NIFTY options research, paper only
Backtests and paper trading on NSE and Fyers option prices. Nothing here can place a real order.
What the data covers
Daily option prices run from Jan 2019 to Oct 2026. Minute-level option prices, which a 15-minute strategy needs, only run from Dec 2025 to Oct 2026, because Fyers does not serve expired contracts. Bars show the first to last date found in the files; a bar does not promise every day in between is present.
Inputs: every number on this page is measured from the price files on disk - the NSE daily option bhavcopy (data/fyers/options_daily_nse/NIFTY/), the Fyers 1-minute option prices (data/fyers/options_1m_fyers/NIFTY/) and the Fyers index candles (data/fyers/index/NIFTY50_1m.csv). All of them are real market data; nothing here is modelled or estimated. A published study that trades a modelled instrument (index points instead of an option premium) carries its own line about that.
Explore
- Live paper tradingSimulated trades placed during market hours on strategies picked from backtests, with the control group beside them. No real orders.
- Data3 datasets on disk: file lists, sizes and date ranges.
- Straddle backtestThe short-straddle rules run on the minute data: equity curve, every trade, and the rules used.
- Pine 108 + ADX testA TradingView Pine strategy replayed on the minute data: trades, curve and what drives the profit.
- Backtest resultsEvery backtest result: filter, search and open the full trade list.
- StrategiesThe collected strategy code from GitHub and GitLab: browse, search and download the library, plus the 15 researched ideas.
- ToolsStraddle calculator with a payoff chart, a trade cost estimator and a notes pad. They run in your browser.