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

2596.2 25.30 (0.98%)

Option Chain for NESTLEIND

29 Feb 2024 04:26 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
0 0 0 - 3761.55 2300 2.50 - 2,000 -1,200 12,800
0 0 0 - 0.00 2310 0.00 - 0 0 0
0 0 0 - 3584.25 2320 117.05 - 0 0 0
0 0 0 - 0.00 2330 0.00 - 0 0 0
0 0 0 - 3409.75 2340 138.95 - 0 0 0
0 0 0 - 0.00 2350 0.00 - 0 0 0
0 0 0 - 3238.35 2360 164.00 - 0 0 0
0 0 0 - 0.00 2370 0.00 - 0 0 0
0 0 0 - 3070.30 2380 192.35 - 0 0 0
0 0 0 - 0.00 2390 0.00 - 0 0 0
0 0 0 - 208.00 2400 5.45 - 15,600 -3,600 48,400
0 0 0 - 0.00 2410 0.00 - 0 0 0
0 0 0 - 2745.30 2420 260.15 - 0 0 0
0 0 0 - 2666.55 2430 279.55 - 0 0 0
0 0 0 - 2588.80 2440 300.05 - 0 0 0
1,200 1,200 1,600 - 160.00 2450 8.75 - 26,400 4,400 55,600
0 0 0 - 117.65 2460 344.30 - 0 0 0
0 0 0 - 2362.30 2470 368.15 - 0 0 0
0 0 0 - 2290.00 2480 394.05 - 0 0 0
0 0 0 - 2217.85 2490 420.10 - 0 0 0
26,400 -400 17,200 - 120.00 2500 19.50 - 90,400 -20,800 74,800
0 0 0 - 2076.25 2510 474.90 - 0 0 0
0 0 0 - 2008.00 2520 504.80 - 0 0 0
0 0 0 - 1940.95 2530 536.00 - 0 0 0
0 0 0 - 1875.25 2540 568.50 - 0 0 0
1,200 1,200 1,600 - 84.10 2550 602.30 - 0 0 0
20,000 20,000 24,400 - 79.30 2560 35.00 - 6,400 4,400 4,400
2,000 2,000 8,400 - 77.45 2570 34.00 - 2,800 1,200 1,200
5,200 3,200 11,600 - 69.00 2580 41.95 - 12,000 1,600 8,800
1,600 1,200 4,400 - 59.00 2590 49.00 - 400 0 0
1,48,000 -8,000 5,50,800 - 56.10 2600 52.00 - 29,600 3,600 19,600
0 0 0 - 1452.55 2610 58.95 - 800 400 400
4,800 800 5,200 - 43.00 2620 876.45 - 0 0 0
0 0 0 - 1344.05 2630 921.10 - 0 0 0
2,400 2,400 2,800 - 41.90 2640 967.10 - 0 0 0
0 0 400 - 32.00 2650 1014.50 - 0 0 0
0 0 0 - 1191.45 2660 1063.15 - 0 0 0
0 0 0 - 1143.40 2670 1113.25 - 0 0 0
0 0 0 - 1096.65 2680 1164.70 - 0 0 0
0 0 0 - 1051.30 2690 1217.55 - 0 0 0
1,09,600 48,000 1,81,600 - 20.60 2700 112.90 - 6,000 4,800 7,200
0 0 0 - 964.55 2710 1327.20 - 0 0 0
0 0 0 - 923.15 2720 1384.05 - 0 0 0
0 0 0 - 883.10 2730 1442.15 - 0 0 0
0 0 0 - 844.30 2740 1501.55 - 0 0 0
4,000 0 400 - 14.00 2750 1562.25 - 0 0 0
0 0 0 - 770.50 2760 1624.20 - 0 0 0
0 0 0 - 735.50 2770 1687.35 - 0 0 0
0 0 0 - 701.70 2780 1751.75 - 0 0 0
0 0 0 - 669.05 2790 1817.35 - 0 0 0
22,400 7,200 22,800 - 7.35 2800 1884.10 - 0 0 0
0 0 0 - 607.35 2810 1952.05 - 0 0 0
0 0 0 - 578.20 2820 2021.10 - 0 0 0
0 0 0 - 550.15 2830 2091.25 - 0 0 0
0 0 0 - 523.20 2840 2162.50 - 0 0 0
0 0 0 - 497.30 2850 2234.80 - 0 0 0
0 0 0 - 473.70 2860 2309.35 - 0 0 0
0 0 0 - 449.95 2870 2383.85 - 0 0 0
0 0 0 - 427.25 2880 2459.30 - 0 0 0
0 0 0 - 404.35 2890 2534.65 - 0 0 0
800 800 1,200 - 3.00 2900 2611.85 - 0 0 0
0 0 0 - 363.30 2910 2690.00 - 0 0 0
0 0 0 - 344.10 2920 2769.00 - 0 0 0
0 0 0 - 325.75 2930 2848.85 - 0 0 0
0 0 0 - 308.20 2940 2929.50 - 0 0 0
0 0 0 - 0.00 2950 0.00 - 0 0 0
0 0 0 - 275.50 2960 3093.20 - 0 0 0
0 0 0 - 0.00 2970 0.00 - 0 0 0
0 0 0 - 245.75 2980 3259.90 - 0 0 0
0 0 0 - 0.00 2990 0.00 - 0 0 0
400 400 800 - 0.65 3000 3429.30 - 0 0 0
3,50,000 2,33,200
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.