NESTLEIND
NESTLE INDIA LIMITED
2622.35
55.91 (2.18%)
Option Chain for NESTLEIND
28 Mar 2024 03:57 PM IST
Note:- Click on the strike price to open the historical data.
Call | Put | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
|
||||||||||
1,600 | 0 | 400 | - | 227.35 | 2400 | 4.00 | - | 1,600 | -400 | 6,400 |
0 | 0 | 0 | - | 223.25 | 2420 | 19.90 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 153.75 | 2440 | 68.75 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 192.00 | 2460 | 28.20 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 131.15 | 2480 | 23.00 | - | 0 | 0 | 0 |
12,000 | -1,200 | 10,000 | - | 145.00 | 2500 | 12.55 | - | 60,800 | 8,000 | 52,800 |
0 | 0 | 0 | - | 89.55 | 2520 | 104.40 | - | 0 | 0 | 0 |
0 | -400 | 0 | - | 79.65 | 2540 | 40.00 | - | 0 | 400 | 0 |
6,400 | 400 | 8,800 | - | 93.00 | 2560 | 26.50 | - | 23,200 | 9,200 | 17,200 |
3,200 | -1,200 | 8,800 | - | 85.00 | 2580 | 67.80 | - | 0 | 0 | 0 |
80,400 | 1,200 | 5,64,400 | - | 76.00 | 2600 | 35.55 | - | 90,400 | 8,000 | 27,200 |
6,400 | 5,200 | 20,000 | - | 66.85 | 2620 | 46.50 | - | 3,200 | 1,200 | 1,200 |
21,200 | 20,000 | 88,400 | - | 54.00 | 2640 | 54.00 | - | 4,000 | 2,400 | 2,800 |
0 | 0 | 0 | - | 73.95 | 2660 | 107.90 | - | 0 | 0 | 0 |
2,400 | 2,400 | 3,600 | - | 32.75 | 2680 | 202.25 | - | 0 | 0 | 0 |
66,000 | 11,600 | 2,28,400 | - | 26.05 | 2700 | 105.00 | - | 8,800 | 6,800 | 10,000 |
1,200 | 400 | 1,600 | - | 24.10 | 2720 | 231.75 | - | 0 | 0 | 0 |
800 | 800 | 2,400 | - | 19.00 | 2740 | 158.70 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 33.25 | 2760 | 262.60 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 35.20 | 2780 | 187.85 | - | 0 | 0 | 0 |
24,800 | 16,000 | 39,200 | - | 11.75 | 2800 | 295.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 26.60 | 2820 | 218.80 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 20.70 | 2840 | 328.65 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 19.85 | 2860 | 251.60 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 16.10 | 2880 | 363.40 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 2900 | 0.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 12.45 | 2920 | 399.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 2940 | 0.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 9.55 | 2960 | 435.40 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 2980 | 0.00 | - | 0 | 0 | 0 |
2,400 | 2,000 | 3,200 | - | 2.70 | 3000 | 472.40 | - | 0 | 0 | 0 |
2,28,800 | 1,17,600 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.