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

2622.35 55.91 (2.18%)

Option Chain for NESTLEIND

28 Mar 2024 03:57 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
1,600 0 400 - 227.35 2400 4.00 - 1,600 -400 6,400
0 0 0 - 223.25 2420 19.90 - 0 0 0
0 0 0 - 153.75 2440 68.75 - 0 0 0
0 0 0 - 192.00 2460 28.20 - 0 0 0
0 0 0 - 131.15 2480 23.00 - 0 0 0
12,000 -1,200 10,000 - 145.00 2500 12.55 - 60,800 8,000 52,800
0 0 0 - 89.55 2520 104.40 - 0 0 0
0 -400 0 - 79.65 2540 40.00 - 0 400 0
6,400 400 8,800 - 93.00 2560 26.50 - 23,200 9,200 17,200
3,200 -1,200 8,800 - 85.00 2580 67.80 - 0 0 0
80,400 1,200 5,64,400 - 76.00 2600 35.55 - 90,400 8,000 27,200
6,400 5,200 20,000 - 66.85 2620 46.50 - 3,200 1,200 1,200
21,200 20,000 88,400 - 54.00 2640 54.00 - 4,000 2,400 2,800
0 0 0 - 73.95 2660 107.90 - 0 0 0
2,400 2,400 3,600 - 32.75 2680 202.25 - 0 0 0
66,000 11,600 2,28,400 - 26.05 2700 105.00 - 8,800 6,800 10,000
1,200 400 1,600 - 24.10 2720 231.75 - 0 0 0
800 800 2,400 - 19.00 2740 158.70 - 0 0 0
0 0 0 - 33.25 2760 262.60 - 0 0 0
0 0 0 - 35.20 2780 187.85 - 0 0 0
24,800 16,000 39,200 - 11.75 2800 295.00 - 0 0 0
0 0 0 - 26.60 2820 218.80 - 0 0 0
0 0 0 - 20.70 2840 328.65 - 0 0 0
0 0 0 - 19.85 2860 251.60 - 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
0 0 0 - 12.45 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
2,400 2,000 3,200 - 2.70 3000 472.40 - 0 0 0
2,28,800 1,17,600
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.