NESTLEIND
Nestle India Limited
2503.2
-1.70 (-0.07%)
Option Chain for NESTLEIND
06 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 | 0.00 | 2200 | -0.75 | 0.6 | 2,400 | 200 | 1,800 |
| 0 | 0 | 0 | 298.95 | 0.00 | 2220 | 0.00 | 10.55 | 0 | 0 | 0 |
| 0 | 0 | 0 | 350.2 | 0.00 | 2240 | 0.00 | 16 | 0 | 0 | 0 |
| 0 | 0 | 0 | 264.45 | 0.00 | 2260 | 0.00 | 3 | 0 | 0 | 0 |
| 0 | 0 | 0 | 316.65 | 0.00 | 2280 | 0.00 | 1.7 | 0 | 0 | 0 |
| 0 | 200 | 0 | 212.15 | 0.00 | 2300 | -0.45 | 1.65 | 3,600 | 200 | 9,200 |
| 0 | 0 | 0 | 284.5 | 0.00 | 2320 | 0.00 | 28.85 | 0 | 0 | 0 |
| 0 | 600 | 0 | 180 | 0.00 | 2340 | -0.55 | 2.15 | 24,600 | 8,000 | 28,600 |
| 0 | 0 | 0 | 253.95 | 0.00 | 2360 | 0.00 | 37.55 | 0 | 0 | 0 |
| 1,200 | 800 | 1,400 | 132.55 | -11.75 | 2380 | -0.40 | 4.55 | 16,800 | -3,600 | 11,800 |
| 13,600 | -1,400 | 9,000 | 121.8 | 0.05 | 2400 | 0.00 | 6.45 | 78,800 | 4,800 | 1,04,800 |
| 3,600 | 600 | 1,400 | 104.65 | -2.50 | 2420 | 0.10 | 9.35 | 83,800 | -14,800 | 23,600 |
| 800 | 800 | 1,400 | 82.25 | -115.95 | 2440 | -0.05 | 12.7 | 1,51,600 | 400 | 1,53,600 |
| 16,600 | 1,000 | 5,400 | 72.1 | -2.90 | 2460 | -0.45 | 17.55 | 1,40,800 | 40,400 | 89,600 |
| 22,400 | 2,800 | 24,000 | 58.2 | -3.60 | 2480 | 0.30 | 24.3 | 81,200 | 4,000 | 78,200 |
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| 3,83,400 | 78,600 | 4,81,800 | 48 | -1.75 | 2500 | 0.05 | 32.1 | 3,10,400 | 44,000 | 1,68,000 |
| 1,21,600 | 11,000 | 2,32,400 | 37.5 | -2.35 | 2520 | 0.55 | 41.6 | 71,400 | 8,600 | 62,800 |
| 1,70,400 | 9,800 | 1,82,000 | 29 | -1.80 | 2540 | 0.55 | 53.4 | 10,000 | 600 | 35,600 |
| 1,10,400 | 0 | 1,24,800 | 22.4 | -1.40 | 2560 | 0.25 | 66 | 24,000 | 2,800 | 30,000 |
| 87,200 | -8,400 | 49,800 | 16.7 | -1.65 | 2580 | -0.30 | 86.5 | 1,200 | 0 | 10,400 |
| 3,79,200 | 26,800 | 2,50,600 | 12.75 | -1.35 | 2600 | 2.10 | 97.25 | 12,600 | -1,800 | 1,15,400 |
| 20,400 | -1,400 | 22,400 | 9.75 | -1.10 | 2620 | 0.00 | 112.3 | 0 | 600 | 0 |
| 38,200 | -1,400 | 20,600 | 7.2 | -1.10 | 2640 | 0.00 | 108.85 | 0 | 0 | 0 |
| 26,800 | 4,600 | 11,800 | 5.1 | -1.15 | 2660 | 0.00 | 187.7 | 0 | 0 | 0 |
| 12,800 | -800 | 7,000 | 4.1 | -0.60 | 2680 | 0.00 | 143 | 0 | 0 | 0 |
| 78,200 | 7,200 | 38,000 | 3.2 | -0.75 | 2700 | 33.25 | 195.4 | 200 | 0 | 5,600 |
| 3,400 | 1,200 | 5,000 | 2.6 | -0.40 | 2720 | 0.00 | 203.55 | 0 | 0 | 0 |
| 11,600 | 0 | 400 | 2.1 | -0.40 | 2740 | 0.00 | 249.9 | 0 | 0 | 0 |
| 0 | 0 | 0 | 3.1 | 0.00 | 2760 | 0.00 | 231.6 | 0 | 0 | 0 |
| 0 | 0 | 0 | 18.8 | 0.00 | 2780 | 0.00 | 283.4 | 0 | 0 | 0 |
| 51,000 | -600 | 12,400 | 1.5 | 0.10 | 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 | 800 | 1.95 | 0.00 | 2840 | 0.00 | 292.35 | 0 | 0 | 0 |
| 15,57,200 | 9,29,000 | |||||||||
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.