NESTLEIND
Nestle India Limited
2549.6
18.20 (0.72%)
Option Chain for NESTLEIND
16 Sep 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Change OI | Vol | Ltp | Change | Change | Ltp | Vol | Change OI | OI | |
| 0 | 0 | 0 | 385 | 2200 | 0.6 | 200 | 0 | 1,400 | ||
| 0 | 0 | 0 | 298.95 | 2220 | 10.55 | 0 | 0 | 0 | ||
| 0 | 0 | 0 | 350.2 | 2240 | 16 | 0 | 0 | 0 | ||
| 0 | 0 | 0 | 264.45 | 2260 | 3 | 0 | 0 | 0 | ||
| 0 | 0 | 0 | 316.65 | 2280 | 1.7 | 0 | 0 | 0 | ||
| 0 | -200 | 0 | 260 | 0.00 | 2300 | -0.80 | 0.2 | 23,400 | 5,000 | 14,600 |
| 0 | 0 | 0 | 284.5 | 0.00 | 2320 | 0.00 | 1.65 | 0 | 0 | 0 |
| 0 | 0 | 0 | 205 | 0.00 | 2340 | -0.60 | 0.7 | 17,600 | -1,000 | 27,000 |
| 0 | 0 | 0 | 158.45 | 0.00 | 2360 | 0.00 | 37.55 | 0 | 0 | 0 |
| 0 | 0 | 0 | 136.6 | 0.00 | 2380 | -0.55 | 1.8 | 400 | 0 | 9,000 |
| 11,600 | -800 | 2,600 | 154.95 | 11.95 | 2400 | -0.85 | 1.75 | 39,800 | -9,200 | 65,000 |
| 0 | 0 | 0 | 113.4 | 0.00 | 2420 | -1.00 | 2.6 | 11,400 | 1,200 | 16,400 |
| 1,200 | -200 | 1,200 | 117.5 | 11.40 | 2440 | -1.40 | 3.85 | 1,78,000 | -600 | 62,800 |
| 15,800 | -1,600 | 5,000 | 100 | 15.00 | 2460 | -2.60 | 5.45 | 53,000 | 1,800 | 59,000 |
| 18,800 | -400 | 7,600 | 81.4 | 12.40 | 2480 | -3.90 | 7.75 | 1,53,400 | 15,600 | 53,000 |
| 2,70,200 | 15,400 | 2,34,400 | 67.5 | 13.60 | 2500 | -6.00 | 10.85 | 2,69,000 | 10,400 | 2,14,600 |
| 73,600 | -13,600 | 2,62,200 | 51.2 | 9.70 | 2520 | -8.10 | 15.9 | 1,11,400 | 10,800 | 53,600 |
| 1,58,600 | -27,000 | 4,83,000 | 39.05 | 7.90 | 2540 | -10.25 | 22.6 | 1,23,800 | 14,000 | 61,600 |
| 2,58,400 | 0 | 3,62,600 | 28.6 | 6.10 | 2560 | -12.40 | 32.8 | 37,200 | 7,400 | 41,600 |
| 1,14,000 | 2,800 | 1,77,800 | 20.3 | 3.70 | 2580 | -5.55 | 53.65 | 5,000 | 800 | 13,800 |
| 3,61,000 | -7,600 | 3,57,400 | 15 | 3.00 | 2600 | -14.90 | 58.5 | 8,000 | -2,600 | 74,200 |
| 31,000 | -4,000 | 94,600 | 10.35 | 1.25 | 2620 | 0.00 | 76.1 | 0 | 0 | 0 |
| 77,400 | 17,800 | 1,58,000 | 7.25 | 0.35 | 2640 | -43.55 | 98.1 | 400 | 0 | 200 |
| 42,800 | -4,400 | 34,400 | 5.45 | 0.15 | 2660 | 0.00 | 109.95 | 0 | -200 | 0 |
| 51,000 | -3,000 | 24,200 | 3.9 | -0.25 | 2680 | 0.00 | 143 | 0 | 0 | 0 |
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| 1,63,400 | 2,000 | 1,20,000 | 3.05 | -0.70 | 2700 | 7.45 | 170.4 | 200 | 0 | 5,800 |
| 6,200 | 0 | 4,800 | 2.3 | -0.65 | 2720 | 0.00 | 203.55 | 0 | 0 | 0 |
| 9,000 | -2,600 | 6,600 | 1.5 | -0.60 | 2740 | 0.00 | 249.9 | 0 | 0 | 0 |
| 3,800 | 800 | 2,200 | 1.55 | -0.95 | 2760 | 0.00 | 231.6 | 0 | 0 | 0 |
| 0 | 0 | 0 | 18.8 | 0.00 | 2780 | 0.00 | 283.4 | 0 | 0 | 0 |
| 49,400 | 200 | 3,400 | 0.85 | -0.05 | 2800 | 0.00 | 270 | 0 | 0 | 0 |
| 0 | 0 | 0 | 10.65 | 0.00 | 2820 | 0.00 | 7.55 | 0 | 0 | 0 |
| 4,400 | 0 | 400 | 0.9 | 0.05 | 2840 | 0.00 | 292.35 | 0 | 0 | 0 |
| 17,21,600 | 7,73,600 | |||||||||
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.