Option Strike Historical Data

APIs, Automation, Algos & Code
1

Historical data of option Strike like:
”NSE,D,72180,OPTSTK,0,BHEL-Jan2026-300-PE”

is supported via paid api or not?

2

Hello @pawanyadavdelhi ,

Yes, historical data for active option strikes likeNSE,D,72180,OPTSTK,0,BHEL-Jan2026-300-PEis supported via our paid API.

We do provide historical data for active option contracts. You can fetch both daily historical data and intraday minute-level data for specific option strikes using our Historical Data APIs.

You can refer to the documentation below for complete details on endpoints and request structure:
https://dhanhq.co/docs/v2/historical-data/

This will help you retrieve historical data for the required option contracts as per your requirement.

1 Like
3

Subject: Expired Options: Resolving the Rolling Endpoint vs. Purged Security ID Conflict

"Hi Dhan Team and Community,

I’m working on a backtesting engine and have hit a significant bottleneck with historical options data for expired contracts.

The Problem:

  1. Security ID Purging: Once a contract expires, its Security ID is removed from the Master File. This makes the standard /charts/intraday calls impossible because we no longer have a valid ID to pass.

  2. Rolling Endpoint Limitation: The only alternative is the /charts/rollingoption endpoint. However, this requires a relative strike (ATM ± n) rather than a fixed strike (e.g., 18500 CE).

The Challenge:
Because the ATM moves daily (and intraday), a fixed strike’s relative position is a moving target. Currently, I have to pull a wide ‘net’ of offsets (ATM ± 10 or 20) and manually filter/consolidate the data to reconstruct the history of a single fixed strike. This is computationally expensive and prone to mapping errors.

Question for the Team:

  • Is there an unlisted endpoint or a ‘Legacy Master File’ where we can retrieve static Security IDs for expired contracts?

  • Are there plans to add a fixedStrike parameter to the /charts/rollingoption endpoint to avoid this bulk-pull-and-filter workaround?

Looking forward to how others are solving this ‘stitching’ problem!"