Historical Intraday data for Nifty options including IV

Hi,

Does anyone here know where we can get Historical intraday OHLC data for Nifty and Banknifty options and futures including OI and IV?

You can get historical open interest here > https://fnoanalysis.com/oi/option_chain_hist.php

https://www1.nseindia.com/products/content/equities/indices/historical_index_data.htm

Hope it helps. -> https://hioptionchain.herokuapp.com/

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Hey, this definitely looks interesting. Thank you! I was looking for data in the same format as below (screenshot from the same link you shared)

But, when i click download, getting 403 error. Also is there anyway i can get all files (only for nifty and banknifty) for all days at once, instead of going through that whole process for each day’s file?

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Firstly, thanks man for visiting the website and pointing out the 403 error, the error has been rectified and you can download the files. And your question regarding downloading all files at once is justified but try to think from my perspective I am also running a server which downloads all the data at 5 minutes and 1 hour respectively for Index and Stocks and that costs money, also I don’t have any premium plan or something like that to generate running costs so when a person downloads a file from website via a link shortner spending mere 5 seconds I generate some revenue to keep the site going.

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Hey, I do understand your point if view, but although it’s a good piece of work you have here, it wouldn’t come to much use, because it’s just too tedious a task to manually select each scrip, strike price, and expiry everytime to download.

But, anyway thanks it’s definitely useful and great work man!
I am not sure if you do this only in your free time or if you actually get time to spend on this site, but please consider below as a suggestion/feedback.

  1. Maybe an option to start a premium service, say to skip those ad links or to download a list of files say for a particular script at once
  2. Also maybe just provide an option to select a range of strike prices and expiries and then in the results, you could provide the list of links. It would be a much better option than to select one from a dropdown each time.

Also, Please do let me know if you have any plans of bringing in say an option for premium service to cover your costs or to make up for the skipped ad links. If it is a reasonable price, I and hope a few others here would be interested too.

Thanks man, I was looking for some constructive advice and suggestions. You asked about using a premium service to recover cost for running the website. I am indeed planning to run one to provide ad-free experience but that would require paid servers because of computing required, login system, payments and refunds so that’s why I launched this free one so that people could try it and if significant people are ready to pay then that would reduce per head cost and take care of expenses but there are not many users who have shared their experience or shown interest so I don’t have any idea what to do next.
And Second you shared that it is tedious to select script, expiry etc. every time to download files but you see I can’t have all links on one page like there are around 30-40 stock and 2 Index and for stock there are 300 files and 650 for index per expiry. If I keep all these links at one place the content would be enormous and finding one file would be finding a needle in a stack. And that’s why I created drop-down to fist select Script, Expiry and then date for which you are looking for files. E.g. NIFTY → 9-Jul-2020 → 7-Jul-2020.




I have added the screenshots, if there exists a confusion.
And please feel free to reply again if there something you need help with.

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Hope you do get more users and you can build on this website. It looks very useful if you get a chance to develop it more. Let me know in case it develops to have a premium service say to download files in bulk.

No, what i actually meant was instead of having a dropdown for all the metrics like script, expiry and date ( where you can select only 1 for each), my suggestion is to have a drop down to select 1 script (as it currently is) and then once script is selected, have an option to select a range of expiries and dates.

So, once the range of expiries and dates are selected, in results, you could list all the links for that matching script and range of expiries. Just a suggestion hoping it would be more user-friendly.

Thanks man for the suggestion, I will try to implement it when new version comes up with Login and payments system. Will try to implement in 2-3 months and let you know.

Good work Ragav, keep it up :slight_smile: i was looking for similar stuff. i want to implement a model and it helps to find the data of historical options intraday info.

I see you have put lot of effort into making this, collecting , formalzing and presenting the data.

Enjoy

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This really nice and appreciated your hardwork sir. But I am not able to go to below page -

Would you mind sharing steps how to get this DATE_TIME and STRIKE_PRICE filter ? as downloading for each expiry is really painful and trying to find option how can I get for last three years for specific strike price.

Thanks man for letting me know, you can reach the page by Selecting a Script and Expiry then scroll below to find a button with “Show Table”, click on that it will navigate you to page containing the table. Screenshot is attached for reference.

Thanks for quick response and sorry for silly question I didn’t notice it was there in below. But I couldn’t get similar data for specific strike and date for historical expires.

just came across the app . wonderful work raghav !!

Hi, this seems to be down. Does anyone know alternative?

Sorry, I have to change the domains.
https://hioptionchain.raghuvansh.me/

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@raghav1
Bro this site is also not opening…did you change the domain again?

Sorry bro, there wasn’t much traction for the data so I stopped the project a few months back. I am not collecting the data nor the site is running.

@raghav1
Ohh No… can you please share the data bro? I need 1min Total OI data of Nifty and BankNifty.