QuantsappFaster in the app: live data, alerts, tradingOpen
Log inStart free
Start freeLog in
Get the app
Open Backtesting →

Historical data for backtesting: NSE options & futures since Sep 2021

Every dataset a Quantsapp backtest can read: the full option chain with Greeks and bid/ask for every second of the session, futures, order flow, 20+ built-in datasets and indicators, 216 indices and F&O stocks. Backtesting is part of the Max plan. Pro+ members can use it now as a free trial.

Community datacoming soon
Link datasets other traders publish and keep updated.

Option chain & Greeks

Tick by tick - read at any second of the session
Quantsapp
The full option chain of every listed expiry, exactly as it stood at any moment of the trading day: price, the best buy and sell quotes, implied volatility, the full set of Greeks - delta, gamma, theta and vega, and the higher-order vanna, charm, speed, zomma, color, volga and veta - and open interest for every call and put strike. The same Greeks are there for a whole position, at any moment.
Symbols216 (indices & F&O stocks)
History (NIFTY)14 Sept 2021 → 23 Oct 2026
Updatedevery trading day
Use in a strategy →

Coverage by symbol

216 symbols · first and last trading day held
SymbolFromToTrading days
NIFTY14 Sept 202123 Oct 20261,266
BANKNIFTY14 Sept 202123 Oct 20261,266
FINNIFTY14 Sept 202123 Oct 20261,266
MIDCPNIFTY24 Jan 202223 Oct 20261,173
NIFTYNXT5024 Apr 202423 Oct 2026621
360ONE27 Jun 202523 Oct 2026328
ABB28 Jan 202223 Oct 20261,174
ABCAPITAL31 Dec 202123 Oct 20261,193
ADANIENSOL2 Dec 202423 Oct 2026470
ADANIENT14 Sept 202123 Oct 20261,266
ADANIGREEN2 Dec 202423 Oct 2026470
ADANIPORTS14 Sept 202123 Oct 20261,266
ADANIPOWER2 Apr 202623 Oct 2026139
ALKEM14 Sept 202123 Oct 20261,266
AMBER27 Jun 202523 Oct 2026328
AMBUJACEM14 Sept 202123 Oct 20261,266
ANGELONE2 Dec 202423 Oct 2026470
APLAPOLLO2 Dec 202423 Oct 2026470
APOLLOHOSP14 Sept 202123 Oct 20261,266
ASHOKLEY14 Sept 202123 Oct 20261,266
ASIANPAINT14 Sept 202123 Oct 20261,266
ASTRAL14 Sept 202123 Oct 20261,266
ATHERENERG27 Aug 202623 Oct 202639
AUBANK14 Sept 202123 Oct 20261,266
AUROPHARMA14 Sept 202123 Oct 20261,266
AXISBANK14 Sept 202123 Oct 20261,266
BAJAJ-AUTO14 Sept 202123 Oct 20261,266
BAJAJFINSV14 Sept 202123 Oct 20261,266
BAJAJHLDNG2 Jan 202623 Oct 2026199
BAJFINANCE14 Sept 202123 Oct 20261,266
BANDHANBNK14 Sept 202123 Oct 20261,266
BANKBARODA14 Sept 202123 Oct 20261,266
BANKINDIA2 Dec 202423 Oct 2026470
BDL2 Jun 202523 Oct 2026347
BEL14 Sept 202123 Oct 20261,266
BHARATFORG14 Sept 202123 Oct 20261,266
BHARTIARTL14 Sept 202123 Oct 20261,266
BHEL14 Sept 202123 Oct 20261,266
BIOCON14 Sept 202123 Oct 20261,266
BLUESTARCO2 Jun 202523 Oct 2026347
BOSCHLTD14 Sept 202123 Oct 20261,266
BPCL14 Sept 202123 Oct 20261,266
BRITANNIA14 Sept 202123 Oct 20261,266
BSE2 Dec 202423 Oct 2026470
CAMS2 Dec 202423 Oct 2026470
CANBK14 Sept 202123 Oct 20261,266
CDSL2 Dec 202423 Oct 2026470
