY25 to FY26)" (August 2026) found that 87.7% of individual traders in equity F&O made net losses in FY26, with aggregate net losses of Rs 91,685 crore. Read the SEBI study