Derivatives — Equity F&O

Category: derivatives

Sub-section: equity

NSE portal path: All Reports → Derivatives → Equity Derivatives

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F&O Bhavcopy (UDiFF format)

Modern ISIN-keyed F&O bhavcopy. Includes open interest, settlement price.

df = nse.get("derivatives", "equity", "fo_bhav_udiff", "2026-05-22")

nse-data get derivatives equity fo_bhav_udiff 2026-05-22

File: BhavCopy_NSE_FO_0_0_0_{YYYYMMDD}_F_0000.csv.zip
~45,000 rows × 34 cols

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F&O Contract Master

All active contracts: lot size, strike, expiry, instrument type.

df = nse.get("derivatives", "equity", "fo_contract", "2026-05-22")
df[df["Symbol"] == "NIFTY"]  # Filter Nifty contracts

File: NSE_FO_contract_{DDMMYYYY}.csv.gz
~96,000 rows × 150 cols

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F&O Security Ban List

Securities in F&O ban period (crossed 95% of MWPL).

df = nse.get("derivatives", "equity", "fo_secban", "2026-05-22")

File: fo_secban_{DDMMYYYY}.csv

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F&O Volatility (FOVOLT)

Per-underlying annualized volatility for margin computation.

df = nse.get("derivatives", "equity", "fovolt", "2026-05-22")

File: FOVOLT_{DDMMYYYY}.csv

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Monthly Position Limit Files

df = nse.get("derivatives", "equity", "fopl",           "2026-05")  # F&O position limits
df = nse.get("derivatives", "equity", "mpl",            "2026-05")  # Member position limits
df = nse.get("derivatives", "equity", "tmopl",          "2026-05")  # TM open position limits
df = nse.get("derivatives", "equity", "fo_impact_cost", "2026-05")  # Impact cost