CGPOWER2 Dec 202423 Oct 2026470
CHOLAFIN14 Sept 202123 Oct 20261,266
CIPLA14 Sept 202123 Oct 20261,266
COALINDIA14 Sept 202123 Oct 20261,266
COCHINSHIP2 Apr 202623 Oct 2026139
COFORGE14 Sept 202123 Oct 20261,266
COLPAL14 Sept 202123 Oct 20261,266
CONCOR14 Sept 202123 Oct 20261,266
CROMPTON1 Oct 202123 Oct 20261,253
CUMMINSIND14 Sept 202123 Oct 20261,266
DABUR14 Sept 202123 Oct 20261,266
DALBHARAT1 Oct 202125 Aug 20261,213
DELHIVERY2 Dec 202423 Oct 2026470
DIVISLAB14 Sept 202123 Oct 20261,266
DIXON14 Sept 202123 Oct 20261,266
DLF14 Sept 202123 Oct 20261,266
DMART2 Dec 202423 Oct 2026470
DRREDDY14 Sept 202123 Oct 20261,266
EICHERMOT14 Sept 202123 Oct 20261,266
ETERNAL2 Dec 202423 Oct 2026467
FEDERALBNK14 Sept 202123 Oct 20261,266
FORCEMOT2 Apr 202623 Oct 2026139
FORTIS2 Jun 202523 Oct 2026347
GAIL14 Sept 202123 Oct 20261,266
GLENMARK14 Sept 202123 Oct 20261,266
GMRAIRPORT14 Sept 202123 Oct 20261,218
GODFRYPHLP2 Apr 202623 Oct 2026139
GODREJCP14 Sept 202123 Oct 20261,266
GODREJPROP14 Sept 202123 Oct 20261,266
GRASIM14 Sept 202123 Oct 20261,266
GVT&D29 May 202623 Oct 2026102
HAL14 Sept 202123 Oct 20261,266
HAVELLS14 Sept 202123 Oct 20261,266
HCLTECH14 Sept 202123 Oct 20261,266
HDFCAMC14 Sept 202123 Oct 20261,266
HDFCBANK14 Sept 202123 Oct 20261,266
HDFCLIFE14 Sept 202123 Oct 20261,266
HEROMOTOCO14 Sept 202123 Oct 20261,266
HINDALCO14 Sept 202123 Oct 20261,266
HINDPETRO14 Sept 202123 Oct 20261,266
HINDUNILVR14 Sept 202123 Oct 20261,266
HINDZINC1 Apr 202523 Oct 2026387
HYUNDAI2 Apr 202623 Oct 2026139
ICICIBANK14 Sept 202123 Oct 20261,266
ICICIGI14 Sept 202123 Oct 20261,266
ICICIPRULI14 Sept 202122 Oct 20261,265
IDEA14 Sept 202123 Oct 20261,266
IDFCFIRSTB14 Sept 202123 Oct 20261,266
IEX14 Sept 202123 Oct 20261,266
INDHOTEL14 Sept 202123 Oct 20261,266
INDIANB2 Dec 202423 Oct 2026470
INDIGO14 Sept 202123 Oct 20261,266
INDUSINDBK14 Sept 202123 Oct 20261,266
INDUSTOWER14 Sept 202123 Oct 20261,266
INFY14 Sept 202123 Oct 20261,266
INOXWIND1 Apr 202523 Oct 2026387
IOC14 Sept 202123 Oct 20261,266
IREDA3 Mar 202523 Oct 2026406
IRFC2 Dec 202423 Oct 2026470
ITC14 Sept 202123 Oct 20261,266
JINDALSTEL14 Sept 202123 Oct 20261,266
JIOFIN2 Dec 202423 Oct 2026470
JSWENERGY2 Dec 202423 Oct 2026470
JSWSTEEL14 Sept 202123 Oct 20261,266
JUBLFOOD14 Sept 202123 Oct 20261,266
KALYANKJIL2 Dec 202423 Oct 2026470
KAYNES2 Jun 202523 Oct 2026347
KEI2 Dec 202423 Oct 2026470
KFINTECH27 Jun 202523 Oct 2026328
KOTAKBANK14 Sept 202123 Oct 20261,266
KPITTECH2 Dec 202423 Oct 2026470
LAURUSLABS29 Oct 202123 Oct 20261,235
LICHSGFIN14 Sept 202123 Oct 20261,266
LICI2 Dec 202423 Oct 2026470
LODHA2 Dec 202423 Oct 2026470
LT14 Sept 202123 Oct 20261,266
LTF24 Apr 202423 Oct 2026621
LTM31 Dec 202523 Oct 2026200
LUPIN14 Sept 202123 Oct 20261,266
M&M14 Sept 202123 Oct 20261,266
MAHABANK27 Aug 202623 Oct 202639
MANAPPURAM14 Sept 202123 Oct 20261,266
MANKIND2 Jun 202523 Oct 2026347
MARICO14 Sept 202123 Oct 20261,266
