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NIFTY intraday options data download: minute bars for intraday strategy research
NIFTY intraday options data for strategy research: 1-minute OHLC, volume and open interest from 09:15 to 15:29, with the index and futures for entry signals.
Intraday option strategies need two things end-of-day data cannot give: the price path through the session, and the index at the same minute to trigger entries. This guide covers what intraday NIFTY options data should contain and how to set up a session loop.
What is in each session
- Minute bars from 09:15 to 15:29 IST, labelled by the start of the minute.
- Every strike that traded, all expiries listed that day.
- The NIFTY index and futures on the same clock in the Complete packs.
A session loop
import pandas as pd
def session(day, expiry):
opt = pd.read_parquet(f"NIFTY_OPT_1min_{day}_exp{expiry}.parquet")
spot = pd.read_parquet(f"NIFTY_SPOT_1min_{day}.parquet")
opt["datetime"] = pd.to_datetime(opt["datetime"])
spot = spot.set_index(pd.to_datetime(spot["timestamp"]))["close"]
return opt, spot
opt, spot = session("2025-10-08", "2025-10-14")
orb_high = spot.between_time("09:15", "09:29").max() # opening-range high
signal = spot[spot.index.time > pd.Timestamp("09:30").time()]
entry = signal[signal > orb_high].index.min() # first break, or NaTChoosing a pack
If your signal comes from the index, take a Complete pack: NIFTY, 3 years or since 2020. If you only need option prices, the option packs are enough: 3 years.
Questions
What time range does intraday NIFTY option data cover?
The full session, 09:15 to 15:29 IST, one bar per minute, labelled by the start of the minute.
Is the NIFTY index included?
In the Complete packs, with futures. The options-only packs have the option chain alone.
Is there a free sample?
Yes. A week of NIFTY options at 1-minute, a full expiry day and a 1-second day are free to download.