Related Pages for NESTLEIND
[--[65.84.65.76]--]
NESTLEIND
Nestle India Limited
2400.7 39.01 (1.65%)

Option Chain for NESTLEIND

23 May 2025 01:40 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 OI pcrCOI pcr Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 289.20 0.00 - 2040 - -0.50 0.05 42.44 2 -1 1 -0.00
0.00 0 0 0 0.00 224.35 0.00 - 2060 - 0.00 0.05 0.00 0 0 0 0.00
- 0 0 0 - 256.10 0.00 - 2080 - 0.00 0.10 40.45 1 0 288 -0.00
- 23 0 5 - 294.40 54.85 20.17 2100 - -0.10 0.20 41.15 3 0 464 -0.00
- 0 0 0 - 224.75 0.00 - 2120 - 0.00 0.60 0.00 0 0 0 0.00
- 0 0 0 - 162.95 0.00 - 2140 - 0.00 0.80 0.00 0 0 0 0.00
0.00 0 0 0 0.00 174.85 -0.40 - 2160 - 0.05 0.50 37.28 45 -13 96 -0.01
0.00 0 0 0 0.00 147.75 0.00 - 2180 - -0.70 0.35 33.06 31 -19 81 -0.01
0.94 43 0 1 44.25 208.00 65.70 10.12 2200 - -0.60 0.75 33.75 20 -6 435 -0.02
- 8 0 1 - 182.00 1.95 19.00 2220 - -1.60 0.40 28.10 4 -1 152 -0.01
0.00 0 0 0 0.00 108.25 0.00 - 2240 - -1.15 1.40 30.95 19 -6 244 -0.04
0.00 0 0 0 0.00 125.00 0.00 - 2260 - -1.35 1.55 28.25 16 -5 159 -0.04
0.00 0 -19 0 0.00 74.40 0.00 - 2280 1.32 -2.80 1.80 25.82 152 -25 171 -0.05
- 184 -8 93 - 96.75 35.35 2.41 2300 -0.50 -5.00 2.30 23.61 460 4 444 -0.07
- 199 -37 101 - 77.30 33.55 2.13 2320 -0.03 -7.75 3.45 22.34 726 1 423 -0.10
- 290 -67 317 - 61.05 28.70 1.65 2340 -1.01 -12.80 5.65 21.46 1,156 68 478 -0.16
0.99 674 -132 798 6.40 45.00 22.75 0.81 2360 0.34 -18.65 9.15 20.89 1,264 -45 548 -0.24
0.72 436 -96 1,716 13.82 31.95 17.10 1.13 2380 -0.98 -25.05 15.85 21.39 1,852 94 492 -0.35
0.55 1,722 -205 5,857 15.47 21.70 11.75 0.23 2400 -0.19 -29.45 25.20 22.38 1,190 38 389 -0.47
0.39 1,015 -220 2,586 16.93 14.15 7.25 0.15 2420 -0.12 -35.65 37.90 23.81 360 27 157 -0.58
0.27 1,022 54 1,245 18.10 9.10 4.40 0.32 2440 0.22 -39.35 54.65 27.63 97 12 327 -0.65
0.19 575 44 543 19.49 6.05 2.70 0.26 2460 -0.20 -11.50 72.05 30.49 40 -9 150 -0.71
0.13 527 -17 476 21.09 4.30 1.55 0.15 2480 0.41 -7.10 90.15 34.00 22 -7 80 -0.75
0.10 3,508 -257 1,357 22.96 3.20 0.90 0.06 2500 0.03 -40.95 106.70 34.39 64 -8 195 -0.80
0.07 379 -12 187 24.27 2.30 0.60 - 2520 0.08 0.00 175.00 0.00 0 -1 0 0.00
0.05 267 8 84 26.08 1.80 0.50 - 2540 - 0.00 123.30 0.00 0 0 0 0.00
0.04 133 -14 36 27.55 1.40 0.45 - 2560 - 0.00 198.50 0.00 0 0 0 0.00
0.03 159 0 26 29.34 1.15 0.40 - 2580 - 0.00 186.00 0.00 0 0 0 0.00
0.02 601 -41 371 30.35 0.85 0.10 0.07 2600 0.20 -49.35 205.95 53.69 26 -8 43 -0.86
0.02 92 -1 18 32.61 0.80 0.30 - 2620 - 0.00 352.00 - 0 0 0 -
0.01 130 -8 19 32.66 0.50 0.10 - 2640 - 0.00 331.55 - 0 0 0 -
0.01 88 0 1 35.04 0.50 -0.05 - 2660 - 0.00 389.45 0.00 0 0 0 0.00
0.01 253 -6 44 37.62 0.55 -0.20 - 2680 - 0.00 260.80 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 - 2700 - 0.00 0.00 0.00 0 0 0 0.00
0.00 0 -18 0 0.00 0.20 0.00 - 2720 - 0.00 403.15 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 - 2740 - 0.00 0.00 0.00 0 0 0 0.00
0.01 367 -7 28 40.94 0.20 0.00 - 2760 - 0.00 386.00 0.00 0 0 0 0.00
12,695 5,817
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.