Guides / 31 October 2026

BSE options data download: SENSEX and BANKEX in one place

Download BSE index options data: SENSEX and BANKEX options with futures and the index at 1-minute, how the files differ from NSE, and which pack to pick.

BSE's index derivatives are SENSEX and BANKEX. SENSEX weeklies trade heavily; BANKEX is smaller but useful as a second banking-sector series. A BSE options data download that keeps both in the same layout lets you run one pipeline over them.

What is included

• SENSEX options: every strike that traded, calls and puts, every listed expiry, from November 2023.
• BANKEX options in the same layout, in the BSE packs.
• Futures and the index for both, on the same IST clock.

Differences from NSE data to handle in code

• Strike spacing: 100 points for SENSEX. Round to the right step before picking an at-the-money strike.
• Expiry weekday: SENSEX weeklies expire on Thursday since September 2025, with earlier Tuesday and Friday periods. Read the expiry from the file name.
• Index code: older files carry the exchange's internal index code in the symbol column. Use the file prefix instead.

import pandas as pd
from pathlib import Path

for sym in ["SENSEX", "BANKEX"]:
    files = sorted(Path(sym).rglob(f"{sym}_OPT_1min_*.parquet"))
    df = pd.read_parquet(files[-1])
    print(sym, files[-1].name, df["strike_price"].diff().abs().replace(0, None).min())

Packs: BSE, 12 months, BSE, 3 years, or SENSEX options only.