MARUTI14 Sept 202123 Oct 20261,266
MAXHEALTH2 Dec 202423 Oct 2026470
MAZDOCK2 Jun 202523 Oct 2026347
MCX14 Sept 202123 Oct 20261,266
MFSL14 Sept 202123 Oct 20261,266
MOTHERSON14 Sept 202123 Oct 20261,265
MOTILALOFS2 Apr 202623 Oct 2026139
MPHASIS14 Sept 202123 Oct 20261,266
MUTHOOTFIN14 Sept 202123 Oct 20261,266
NAM-INDIA14 Sept 202123 Oct 2026374
NATIONALUM14 Sept 202123 Oct 20261,266
NAUKRI14 Sept 202123 Oct 20261,266
NBCC31 Dec 202123 Oct 2026569
NESTLEIND14 Sept 202123 Oct 20261,266
NHPC2 Dec 202423 Oct 2026470
NIFTYFPI13 Aug 202623 Oct 202649
NMDC14 Sept 202123 Oct 20261,266
NTPC14 Sept 202123 Oct 20261,266
NYKAA2 Dec 202423 Oct 2026470
OBEROIRLTY1 Oct 202123 Oct 20261,253
OFSS14 Sept 202123 Oct 20261,266
OIL2 Dec 202423 Oct 2026470
ONGC14 Sept 202123 Oct 20261,266
PAGEIND14 Sept 202123 Oct 20261,266
PATANJALI3 Mar 202523 Oct 2026406
PAYTM2 Dec 202423 Oct 2026470
PERSISTENT1 Oct 202123 Oct 20261,253
PETRONET14 Sept 202123 Oct 20261,266
PFC14 Sept 202123 Oct 20261,266
PGEL27 Jun 202523 Oct 2026328
PHOENIXLTD3 Feb 202523 Oct 2026425
PIDILITIND14 Sept 202123 Oct 20261,266
PIIND14 Sept 202123 Oct 20261,266
PNB14 Sept 202123 Oct 20261,266
PNBHOUSING1 Apr 202523 Oct 2026387
POLICYBZR2 Dec 202423 Oct 2026470
POLYCAB14 Sept 202123 Oct 20261,266
POWERGRID14 Sept 202123 Oct 20261,266
POWERINDIA3 Oct 202523 Oct 2026261
PREMIERENE2 Jan 202623 Oct 2026199
PRESTIGE2 Dec 202423 Oct 2026470
RADICO29 May 202623 Oct 2026102
RBLBANK14 Sept 202123 Oct 20261,266
RECLTD14 Sept 202123 Oct 20261,266
RELIANCE14 Sept 202123 Oct 20261,266
RVNL2 Jun 202523 Oct 2026347
SAIL14 Sept 202123 Oct 20261,266
SBICARD29 Oct 202123 Oct 20261,235
SBILIFE14 Sept 202123 Oct 20261,266
SBIN14 Sept 202123 Oct 20261,266
SHREECEM14 Sept 202123 Oct 20261,266
SHRIRAMFIN14 Sept 202123 Oct 20261,265
SIEMENS14 Sept 202123 Oct 20261,266
SOLARINDS3 Feb 202523 Oct 2026425
SONACOMS2 Dec 202423 Oct 2026470
SRF14 Sept 202123 Oct 20261,266
SUNPHARMA14 Sept 202123 Oct 20261,266
SUPREMEIND2 Dec 202423 Oct 2026470
SUZLON1 Aug 202523 Oct 2026303
SWIGGY2 Jan 202623 Oct 2026199
TATACONSUM14 Sept 202123 Oct 20261,266
TATAELXSI2 Dec 202423 Oct 2026470
TATAPOWER14 Sept 202123 Oct 20261,266
TATASTEEL14 Sept 202123 Oct 20261,266
TCS14 Sept 202123 Oct 20261,266
TECHM14 Sept 202123 Oct 20261,266
TIINDIA2 Dec 202423 Oct 2026470
TITAN14 Sept 202123 Oct 20261,266
TMPV27 Oct 202523 Oct 2026246
TORNTPHARM14 Sept 202123 Oct 20261,266
TRENT14 Sept 202123 Oct 20261,266
TVSMOTOR14 Sept 202123 Oct 20261,266
ULTRACEMCO14 Sept 202123 Oct 20261,266
UNIONBANK2 Dec 202423 Oct 2026470
UNITDSPR17 Sept 202123 Oct 20261,230
UNOMINDA2 Jun 202523 Oct 2026347
UPL14 Sept 202123 Oct 20261,266
VBL2 Dec 202423 Oct 2026470
VEDL14 Sept 202123 Oct 20261,266
VMM2 Apr 202623 Oct 2026139
VOLTAS14 Sept 202123 Oct 20261,266
WAAREEENER2 Jan 202623 Oct 2026199
WIPRO14 Sept 202123 Oct 20261,266
YESBANK2 Dec 202423 Oct 2026470
ZYDUSLIFE14 Sept 202123 Oct 20261,265

