Downloading options historical data

General
1

Hey Imran sir, any update about downloading options historical data from dhan

  1. The 10 strikes from ATM is not working as for BANK NIFTY, SENSEX the 0.3 delta (my OTM selling strike for backtesting) dosent comes in the 10 strike range.
  2. they are providing historical data based on ATM (distance from ATM), can we download data based on expiry, strike, and delta based.

Thank & Regards
Khaisar

2

Hi @Khaisar
we are checking around historical data. will update shortly on this.

3

Hi @Khaisar ,

  1. Yes Dhan is not providing data for more then 10 strikes from ATM
  2. And currently Dhan is not giving data based on specific strike which may cause hurdle for backtesting, we have connected with Dhan team regarding this.
    We can suggest you to use ICICI data for time being.

Refer the below video-

4

Hey Priya,

Thanks for the reply…

I am already downloading data from ICICI breeze.

1 Like