Hi,
I’m trying to fetch options data for a specific date and time using the Rolling Options API. My goal is to retrieve the option chain for this month’s expiry — specifically the premiums at around 1:00 PM for ATM ±2 strikes.
However, when I query the API for that date, the results come back empty.
Can you confirm whether this is the correct way to use the Rolling Options API?
Is it possible to retrieve historical option-chain data — for example, for HDFC Bank on Friday at 1 PM, including the premiums for ATM ±2 strikes?
If this is supported, how should I structure the API request? Essentially, I want to reconstruct the full option chain as it existed at 1 PM using the historical options API. Is that achievable?
Thanks.
payload:
{'exchangeSegment': 'NSE_FNO', 'interval': '1', 'securityId': 232, 'instrument': 'OPTSTK', 'expiryFlag': 'MONTH', 'expiryCode': 1, 'strike': 'ATM', 'drvOptionType': 'CALL', 'requiredData': ['open', 'high', 'low', 'close', 'volume', 'oi', 'iv', 'strike', 'spot'], 'fromDate': '2025-11-13', 'toDate': '2025-11-13'}
response:
{
"data": {
"ce": {
"iv": [],
"oi": [],
"strike": [],
"spot": [],
"open": [],
"high": [],
"low": [],
"close": [],
"volume": [],
"timestamp": []
},
"pe": null
}
}