NESTLEIND
Nestle India Limited
2231.85
-3.40 (-0.15%)
Option Chain for NESTLEIND
14 Nov 2024 09:30 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 200 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 280.00 | 0.00 | 2000 | 0.10 | 0.90 | 28.08 | 2 | 0 | 376 | -0.02 |
| - | 0 | 0 | 0 | - | 749.80 | 0.00 | 2020 | 0.00 | 0.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 503.55 | 0.00 | 2040 | 0.00 | 1.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 721.35 | 0.00 | 2060 | 0.00 | 2.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 465.60 | 0.00 | 2080 | 0.00 | 3.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 145.00 | 0.00 | 2100 | 0.05 | 4.15 | 24.17 | 43 | -8 | 339 | -0.08 |
| 0.00 | 0 | 0 | 0 | 0.00 | 143.15 | 0.00 | 2120 | -0.05 | 5.45 | 23.15 | 17 | 3 | 160 | -0.11 |
| 0.00 | 0 | 0 | 0 | 0.00 | 128.30 | 0.00 | 2140 | 0.00 | 7.05 | 0.00 | 0 | -8 | 0 | 0.00 |
| 0.81 | 18 | 5 | 10 | 21.91 | 90.85 | 6.80 | 2160 | -0.90 | 8.75 | 20.43 | 14 | 7 | 185 | -0.18 |
| 0.78 | 24 | 10 | 20 | 18.05 | 70.35 | -4.10 | 2180 | 0.90 | 13.65 | 20.80 | 4 | 1 | 142 | -0.25 |
| 0.70 | 224 | -1 | 11 | 18.15 | 55.95 | -5.10 | 2200 | 1.05 | 17.90 | 19.75 | 41 | 9 | 734 | -0.31 |
| 0.61 | 104 | 2 | 68 | 17.73 | 42.40 | -4.85 | 2220 | 2.30 | 25.30 | 19.76 | 76 | 18 | 192 | -0.40 |
| 0.51 | 257 | 7 | 96 | 17.00 | 30.25 | -4.70 | 2240 | 3.25 | 34.55 | 19.83 | 33 | -1 | 290 | -0.49 |
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| 0.40 | 463 | 2 | 67 | 17.23 | 21.30 | -3.70 | 2260 | 4.15 | 44.40 | 19.18 | 43 | 2 | 450 | -0.58 |
| 0.31 | 964 | 3 | 19 | 16.97 | 14.50 | -1.75 | 2280 | 0.00 | 51.80 | 0.00 | 0 | -12 | 0 | 0.00 |
| 0.23 | 1,845 | 1 | 108 | 17.20 | 9.75 | -1.60 | 2300 | 3.50 | 72.30 | 19.68 | 21 | 5 | 896 | -0.74 |
| 0.16 | 428 | 1 | 36 | 17.67 | 6.65 | -1.50 | 2320 | -13.70 | 75.30 | - | 5 | 0 | 146 | - |
| 0.12 | 383 | 9 | 37 | 18.67 | 4.95 | -0.75 | 2340 | -1.75 | 103.00 | 17.59 | 20 | 0 | 163 | -0.89 |
| 0.09 | 340 | 3 | 34 | 19.17 | 3.40 | -0.80 | 2360 | 0.00 | 119.50 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.07 | 318 | 1 | 16 | 20.51 | 2.80 | -0.45 | 2380 | 0.00 | 138.50 | 0.00 | 0 | 3 | 0 | 0.00 |
| 0.06 | 2,488 | 3 | 32 | 21.52 | 2.20 | -0.50 | 2400 | -1.10 | 158.65 | - | 1 | 0 | 1,255 | - |
| 0.00 | 0 | -5 | 0 | 0.00 | 2.10 | 0.00 | 2420 | 0.00 | 150.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 2.70 | 0.00 | 2440 | 0.00 | 169.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -14 | 0 | 0.00 | 1.40 | 0.00 | 2460 | 0.00 | 167.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -3 | 0 | 0.00 | 1.25 | 0.00 | 2480 | 0.00 | 80.00 | - | 0 | 0 | 0 | - |
| 0.02 | 1,508 | 0 | 1 | 27.73 | 1.10 | 0.00 | 2500 | 0.00 | 257.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 9,364 | 5,328 | |||||||||||||
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.
