Related Pages for NESTLEIND
[--[65.84.65.76]--]
NESTLEIND
NESTLE INDIA LIMITED
2437.7 -24.85 (-1.01%)

Option Chain for NESTLEIND

19 Apr 2024 04:17 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 - 368.50 2160 1.00 - 11,200 3,600 3,600
0 0 0 - 441.80 2180 1.20 - 4,000 1,600 1,600
0 0 0 - 333.00 2200 1.15 - 4,47,200 16,000 96,000
0 0 0 - 403.15 2220 2.05 - 0 0 0
0 0 0 - 298.80 2240 1.40 - 1,38,000 18,000 30,400
0 0 0 - 365.05 2260 3.50 - 0 0 0
0 0 0 - 266.00 2280 2.95 - 1,31,600 16,400 28,000
4,800 -400 1,600 - 140.00 2300 4.10 - 16,98,000 -800 2,37,600
0 1,200 0 - 142.25 2320 6.05 - 33,600 8,400 15,600
0 0 0 - 291.40 2340 8.20 - 2,24,800 0 43,600
0 1,200 0 - 112.45 2360 16.05 - 3,25,600 15,200 95,600
0 0 0 - 256.50 2380 16.65 - 2,63,200 1,600 31,200
35,600 9,600 1,98,000 - 59.95 2400 21.55 - 25,51,600 -1,06,400 3,52,000
13,200 13,200 28,800 - 48.85 2420 31.95 - 15,03,600 13,200 89,200
30,400 10,800 5,00,000 - 38.15 2440 42.60 - 5,66,000 6,000 1,20,000
63,600 27,600 6,07,600 - 30.30 2460 52.15 - 2,50,800 -47,200 47,200
45,600 1,200 4,20,000 - 22.60 2480 64.60 - 59,600 -10,400 12,000
3,18,400 12,000 12,57,600 - 16.15 2500 80.45 - 2,45,600 -45,200 3,59,200
91,200 17,600 3,74,800 - 12.60 2520 107.95 - 6,800 -400 17,600
1,09,200 -9,200 4,80,000 - 9.60 2540 108.95 - 23,600 -9,600 20,800
1,24,000 -44,800 4,60,400 - 7.10 2560 128.10 - 6,000 -800 53,200
1,46,400 -34,800 3,35,600 - 5.60 2580 145.05 - 7,200 -2,800 37,200
4,93,600 -1,26,000 10,18,800 - 4.20 2600 170.00 - 1,600 -800 48,000
82,000 -32,000 88,800 - 3.20 2620 191.70 - 2,800 400 9,600
1,22,000 -10,400 1,54,400 - 2.30 2640 222.20 - 0 1,200 0
71,200 -800 44,800 - 1.95 2660 112.20 - 0 0 0
48,400 1,600 24,800 - 1.45 2680 248.75 - 400 0 800
3,50,400 -13,600 2,55,200 - 1.50 2700 285.00 - 400 0 13,200
18,800 -1,600 11,200 - 1.00 2720 175.45 - 0 0 0
28,800 -9,200 26,800 - 1.15 2740 158.70 - 0 0 0
800 0 400 - 1.10 2760 262.60 - 0 0 0
38,800 9,600 56,400 - 0.75 2780 187.85 - 0 0 0
1,08,800 -16,400 41,200 - 0.40 2800 295.00 - 0 0 0
0 0 0 - 1.75 2820 218.80 - 0 0 0
0 0 0 - 20.70 2840 328.65 - 0 0 0
0 -800 0 - 0.40 2860 301.00 - 0 0 0
0 0 0 - 16.10 2880 363.40 - 0 0 0
0 0 0 - 0.00 2900 0.00 - 0 0 0
14,400 0 400 - 0.10 2920 399.00 - 0 0 0
0 0 0 - 0.00 2940 0.00 - 0 0 0
0 0 0 - 9.55 2960 435.40 - 0 0 0
0 0 0 - 0.00 2980 0.00 - 0 0 0
13,200 -400 800 - 0.60 3000 472.40 - 0 0 0
0 0 0 - 0.00 3020 0.00 - 0 0 0
6,400 0 1,600 - 0.10 3040 509.90 - 0 0 0
23,80,000 17,63,200
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.