Expired Option Data API

The Expired Option Data API provides historical data for expired options, useful for backtesting options strategies and analyzing historical IV, OI patterns, and price movements.

Accessing the API

import { DhanHqClient, DhanEnv } from 'dhan-ts';

const client = new DhanHqClient({
  accessToken: process.env.DHAN_ACCESS_TOKEN!,
  clientId: process.env.DHAN_CLIENT_ID!,
  env: DhanEnv.PROD,
});

const expiredOptionData = client.expiredOptionData;

Get Rolling Option Data

Fetch historical option data for expired contracts.

async getRollingOptionData(
  request: ExpiredOptionDataRequest
): Promise<ExpiredOptionDataResponse>

Example

import {
  ExchangeSegmentText,
  InstrumentToken,
  ExpiryFlag,
  DrvOptionType,
  StrikeType
} from 'dhan-ts';

async function getHistoricalOptionsData() {
  const request = {
    exchangeSegment: ExchangeSegmentText.NSE_FNO,
    interval: '1d',
    securityId: '13',  // Nifty
    instrument: InstrumentToken.OPTIDX,
    expiryFlag: ExpiryFlag.WEEK,
    expiryCode: 0,  // Current weekly
    strike: StrikeType.ATM,
    drvOptionType: DrvOptionType.CALL,
    requiredData: ['open', 'high', 'low', 'close', 'iv', 'oi', 'volume'],
    fromDate: '2024-01-01',
    toDate: '2024-01-31',
  };

  const data = await client.expiredOptionData.getRollingOptionData(request);

  console.log('Call Option Data:', data.data.ce);
  console.log('Put Option Data:', data.data.pe);
}

TypeScript Types

StrikeType Enum

enum StrikeType {
  ATM = "ATM",
  ATM_PLUS_1 = "ATM+1",
  ATM_PLUS_2 = "ATM+2",
  ATM_MINUS_1 = "ATM-1",
  ATM_MINUS_2 = "ATM-2",
  // ... up to ATM±10
}

ExpiryFlag Enum

enum ExpiryFlag {
  WEEK = "WEEK",
  MONTH = "MONTH",
}

Option Chain - Current option chain data
Market Data - Historical price data

Expired Option Data API

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