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Related Pages for NESTLEIND
[--[65.84.65.76]--]
NESTLEIND
Nestle India Limited
2204.95 -17.45 (-0.79%)

Option Chain for NESTLEIND

19 Feb 2025 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 200
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 357.75 0.00 1920 -0.25 0.25 38.07 25 0 210 -0.01
0.00 0 0 0 0.00 243.95 0.00 1940 -1.50 0.50 38.74 2 0 3 -0.01
- 0 0 0 - 321.95 0.00 1960 0.00 1.70 0.00 0 0 0 0.00
0.00 0 0 0 0.00 226.30 0.00 1980 -8.35 0.75 35.06 4 1 2 -0.02
0.00 0 0 0 0.00 210.15 0.00 2000 -0.10 0.80 32.84 132 12 1,069 -0.02
- 0 0 0 - 178.05 0.00 2020 -0.35 1.00 31.09 4 -1 206 -0.03
- 0 0 0 - 254.40 0.00 2040 -0.15 1.15 28.85 7 -2 192 -0.03
0.00 0 0 0 0.00 145.00 0.00 2060 0.00 1.70 27.84 937 78 412 -0.04
0.00 0 0 0 0.00 126.45 0.00 2080 -0.15 2.05 25.65 336 22 239 -0.06
0.83 122 -1 16 36.16 118.00 -5.00 2100 0.10 3.00 24.45 494 36 709 -0.08
0.75 13 -5 7 41.65 107.65 10.90 2120 0.05 3.95 22.52 349 10 275 -0.11
0.78 67 7 21 28.38 79.40 -1.65 2140 0.40 5.80 21.19 350 1 313 -0.16
0.77 158 2 109 20.30 56.25 -15.05 2160 1.00 9.00 20.28 476 -26 374 -0.23
0.68 259 3 513 18.86 40.40 -14.25 2180 2.30 13.85 19.47 638 -27 371 -0.33
0.55 1,202 52 1,526 19.58 29.25 -11.30 2200 3.85 21.15 18.97 1,349 -51 789 -0.45
0.43 842 152 1,721 19.25 19.30 -9.50 2220 6.85 32.20 19.46 1,011 104 549 -0.57
0.31 1,059 15 1,325 19.46 12.45 -6.50 2240 8.90 45.00 19.42 458 14 333 -0.69
0.22 841 -69 1,052 20.33 8.30 -4.90 2260 12.20 61.20 20.69 217 -29 259 -0.77
0.16 569 -40 434 21.26 5.55 -3.05 2280 11.50 77.00 19.85 32 -12 337 -0.86
0.11 1,765 -100 2,025 22.80 4.10 -1.55 2300 13.20 95.50 21.01 236 -112 946 -0.90
0.08 585 35 747 24.13 3.00 -1.30 2320 6.70 113.40 19.01 29 -12 130 -0.96
0.06 1,346 27 398 25.36 2.20 -0.65 2340 0.00 127.25 0.00 0 -18 0 0.00
0.05 1,259 -39 485 27.51 1.95 -0.55 2360 7.30 152.70 20.77 5 0 173 -0.98
0.04 796 -37 483 29.10 1.60 -0.40 2380 0.00 175.60 0.00 0 0 0 0.00
0.04 3,409 -21 4,575 31.12 1.45 -0.25 2400 8.00 190.00 - 1 0 395 -
0.03 660 1 47 31.59 1.00 -0.25 2420 0.00 139.10 0.00 0 0 0 0.00
0.02 689 0 78 32.78 0.80 -0.35 2440 0.00 220.00 0.00 0 0 0 0.00
0.02 272 -32 83 35.33 0.85 -0.15 2460 0.00 251.95 0.00 0 -1 0 0.00
0.02 290 1 5 37.22 0.80 -0.40 2480 0.00 129.00 0.00 0 0 0 0.00
0.01 410 -81 91 37.39 0.55 -0.55 2500 0.00 277.30 0.00 0 -1 0 0.00
0.01 341 -5 7 39.44 0.55 -0.05 2520 0.00 295.00 0.00 0 0 0 0.00
0.02 149 -3 4 43.21 0.75 0.05 2540 -3.10 339.00 - 1 0 4 -
0.01 338 -2 27 44.84 0.70 0.00 2560 0.00 233.35 0.00 0 0 0 0.00
0.01 116 -3 9 42.95 0.35 -0.20 2580 0.00 400.65 0.00 0 0 0 0.00
0.01 341 -5 14 44.01 0.30 -0.35 2600 0.00 260.10 0.00 0 0 0 0.00
0.00 281 -2 8 42.57 0.15 0.00 2620 0.00 439.15 0.00 0 0 0 0.00
0.00 0 0 0 30.00 12.50 0.00 2640 0.00 368.65 - 0 0 0 -
0.01 217 0 1 48.39 0.25 -0.15 2660 0.00 478.00 0.00 0 0 0 0.00
18,396 8,290
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.