Hi Imran,
I’m backtesting a LEAPS option strategy and facing a data limitation.
On 23 Dec 2022, with NIFTY around 17,900, I wanted to short a March 2023 monthly expiry OTM Call (premium ~300–400). However, using the get_expired_option_data API, I’m not able to fetch data for such long-dated contracts. It seems the API only provides data for options within ~30–60 days to expiry.
Would really appreciate your guidance on this. Thanks!