Storing form and its data in our own website

We want to create and store its filled data in our website/database, instead of storing it on your's server. Is there any option for same ?

I can suggest you three options to achieve that.

You may export your submissions into Excel or CSV file. You may check the following link for further details:

https://www.jotform.com/help/44-How-to-export-the-submissions-to-Excel-CSV-file 

https://www.jotform.com/help/103-How-to-create-a-CSV-Report 

Alternatively, You may use webhook technique. Please check the following link for further details:

https://www.jotform.com/help/245-How-to-Setup-a-Webhook-with-JotForm

You can also use "Send post data" feature allowing you to post form data to your Thank you page. Please check the following link for user's guide:

https://www.jotform.com/help/51-How-to-Post-Submission-Data-to-Thank-You-Page  

If you have any questions, please let us know.