--- title: "Where do I get historical option chain and F&O data in" description: "NSE publishes end of day F&O files for each session, with the settle price, open interest and volume for every listed strike." source_url: "https://www.rupeecase.com/learn/questions/historical-option-chain-data" --- 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. NIFTY option chain as on 11 Jun 2025 for the 26 Jun 2025 expiry, around the at the money strike. The file is the close of that session only. Open interest is in units and volume in contracts. Source: NSE end of day data, computed by RupeeCase. As of 11 Jun 2025. 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](https://www.sebi.gov.in/reports-and-statistics/research/aug-2026/study-profitability-of-individual-traders-in-the-equity-derivatives-segment-fy25-fy26-_103835.html) Where do I get historical option chain and F&O data in India?NSE publishes end of day F&O files for each session, with the settle price, open interest and volume for every listed strike, and that is enough to rebuild a past chain from official data. Intraday quotes for past dates are not in those files, and an end of day chain cannot show what the market did during the session. LGo deeper ## Where Learn teaches this. [Go deeperReading the NSE option chain, column by column8 min, Beginner](/learn/path-15/module-15-1-reading-the-nse-option-chain)[Go deeperParticipant wise OI and FII derivatives data, read honestly8 min, Intermediate](/learn/path-15/module-15-6-participant-wise-open-interest) SSources ## Go to the source. 1. [NSE, derivatives reports and daily end of day files](https://www.nseindia.com/all-reports-derivatives) NSE 2. [NSE, option chain (the live screen; the school uses dated end of day chains instead)](https://www.nseindia.com/option-chain) NSE 3. [NSE, equity derivatives contract specifications: European exercise, cash settlement and lot sizes](https://www.nseindia.com/static/products-services/equity-derivatives-contract-specifications) NSE ?Questions people ask ## Related questions. [QuestionHow do I read an option chain?Beginner](/learn/questions/how-to-read-option-chain)[QuestionWhat are open interest, change in OI and cumulative OI?Beginner](/learn/questions/what-is-open-interest)[QuestionWhat do participant wise OI, the FII long short ratio and FII and DII data tell me?Intermediate, trap check](/learn/questions/participant-wise-oi-fii-data) [All 130 questions](/learn/questions/) Explore next ## Go deeper on this question. * [QuestionVolume or open interest: which matters?A short answer with a dated chart](/learn/questions/volume-or-open-interest) * [ToolOption payoff builderLegs on a dated Nifty chain, breakevens and charges](/learn/tools/payoff-builder) * [GlossaryInvesting glossary, 230 termsPlain word definitions, and the app’s own](/learn/glossary) Community ## Join my WhatsApp group. Scan the code, fillFill one short form, and join my WhatsApp group. Slides, sources, factsheets and the rebalance logs live there, and members join a daily Google Meet with me. New to RupeeCase? [Getting started](/getting-started) [See the terminal](/terminal) [Sign up for RupeeCase](https://invest.rupeecase.com/signup) [Join the WhatsApp group](https://forms.gle/C6HMtM1Z2GfeocQV7) [One form, one group](https://forms.gle/C6HMtM1Z2GfeocQV7)Scan with your phone camera Education only, not investment advice, a research report or a recommendation to buy, sell or hold any security. RupeeCase (QC Alpha Technologies Pvt Ltd) is not registered with SEBI as an investment adviser or research analyst. Contracts and prices shown are for illustration only, come from NSE end of day files at least 30 days old, and are not recommendatory. Derivatives trading carries a high risk of loss.