Historical Option chain data excel sheet download

Historical Option chain data excel sheet download

Historical Option chain data excel sheet download


Option chain historical data excel sheet download


This file contains the historical option chain of nifty 50 open interest-change in open interest - Implied volatility - historical option prices - last traded price. So why this option chain data is important and what is the use of it? This data will help you to understand how the premium changes with respect to open interest. What is the relation of volume and open interest? What are the relation of implied volatility and open interest and option premium? Without analyzing and testing the data points and their co-relation it is difficult for us to believe and take the trade with confidence.

Learning option chain from the historical data

  1. We update this file daily download the option chain data
  2. The first step before analyzing the option chain data point we need to find the direction of the index
  3. Read the blog volume spread analysis to find the index trend
  4. Use Fibonacci, Volume weighted moving average, RSI, and stochastics indicator to find the trend.
  5. Find out the open interest positions of FII-DII-CLIENTS using the excel sheet
  6. There are some standard rules  to analyze the option chain data 
  7. Read the standard rules and the mistakes in option chain analysis 
  8. Check the open interest data and with respect to the volume of option trading 
  9. Read the blog to understand the importance of  volume in the option chain
  10. Understand the concept of implied volatility and the option price
  11. Understand the option greeks and relation  with the option price
  12. After learning all those points develop a trading system based upon your understanding and findings
  13. Backtest the trading signals and the accuracy for 1 month 
  14. If the accuracy is more than 80% trade take the actual trade after calculation the risk and reward based upon your capital
  15. Keep a trading logbook. learn from your mistake and update the trading system based on your mistakes.
  16. Leave your thoughts on the comment box about the blog. Thank you read these blogs 




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5 Comments

  1. Very good guidance. It would be nice if an excel sheet is provided based on guidance given above

    ReplyDelete
  2. Thank you for your comment on Option chain historical data excel sheet. In stock market you need to build the system by yourself. It will boost your confidence if you develop - test and impliment the method by yourself- you can develop many system by yourself.therefore try to build the system by yourself. If you need any help in building the system write us in comment box. We are always here to help.

    ReplyDelete
  3. how to calculate premium decay,and how to nulify premium change due to stock price movement from premium decay calculation

    ReplyDelete
  4. can you pls help or tell any atleast one trading system how to build by using provided data points

    ReplyDelete
  5. Hi
    Is the excel sheet is not updating ? How can I get updated sheet ?

    ReplyDelete

Thank you for your valuable comment