I’m trying to automate the back testing of FnO positions for any NSE stock. My strategy is to calculate the ROI for an option trade based on my strategy and hence I require historical option premiums. Is there any reliable source of obtaining historical NSE option chain? EOD data is fine by me.
Additionally, can anyone guide me as to how the strike price intervals for the options of any stock decided? e.g. TATAMOTORS option strike prices are Rs 5 apart, whereas let’s say for TCS, they are 50Rs apart. Has NSE provided any calculation methodology for the same? OK I found the answer to this in an earlier post. Linking it here.