What is on this page
Every SENSEX 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.
Free to browse, no account required.
SENSEX options are a younger market
The archive starts 20 March 2024, considerably later than the August 2021 start for NIFTY and BANK NIFTY. That is not a gap in the data — it reflects when SENSEX options became a market worth recording.
BSE relaunched its derivatives segment with a revised contract structure, and volumes took time to build. Before that point, contracts existed but traded too thinly for the data to support any meaningful analysis. Recording begins where there is real traded volume rather than where the instrument technically existed.
The practical consequence: you have roughly two years of history, not five. For a strategy that needs to see multiple volatility regimes, that is a genuine limitation, and NIFTY is the better index to develop on before porting to SENSEX.
It trades on BSE, not NSE
SENSEX is a BSE index and its options trade on BSE’s derivatives segment. NIFTY and BANK NIFTY are NSE instruments.
This matters more than it sounds:
- Different exchange files. Reconciling against official records means BSE’s published data, not NSE bhavcopy. The formats differ.
- Different holiday and session edge cases. Usually aligned, occasionally not.
- Different liquidity dynamics. BSE’s derivatives book is thinner, and market-maker behaviour differs from NSE’s.
If you are building a system that treats all three indices identically, this is the one that will surprise you.
Liquidity is the thing to watch
SENSEX options are meaningfully less liquid than NIFTY options. Liquidity concentrates hard around at-the-money strikes and falls away quickly.
For anyone backtesting, this is not a detail — it is the difference between a real result and an imaginary one. A strategy that trades strikes several steps out of the money will, on paper, show fills at prices nobody could have transacted at.
Two guards worth building in:
- Filter on volume in the decision interval, not just on the existence of a candle. A strike that traded twice all session is not tradeable.
- Apply a wider spread haircut than you would on NIFTY. The bid-ask on a thin SENSEX strike can be a large fraction of the premium, and it widens exactly when you most want to trade.
The 1-minute data makes this checkable: gaps in the candle series are themselves the liquidity signal, because a minute with no trade produces no candle rather than a carried-forward price.
What the data contains
| 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 from 20 March 2024. The 5-minute, 15-minute, hourly and daily views derive from the same 1-minute base.
What people use this for
Cross-index comparison. The most interesting SENSEX work is usually relative — how its implied volatility, open-interest distribution and expiry behaviour differ from NIFTY over the same period. Having both in one archive at the same granularity makes that comparison straightforward.
Testing whether a NIFTY strategy transfers. It often does not, and the reasons are usually liquidity rather than the idea.
Liquidity research. SENSEX is a useful natural experiment in how a derivatives market builds depth, because the whole build-out is inside the recorded window.
Background reading: how to read NIFTY open interest applies unchanged here, and backtesting an options strategy in Python covers the liquidity guards in code.
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. Reference in the API documentation.
curl -s "https://api.moneyticks.com/api/v1/options/SENSEX/candles?expiry=2026-07-30&strike=80000&optionType=CE&interval=15m" \
-H "Authorization: Bearer mt_live_your_api_key"
Unlocked by a one-time ₹999 payment plus 18% GST — the complete archive, plus one month of continuing data from your purchase date. Nothing auto-renews.
Other indices
NIFTY 50 and BANK NIFTY both run from August 2021 and are the deeper archives.
Index options only — no stock options, no FINNIFTY. The comparison of Indian options data sources covers providers that carry those.
Frequently asked questions
Where can I download historical SENSEX options data?
Every expiry recorded since March 2024 is browsable free on this page — pick an expiry for its 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.
Why does SENSEX options history start later than NIFTY?
BSE relaunched SENSEX derivatives with a revised contract structure and they only became meaningfully liquid during 2024. Recording starts 20 March 2024, when there was actual traded volume worth archiving. Earlier contracts existed but traded too thinly for the data to be useful.
Is SENSEX options data on NSE or BSE?
BSE. SENSEX is a BSE index and its options trade on BSE's derivatives segment, unlike NIFTY and BANK NIFTY which trade on NSE. That matters for anyone reconciling against exchange files, since the two exchanges publish separately and in different formats.
How liquid are SENSEX options compared to NIFTY?
Considerably less, though the gap has narrowed. Liquidity concentrates tightly around at-the-money strikes and thins out fast. Any backtest on SENSEX should filter on traded volume rather than assuming a fill at last-traded price, or it will produce returns that were never available.
What interval is SENSEX 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, which on SENSEX happens more often than on NIFTY.