How to download option chain data from NSE?

How to download option chain data from NSE?



How to download option chain data from NSE


Option chain data is very important data available for free in nse.com. But this data is not available in excel format and retail investors can't download the data and compare the data. We have a solution to record this option chain data date wise compare this data and use this data in the analysis of implied volatility-change in open interest - premium decay - to find the correlation between the nifty movement. Follow this procedure to record this data- date wise and modify the data according to your needs.

Procedure to record the nifty option chain data from nse.com

  1. Download the excel sheet option chain excel sheet
  2. Open option chain excel sheet
  3. Visit nse site 
  4. Select the monthly expiry date
  5. Select the option chain data as shown in picture

  1. Corners are very important 
  2. Select the data corner to corner 
  3. Paste the data in sheet 1 of option chain excel sheet 
  4. Delete the A columns from the sheet 1 of option chain excel sheet
  5. Select all the data from sheet 1 and paste the data in sheet 2
  6. Sheet 3 will show you the data in numerical format 
  7. The remaining sheet will segregate the data 

  1. Copy the call-put data from the open interest sheet  as shown in picture

  1. Paste the data value-wise as sown in picture
  2. Repeat the same process in IV-VOLUME-COI-PREMIUM-LTP
  3. After collecting all the analyze the change from the previous day 
  4. Find the co-relation of change with the nifty movement
  5. Repete this process every day to record the data of every month

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Post a Comment

4 Comments

  1. Sir in the 2nd part where to paste the data value-wise. I didn't get it..Please can you explain..

    ReplyDelete
  2. Hi,
    You can use google sheet to download option chain, using importhtml function

    Pl write a blog on it.
    Thanks for doing good work

    ReplyDelete
  3. sheet2 password protected.how can we paste data.

    ReplyDelete
    Replies
    1. sheet 3 only part data is copying from sheet 2 , it is PASSWORD protected .
      what is password

      Delete

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