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Option Chain For NESTLEIND - NESTLE INDIA LIMITED
Last updated on 03 Jul 2020 02:57 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
- - - - - 13000 - - - - -
- - - - - 13250 - - - - -
- - - - - 13500 - - - - -
- - - - - 13750 - - - - -
- - - - - 14000 10.00 20.00 36.75 50 200
- - - - - 14250 - - - - -
- - - - - 14500 - - - - 50
- - - - - 14750 - - - - -
300 - - - - 15000 1.30 40.00 28.83 750 8,600
- - - - - 15250 - - - - 100
150 - - - - 15500 -15.00 90.00 28.10 - 1,100
- - - - - 15750 - - - - 400
150 - - - - 16000 24.40 185.00 27.50 950 6,900
- - - - - 16250 28.45 260.75 27.57 250 1,050
1,200 - 24.63 615.00 -18.90 16500 43.60 364.00 28.13 500 3,600
2,650 550 24.66 478.00 -68.85 16750 61.40 494.95 29.11 450 1,000
14,400 2,000 25.35 378.55 -41.35 17000 10.80 574.10 26.15 150 2,900
2,300 1,050 25.63 285.00 -34.75 17250 - - - - -
6,800 250 25.94 214.50 -29.95 17500 - - - - -
950 150 27.17 171.00 -20.65 17750 - - - - -
10,350 1,250 27.09 122.00 -18.70 18000 - - - - -
- - - - - 18250 - - - - -
1,550 100 28.93 75.00 -7.00 18500 - - - - -
- - - - - 18750 - - - - -
2,650 - 30.69 47.00 -2.70 19000 - - - - -
- - - - - 19250 - - - - -
- - - - - 19500 - - - - -
- - - - - 19750 - - - - -
14,750 300 36.18 23.45 -0.15 20000 - - - - -
- - - - - 20250 - - - - -
- - - - - 20500 - - - - -
Total 58,200 25,900
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 prices, 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.