Dhan currently provides rolling option data, but rolling data cannot accurately represent the exact strike and expiry contract that would have been traded. The actual result depends on that specific contract’s premium movement and whether its stop-loss or target was hit first.
Historical intraday OHLC data for individual expired option contracts, preferably 1-minute data, is essential for reliable option-buying backtests.
This has been a long-pending request from the Dhan community. Please prioritise expired-contract historical data through the Dhan API . Without it, option-buying backtests remain incomplete and can produce misleading results.