Expired Options Data

Fetch historical data for expired F&O options contracts — the data that vanishes from the live option chain once a contract expires. DhanHQ serves this through the Historical Rolling Options Data endpoint (POST /charts/rollingoption), and the SDK exposes it as client.expiredOptionsData.

This is the data you need to backtest options strategies against real expired contracts: minute-level OHLC, implied volatility, volume, open interest and the underlying spot, addressed by strike relative to ATM rather than by absolute strike price.

• Rolling basis: ask for ATM, ATM+3, ATM-2, etc. — the series follows whichever contract was at that distance from the money
• Up to 5 years of history, index options and stock options
• Keep each request short — Dhan's guide quotes ~30 days of data per call — and page through longer ranges
• toDate is non-inclusive: a range of 2026-01-01 → 2026-02-01 returns data through January 31

Fetch Expired Options Data

Index options use instrument: "OPTIDX" and the underlying security ID (13 = NIFTY 50, 25 = NIFTY Bank), not the option contract's own ID:

// NIFTY weekly ATM call, January 2026
const response = await client.expiredOptionsData.fetch({
  securityId: 13,              // NIFTY 50 — the UNDERLYING, not the contract
  exchangeSegment: "NSE_FNO",
  instrument: "OPTIDX",        // index options (use "OPTSTK" for stock options)
  expiryFlag: "WEEK",          // "WEEK" | "MONTH" — not "WEEKLY"/"MONTHLY"
  expiryCode: 1,               // 1 = Near, 2 = Next, 3 = Far expiry
  strike: "ATM",
  drvOptionType: "CALL",
  interval: "15",              // 1 | 5 | 15 | 25 | 60 minutes
  requiredData: ["open", "high", "low", "close", "volume", "oi", "iv", "spot"],
  fromDate: "2026-01-01",
  toDate: "2026-02-01",        // non-inclusive
});

For a stock option, pass the stock's own security ID with instrument: "OPTSTK":

// RELIANCE monthly ATM put, December 2025
const putData = await client.expiredOptionsData.fetch({
  securityId: 2885,            // RELIANCE (NSE_EQ ID, used as the underlying)
  exchangeSegment: "NSE_FNO",
  instrument: "OPTSTK",
  expiryFlag: "MONTH",
  expiryCode: 1,
  strike: "ATM",
  drvOptionType: "PUT",
  fromDate: "2025-12-01",
  toDate: "2026-01-01",
});

WARNING

Use "WEEK" and "MONTH" for expiryFlag. The Dhan API's enum is WEEK | MONTH — values like "WEEKLY"/"MONTHLY" are sent over the wire unchanged and will be rejected by the API.

Request Parameters

Parameter	Type	Description
securityId	string | number	Security ID of the underlying (13 = NIFTY 50, 25 = NIFTY Bank, 2885 = RELIANCE)
exchangeSegment	string	NSE_FNO or BSE_FNO for F&O contracts
instrument	string	OPTIDX (index options) or OPTSTK (stock options). INDEX, FUTIDX, FUTSTK, EQUITY are also accepted by Dhan's charts annexure
expiryFlag	string	WEEK or MONTH
expiryCode	number	1 = Near, 2 = Next, 3 = Far expiry
strike	string	ATM-relative strike — see below
drvOptionType	string	CALL or PUT
interval	string	Minute interval: "1", "5", "15", "25", "60"
requiredData	string[]	Fields to return: open, high, low, close, iv, volume, strike, oi, spot
fromDate	string	Start date, YYYY-MM-DD
toDate	string	End date, YYYY-MM-DD — non-inclusive
autoAdjustDates	boolean	SDK-only. Default true — see Date normalization

Instead of instrument, the SDK also accepts instrumentType: "INDEX" | "STOCK", which it maps onto instrument before sending. instrument: "OPTIDX"/"OPTSTK" matches Dhan's own documentation and is the recommended form.

Strike Selection

strike is expressed relative to the at-the-money strike of the moment, so the series rolls across expiries without you tracking absolute strikes:

• ATM — at the money
• ATM+1 … ATM+3, ATM-1 … ATM-3 — up to ±3 strikes on most contracts
• ATM+10 … ATM-10 — up to ±10 strikes on index options near expiry

One call fetches a single option type. For a straddle you make two calls — drvOptionType: "CALL" and "PUT" — with everything else identical.

Response

Dhan returns the two legs as parallel arrays under data.ce / data.pe. Treat each leg as nullable — pe is null in the example below because the request asked for a CALL:

{
  "data": {
    "ce": {
      "open": [354, 360.3],
      "high": [],
      "low": [],
      "close": [],
      "volume": [],
      "iv": [],
      "oi": [],
      "strike": [],
      "spot": [],
      "timestamp": [1756698300, 1756699200]
    },
    "pe": null
  }
}

timestamp values are epoch seconds; every other array aligns with it by index.

The SDK returns the parsed JSON as-is (its response type carries a permissive index signature). Type the real shape locally:

interface RollingOptionLeg {
  open?: number[];
  high?: number[];
  low?: number[];
  close?: number[];
  volume?: number[];
  iv?: number[];
  oi?: number[];
  strike?: number[];
  spot?: number[];
  timestamp?: number[]; // epoch seconds
}

interface RollingOptionResponse {
  data?: { ce?: RollingOptionLeg | null; pe?: RollingOptionLeg | null };
}

const result = response as unknown as RollingOptionResponse;
const closes = result.data?.ce?.close ?? [];
const times = (result.data?.ce?.timestamp ?? []).map((t) => new Date(t * 1000));

Automatic Date Normalization

Before sending, the SDK runs fromDate/toDate through the market calendar (adjustTradingDateRange with a 180-day ceiling) unless you disable it:

• Weekends and NSE holidays shift back to the nearest trading session
• A future toDate clamps to the latest completed trading day
• Ranges longer than 180 days fail validation instead of erroring at the broker

// Strict mode — send dates exactly as given, errors surface from the API
const strict = await client.expiredOptionsData.fetch({
  securityId: 13,
  exchangeSegment: "NSE_FNO",
  instrument: "OPTIDX",
  expiryFlag: "WEEK",
  expiryCode: 1,
  strike: "ATM",
  drvOptionType: "CALL",
  fromDate: "2026-01-01",
  toDate: "2026-02-01",
  autoAdjustDates: false,
});

Invalid requests throw a ValidationError before any HTTP call is made — malformed dates, a missing instrument, or a range that exceeds 180 days never reach the broker.

Backtesting Over the Series

Because close is a plain number array, the SDK's indicators run over it directly — this example computes a 14-period RSI over the ATM call's closing premium:

import { latest, rsi } from "@nemesis-oss/dhanhq-sdk";

const rsiSeries = rsi(closes, 14);
console.log("Current RSI of the ATM CE premium:", latest(rsiSeries));

To walk a longer window than a single call allows, iterate month-sized ranges and stitch the series, keeping the same expiryFlag/expiryCode so each window resolves the same relative expiry.

Where It Fits

Need	Use
Live option chain (current expiries)	client.optionChain
Historical candles for equity/index/futures	client.charts
Historical data for expired options	client.expiredOptionsData (this page)

DhanHQ reference: Expired Options Data and the Historical Rolling Options Data endpoint.