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Option Chain For NESTLEIND - NESTLE INDIA LIMITED
Last updated on 25 Sep 2020 05:11 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 11750 - - - - -
- - - - - 12000 - - - - -
- - - - - 12250 - - - - -
- - - - - 12500 - - - - -
- - - - - 12750 - - - - -
- - - - - 13000 - - - - -
- - - - - 13250 - - - - -
- - - - - 13500 - - - - -
- - - - - 13750 - - - - -
50 - - - - 14000 -36.15 30.55 26.47 250 550
- - - - - 14250 - - - - 100
50 - - - - 14500 -100.25 71.60 25.65 200 1,850
- - - - - 14750 - - - - 50
100 - 16.71 921.95 21.95 15000 -180.05 152.50 24.89 -550 10,450
- - - - - 15250 - - - - -
2,350 500 15.55 518.85 135.75 15500 -255.10 306.05 25.33 250 4,200
200 200 19.56 440.15 -1,446.15 15750 -328.10 396.90 23.99 - 550
8,000 1,700 20.67 330.00 110.05 16000 -259.40 580.00 26.92 -200 4,450
800 450 19.66 224.75 54.75 16250 - - - - 50
4,800 1,650 21.09 170.00 46.80 16500 -279.55 920.45 28.65 -50 950
100 100 21.20 120.00 -1,261.15 16750 - - - - -
9,700 3,450 21.99 88.00 19.55 17000 - - - - -
300 - - - - 17250 - - - - -
1,700 700 23.53 57.30 7.30 17500 - - - - -
50 - - - - 17750 - - - - -
4,150 700 26.10 32.90 -3.45 18000 - - - - -
- - - - - 18250 - - - - -
- - - - - 18500 - - - - -
- - - - - 18750 - - - - -
350 300 30.05 15.00 1.50 19000 - - - - -
- - - - - 19250 - - - - -
- - - - - 19500 - - - - -
- - - - - 19750 - - - - -
- - - - - 20000 - - - - -
- - - - - 20250 - - - - -
- - - - - 20500 - - - - -
Total 32,700 23,200
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.