What is on this page
Every NIFTY BANK options expiry MoneyTicks has recorded, grouped by year. Each expiry opens its full option chain — every strike, calls and puts, with closing premium and open interest. Each strike opens that contract’s complete daily history from first trade to settlement.
Free to browse, no account required.
BANK NIFTY is not NIFTY with bigger numbers
The two indices get treated as interchangeable in strategy discussions, and they are not.
It moves more. BANK NIFTY is concentrated in a single sector and carries meaningfully higher realised volatility than NIFTY. The same strategy, same parameters, produces a different risk profile — usually a worse one for short-premium approaches, because the tails are fatter.
Strike intervals are wider. BANK NIFTY strikes are spaced further apart in absolute terms, which changes what “one strike out of the money” means. Position sizing rules ported directly from NIFTY tend to be wrong.
Liquidity concentrates harder. Near-the-money strikes are deeply liquid; the drop-off as you move away is steeper than on NIFTY. A backtest that assumes fills at last-traded price on far strikes will produce returns that were never available.
The expiry structure changed — and your backtest needs to know
NSE discontinued weekly BANK NIFTY expiries in November 2024. Before that, weekly contracts traded alongside monthlies. After, only monthlies.
This is a genuine structural break, and it matters for anyone testing across the boundary:
- A strategy built around weekly decay has no instrument to trade after the change.
- Aggregate statistics computed across the whole history mix two different regimes.
- Open interest distributions shifted as positions consolidated into monthlies.
The archive records what actually traded at the time, weeklies included. That is the point of keeping history rather than reconstructing it — the pre-2024 weekly contracts still exist here, and a backtest that spans the change can handle it explicitly instead of silently averaging over it.
What the data contains
Each 1-minute candle carries:
| Field | Meaning |
|---|---|
ts |
Candle timestamp, IST |
open / high / low / close |
Option premium in rupees for that minute |
volume |
Contracts traded in that minute |
oi |
Open interest — contracts outstanding at that point |
Coverage runs from 2 August 2021. The 5-minute, 15-minute, hourly and daily views derive from the same 1-minute base.
Minute-level open interest is the uncommon part. End-of-day OI tells you where positions finished; minute-level OI shows when they were built, which is the difference between observing a fact and observing a process.
Reading the chain
The chain pages show each strike’s call and put closing premium and open interest at the recorded snapshot.
Open interest carries no direction — every contract has both a buyer and a seller — so it only becomes informative when read against price movement. The four combinations that matter are set out in how to read NIFTY open interest; the logic applies unchanged to BANK NIFTY.
Expiry day distorts OI badly on this index in particular, because the wider strike spacing means more contracts finish clearly worthless and are abandoned rather than closed. Their OI stays elevated until settlement clears it. Treat expiry day separately.
What people use this for
Backtesting, chiefly. Testing on BANK NIFTY requires the actual traded premiums — you cannot recover an option’s price from the index level without an implied volatility you do not have. The harness and the traps are covered in backtesting an options strategy in Python.
Volatility work. BANK NIFTY’s higher volatility makes it the more informative index for studying IV expansion and collapse around events. See what expired contract data shows about premium decay.
Regime analysis. Comparing behaviour before and after the weekly-expiry discontinuation, which is one of the few clean natural experiments available in this market.
Getting the data out
Exports — CSV, Excel or JSON from the dashboard, filtered by expiry, strike and interval.
REST API — symbols, expiries, strikes, candles, chain and open interest, Bearer-authenticated with keyset pagination for large pulls. Reference in the API documentation.
curl -s "https://api.moneyticks.com/api/v1/options/BANKNIFTY/candles?expiry=2026-07-28&strike=52000&optionType=PE&interval=5m" \
-H "Authorization: Bearer mt_live_your_api_key"
Both are unlocked by a one-time ₹999 payment plus 18% GST, which buys the complete archive plus one month of continuing data from your purchase date.
Other indices
NIFTY 50 options share the August 2021 start. SENSEX options begin March 2024.
Index options only — no stock options, no FINNIFTY. The comparison of Indian options data sources covers which providers carry those.
Frequently asked questions
Where can I download historical BANK NIFTY options data?
Every expiry recorded since August 2021 is browsable free on this page — pick an expiry for its full option chain, then any strike for that contract's daily price and open-interest history. Bulk CSV, Excel and JSON export, and REST API access, are unlocked by a one-time ₹999 payment plus 18% GST, which buys the complete archive plus one month of continuing data from your purchase date.
How far back does BANK NIFTY options history go?
Contracts are recorded from 2 August 2021, the same start as NIFTY. That window covers several distinct volatility regimes, which matters more for BANK NIFTY than for most indices because it moves further and faster than NIFTY.
Why is BANK NIFTY options data harder to get than NIFTY?
It is not fundamentally harder, but it is less commonly published in full. BANK NIFTY has wider strike intervals and a different expiry history — weekly BANK NIFTY expiries were discontinued in late 2024 — so archives assembled at different times cover different things. This archive records what actually traded, whatever the expiry structure was at the time.
Does BANK NIFTY still have weekly expiries?
No. Weekly BANK NIFTY expiries ended in November 2024 — the last one recorded in this archive is 13 November 2024, after which only monthly contracts appear. The weekly contracts that traded before that change are still here, which is exactly the sort of structural break a backtest needs to handle rather than average over.
What interval is BANK NIFTY options data available at?
1-minute OHLC with open interest alongside each candle, aggregated to 5-minute, 15-minute, hourly and daily. Nothing is interpolated — a minute with no trade has no candle.
Can I get BANK NIFTY option chain data for a past date?
Yes. Each expiry page shows the recorded chain, and the API's chain endpoint takes an `at` parameter to pin the snapshot to a specific timestamp rather than the latest, which is what stops a backtest seeing information it would not have had.