Data points

25 fields
FieldWhat it meansTypeStrikeThe option's strike price.numberCall / PutThe option type (CE / PE).textExpiryThe contract's expiry date. Weekly and monthly expiries are both there, for every date they were listed.dateLTPLast traded price of the option at that moment.₹Bid / AskThe best price a buyer was offering and a seller was asking - the spread you would actually pay to trade.₹IVImplied volatility, in % a year: how much movement the option price is pricing in.%DeltaHow much the option moves for a ₹1 move in the underlying (0 to 1 for calls, 0 to -1 for puts). Also the usual way to pick strikes: "the 0.2-delta call".numberGammaHow fast delta itself changes as the underlying moves.numberThetaTime decay: what the option loses in a day with nothing else changing.₹VegaWhat the option gains or loses for a 1-point change in IV.₹VannaHow much delta changes for a 1-point rise in IV.numberCharmHow much delta changes over one day with nothing else moving - delta decay.numberSpeedHow much gamma changes for a 1-point move in the underlying.numberZommaHow much gamma changes for a 1-point rise in IV.numberColorHow much gamma changes over one day - gamma decay.numberVolga (vomma)How much vega changes for a 1-point rise in IV.₹VetaHow much vega changes over one day - vega decay.₹Intrinsic / time valueWhat the option is worth if exercised now, and the rest of its premium - the part that decays away.₹OIOpen interest: contracts outstanding at that strike. Its change shows where positions are being built or closed.numberVolumeContracts traded so far in the session.numberMid & spreadThe midpoint of the best quotes, and the gap between them.₹Fair forwardThe expiry's own fair underlying price, read from its options - the at-the-money reference for every expiry, including weeklies with no future of their own.₹Position GreeksNet delta, gamma, theta, vega and the higher-order Greeks of a whole position, at any moment.numberATM straddle & ATM IVThe at-the-money straddle premium and IV through the day, following the ATM strike as the market moves.seriesCombined premiumAny structure's total premium through the day - a straddle, strangle or spread - ready for VWAP and indicators.series

What you can do with it

tap a request to copy it, then paste it into the chat
Pick strikes any way you think about them - at the money, a % or points away, by delta, by premium, or the highest-OI strike.
Use any expiry - this week's, next week's, the monthly, or "the expiry about 30 days out".
Fill at the real bid / ask instead of the last price, so the spread shows up in results.
Enter or exit on IV - e.g. only sell when IV is high.
Manage a position by its Greeks - including how delta and gamma will drift with time and IV.
Trade the straddle premium itself - against its VWAP, a moving average or RSI.

Related data

OI changes & max-OI levelsStrike-wise OI, PCR and max pain from the same chainTechnical indicatorsIV rank, skew and term structure

Log in or sign up

Enter your mobile number. New to Quantsapp? The same OTP creates your free account.

+91

By continuing you agree to the Terms of Use and Privacy Policy.