[--[65.84.65.76]--]
NESTLEIND
NESTLE INDIA LIMITED

2476.9 -3.75 (-0.15%)

Option Chain for NESTLEIND

26 Jul 2024 04:10 PM IST

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

Call Put
OI Chng OI Vol Ltp Chng Chng Ltp Vol Chng OI OI
0 0 0 301.95 0.00 2160 -1.50 2 4,000 3,200 4,800
0 0 0 0 0.00 2180 0.00 0 0 0 0
0 0 0 269.35 0.00 2200 -3.05 1.9 6,400 2,600 3,800
0 0 0 0 0.00 2220 0.00 0 0 0 0
0 0 0 238.45 0.00 2240 -30.35 2.95 1,800 1,200 1,200
0 0 0 313.15 313.15 2260 3.80 3.8 23,200 9,800 9,800
0 0 0 209.5 0.00 2280 -2.80 4.55 11,400 -400 3,600
800 0 1,400 177.7 -26.15 2300 -3.55 5.65 2,92,000 15,200 86,200
0 0 200 163.5 -18.90 2320 -48.85 6.95 23,400 11,600 11,600
0 0 0 245.65 0.00 2340 -13.90 8.7 1,400 200 200
200 200 200 155.45 -110.20 2360 -3.30 11.7 98,600 22,600 41,400
0 0 0 214.55 0.00 2380 -4.35 14.65 62,400 15,600 18,200
30,000 23,400 1,32,600 110.4 -2.60 2400 -3.70 19.25 4,52,400 34,800 2,28,000
800 800 2,600 97.8 -87.70 2420 -4.35 24.1 1,90,600 29,600 79,000
14,000 10,600 1,12,400 83.25 -2.95 2440 -5.40 30.6 77,600 13,400 20,400
51,400 36,800 3,72,600 71.4 -5.35 2460 -6.25 38.6 2,81,200 24,000 56,200
70,000 24,800 3,38,400 61.5 -2.50 2480 -6.90 47.1 76,600 1,800 10,600
5,01,200 1,93,200 16,22,800 52 -4.00 2500 -6.00 58.5 3,02,200 -19,200 2,50,400
65,200 33,600 2,58,200 42.9 -3.55 2520 -5.10 70.15 13,200 3,800 10,800
1,22,600 11,400 4,00,800 36.2 -4.45 2540 -5.80 83.25 20,800 -200 24,000
1,06,600 22,600 3,56,800 30.55 -3.50 2560 -1.35 97.15 8,600 4,600 9,400
44,200 6,600 1,72,000 25.05 -3.95 2580 -8.60 107 400 -200 5,400
4,46,800 -7,200 11,69,200 21.7 -2.80 2600 -3.25 129 56,000 -1,13,400 1,09,800
29,000 1,200 91,800 18 -3.50 2620 30.35 160.05 1,000 200 200
55,000 12,600 1,48,800 15.15 -2.85 2640 6.00 176 800 400 600
14,600 3,000 33,800 12.75 -3.50 2660 0.00 161 0 200 0
45,600 22,400 58,200 10.7 -2.25 2680 0.00 262.8 0 0 0
2,33,600 72,000 3,85,800 9.25 -2.90 2700 -7.10 212.9 4,400 2,200 11,000
400 400 600 7.05 -21.65 2720 0.00 294.9 0 0 0
3,000 2,200 5,200 7 -3.45 2740 0.00 211.15 0 0 0
5,800 4,600 6,000 6.3 -2.00 2760 0.00 328.25 0 0 0
6,200 6,200 15,400 5.65 5.35 2780 0.00 242.05 0 0 0
1,27,200 -6,200 2,17,000 5.05 -0.65 2800 0.00 362.7 0 0 0
0 0 0 23.75 0.00 2820 0.00 274.65 0 0 0
1,400 800 1,600 3.75 -7.25 2840 0.00 398.05 0 0 0
51,800 26,000 73,000 3.9 -1.60 2860 0.00 308.55 0 0 0
0 0 200 0.7 -10.15 2880 0.00 434.15 0 0 0
0 0 0 0 0.00 2900 0.00 0 0 0 0
0 0 0 8.35 0.00 2920 0.00 470.95 0 0 0
0 0 0 0 0.00 2940 0.00 0 0 0 0
0 0 0 6.35 0.00 2960 0.00 508.25 0 0 0
0 0 0 0 0.00 2980 0.00 0 0 0 0
23,200 1,000 22,200 2.35 0.10 3000 0.00 546 0 0 0
20,50,600 9,96,600
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.