Hey everyone,

I’ve been building and maintaining a structured dataset for Indian options markets, primarily focused on NIFTY, BANKNIFTY, and major F&O stocks. This is something I originally built for my own quantitative research and backtesting, and it has now grown into a fairly comprehensive historical archive.

What the dataset includes:

• NIFTY & BANKNIFTY options data
• Stock options across all major F&O-listed equities
• Expired contracts with full historical lifecycle data
• Multiple expiries per month (weekly + monthly series covered)
• Strike-wise and expiry-wise structured format
• Intraday snapshots / OHLC-style records (depending on contract availability)
• Cleaned and normalized data for easy backtesting and analysis

Key highlight:

Unlike many datasets that only focus on a single monthly expiry or limited snapshots, this dataset includes multiple expiries within the same month, which is especially useful for:

• Weekly expiry strategies
• Gamma/vega decay studies
• Short-term premium selling systems
• Event-driven volatility analysis

How it’s maintained:

I’ve set up scheduled cron jobs that continuously pulls and stores data from market sources. Over time, this has helped build a consistent historical archive without relying on incomplete third-party datasets.

The goal was to ensure:

• Consistency across expiries
• Reproducibility for backtests
• Minimal data gaps for intraday studies

Use cases:

• Options strategy backtesting (spreads, straddles, iron condors, etc.)
• Volatility surface research
• Machine learning on options pricing/behavior
• Intraday trading system development
• Academic / personal quant research

Access:

This is a paid dataset, mainly because of the infrastructure, storage, and ongoing maintenance required to keep it updated and clean.

If you’re interested, I can share:

• Sample data preview
• Pricing details
• Coverage list (stocks + expiries + time range)

Note:

This is strictly intended for research and educational use, not financial advice or trading signals.