API Reference

---

API Reference / ExpiredOptionsData

Class: ExpiredOptionsData

Defined in: src/resources/ExpiredOptionsData.ts:46

Expired Options Historical Data API wrapper.

Fetches historical data for expired F&O contracts — essential for backtesting options strategies against past expiry series.

See

https://dhan.co/help/docs/api/v2/#expired-options-data

Constructors

Constructor

new ExpiredOptionsData(httpClient): ExpiredOptionsData

Defined in: src/resources/ExpiredOptionsData.ts:47

Parameters

httpClient

HttpClient

Returns

ExpiredOptionsData

Methods

fetch()

fetch(request): Promise<ExpiredOptionsDataResponse>

Defined in: src/resources/ExpiredOptionsData.ts:83

Fetch historical data for an expired option contract.

Parameters

request

ExpiredOptionsDataRequest

Returns

Promise<ExpiredOptionsDataResponse>

Example

// Fetch NIFTY weekly 24000 CE expired data for January 2026
const data = await client.expiredOptionsData.fetch({
  securityId: "1333", // Nifty 50 index
  exchangeSegment: "NSE_FNO",
  instrumentType: "INDEX",
  expiryFlag: "WEEKLY",
  expiryCode: 1, // 1st weekly expiry
  strike: "ATM",
  drvOptionType: "CALL",
  requiredData: ["open", "high", "low", "close", "volume"],
  fromDate: "2026-01-01",
  toDate: "2026-01-31",
});

// Fetch BANKNIFTY monthly 48000 PE expired data
const peData = await client.expiredOptionsData.fetch({
  securityId: "1334", // Bank Nifty index
  exchangeSegment: "NSE_FNO",
  instrumentType: "INDEX",
  expiryFlag: "MONTHLY",
  expiryCode: 1,
  strike: "ATM-1", // One strike below ATM
  drvOptionType: "PUT",
  requiredData: ["close", "volume", "oi"],
  fromDate: "2025-12-01",
  toDate: "2025-12-31",
});

---

buildAtmRequest()

static buildAtmRequest(options): ExpiredOptionsDataRequest

Defined in: src/resources/ExpiredOptionsData.ts:122

Helper: Build a request for ATM strike expired data.

Parameters

options

securityId

string

exchangeSegment

string

instrumentType

"INDEX" | "STOCK"

expiryFlag

"WEEKLY" | "MONTHLY" | "QUARTERLY"

expiryCode

number

optionType

"CALL" | "PUT"

fromDate

string

toDate

string

requiredData?

("open" | "high" | "low" | "close" | "volume" | "oi")[]

Returns

ExpiredOptionsDataRequest

---

buildOffsetAtmRequest()

static buildOffsetAtmRequest(options): ExpiredOptionsDataRequest

Defined in: src/resources/ExpiredOptionsData.ts:150

Helper: Build a request for offset ATM strikes (e.g., ATM+1, ATM-2).

Parameters

options

securityId

string

exchangeSegment

string

instrumentType

"INDEX" | "STOCK"

expiryFlag

"WEEKLY" | "MONTHLY" | "QUARTERLY"

expiryCode

number

optionType

"CALL" | "PUT"

offset

number

fromDate

string

toDate

string

requiredData?

("open" | "high" | "low" | "close" | "volume" | "oi")[]

Returns

ExpiredOptionsDataRequest