NESTLEIND
NESTLE INDIA LIMITED
2551.9
0.40 (0.02%)
Option Chain for NESTLEIND
04 Jul 2024 11:30 AM 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 | 273.8 | 0.00 | 2360 | -2.75 | 3.75 | 1,000 | 1,200 | 1,200 |
| 0 | 0 | 0 | 113.75 | 0.00 | 2380 | 0.00 | 62.5 | 0 | 0 | 0 |
| 0 | 200 | 0 | 163 | 0.00 | 2400 | 0.00 | 7.2 | 9,800 | -6,000 | 84,000 |
| 0 | 0 | 0 | 92.4 | 0.00 | 2420 | 0.00 | 80.65 | 0 | 0 | 0 |
| 0 | 0 | 0 | 125.65 | 0.00 | 2440 | -0.75 | 12.9 | 8,000 | -1,400 | 23,600 |
| 0 | 0 | 0 | 73.9 | 0.00 | 2460 | -0.10 | 16.7 | 6,600 | 0 | 17,400 |
| 0 | 0 | 0 | 102.15 | 0.00 | 2480 | -0.10 | 21.85 | 4,000 | 200 | 47,000 |
| 46,200 | -400 | 10,400 | 82 | -2.90 | 2500 | -1.40 | 28.8 | 17,600 | -3,200 | 71,000 |
| 28,200 | 2,000 | 6,600 | 72 | -1.25 | 2520 | 0.00 | 35.1 | 0 | 200 | 0 |
| 25,000 | 0 | 16,200 | 58.9 | -2.55 | 2540 | 2.15 | 46 | 5,000 | 0 | 17,400 |
| 80,600 | 7,600 | 48,800 | 49.15 | -3.70 | 2560 | 2.10 | 55.7 | 9,000 | -200 | 28,200 |
| 55,400 | 11,200 | 30,200 | 40.6 | -1.40 | 2580 | -1.65 | 66.7 | 1,400 | 400 | 5,600 |
| 2,15,600 | 8,400 | 73,200 | 33.7 | -1.30 | 2600 | -0.45 | 78.8 | 5,200 | 200 | 21,800 |
| 16,400 | 600 | 5,000 | 26.85 | -0.30 | 2620 | 0.00 | 106.05 | 0 | 400 | 0 |
| 15,200 | 800 | 2,600 | 22.35 | -0.45 | 2640 | 0.00 | 114.4 | 0 | 400 | 0 |
| 43,400 | -1,600 | 8,200 | 17.4 | -1.40 | 2660 | -0.95 | 123.4 | 400 | 400 | 400 |
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| 5,400 | 400 | 2,800 | 13.85 | -0.55 | 2680 | 0.00 | 146.9 | 0 | 0 | 0 |
| 81,600 | -1,200 | 24,800 | 11 | -0.95 | 2700 | 0.00 | 159.45 | 0 | 800 | 0 |
| 3,400 | 0 | 1,000 | 9.55 | 1.10 | 2720 | 0.00 | 174.45 | 0 | 0 | 0 |
| 5,000 | 600 | 1,000 | 7.05 | -0.35 | 2740 | 0.00 | 314.8 | 0 | 0 | 0 |
| 14,600 | 200 | 1,400 | 6 | -0.10 | 2760 | 0.00 | 239.6 | 0 | 0 | 0 |
| 1,600 | 400 | 2,600 | 4.4 | 0.40 | 2780 | 0.00 | 351.4 | 0 | 0 | 0 |
| 78,400 | -1,800 | 12,800 | 3.35 | -0.40 | 2800 | 0.00 | 236.05 | 0 | 0 | 0 |
| 0 | 0 | 0 | 5 | 0.00 | 2820 | 0.00 | 388.8 | 0 | 0 | 0 |
| 0 | 0 | 0 | 3.9 | 0.00 | 2840 | 0.00 | 266.25 | 0 | 0 | 0 |
| 0 | 0 | 0 | 3.45 | 0.00 | 2860 | 0.00 | 426.8 | 0 | 0 | 0 |
| 0 | 0 | 0 | 32.55 | 0.00 | 2880 | 0.00 | 297.9 | 0 | 0 | 0 |
| 22,600 | 0 | 400 | 1.25 | -0.15 | 2900 | 0.00 | 465.25 | 0 | 0 | 0 |
| 2,200 | 200 | 800 | 1.5 | -0.75 | 2920 | 0.00 | 330.8 | 0 | 0 | 0 |
| 7,40,800 | 3,17,600 | |||||||||
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.