NSE-Future-and-Options-Dataset-3M
OpenML dataset with id 43848
Author name not available (Why is that?)
Full work available at URL: https://api.openml.org/data/v1/download/22102673/NSE-Future-and-Options-Dataset-3M.arff
Upload date: 24 March 2022
Dataset Characteristics
Number of features: 16 (numeric: 11, symbolic: 0 and in total binary: 0 )
Number of instances: 2,533,210
Number of instances with missing values: 0
Number of missing values: 0
Context This Data is gathered from NSE website for the past three months I am posting this here so people can analyse this data
and gather meaningful insights from this.
Example - Probability of Stock ending up at Max Pain with the help of Open Interest.
Content
The dataset contains stock symbol with which it is traded, Expiry Date. Strike Price and the Option pricing of the Symbol at that Strike price.
Acknowledgements
I thank the people working at NSE for publishing these reports everyday.
Inspiration
Whenever we want to initiate an Options trade we look at various parameters like OpenInterest, Change in OI, Technical Analysis Indicators before deciding to Buy/Sell the Option. Most times we need to browse to multiple websites to gather the data we need, This is an example to show how you can customise the data for our needs.
This page was built for dataset: NSE-Future-and-Options-Dataset-3M
