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Related Pages for NESTLEIND
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NESTLEIND
Nestle India Limited
2211.2 -2.95 (-0.13%)

Option Chain for NESTLEIND

21 Nov 2024 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 200
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 -0.15 0.60 34.27 197 -56 329 -0.02
- 0 0 0 - 749.80 0.00 2020 0.00 1.35 0.00 0 0 0 0.00
- 0 0 0 - 503.55 0.00 2040 0.05 1.35 32.46 68 -7 148 -0.03
- 0 0 0 - 721.35 0.00 2060 0.05 1.50 29.79 72 -36 110 -0.04
0.00 0 0 0 0.00 113.95 0.00 2080 -1.20 1.95 27.92 272 -47 76 -0.05
- 32 1 13 - 107.95 -5.10 2100 -1.45 2.95 26.89 602 28 508 -0.08
0.97 12 -1 8 15.94 92.55 -8.35 2120 -2.00 4.10 25.27 725 100 236 -0.11
- 6 -1 3 - 71.45 2.25 2140 -3.05 5.65 23.48 394 29 263 -0.15
0.82 118 -3 89 19.54 58.25 -2.15 2160 -3.05 8.75 22.60 371 33 324 -0.22
0.73 148 25 799 17.50 41.05 -3.90 2180 -3.90 12.95 21.41 859 -12 274 -0.31
0.60 514 59 1,688 16.70 27.00 -6.40 2200 -3.60 19.80 20.92 1,150 -83 594 -0.42
0.44 372 56 1,802 16.60 16.65 -6.00 2220 -4.15 28.50 19.99 661 -35 186 -0.54
0.30 630 54 1,594 17.02 9.90 -4.95 2240 -2.00 42.40 21.39 271 -17 279 -0.66
0.20 604 -7 1,930 17.71 5.80 -3.40 2260 -0.50 58.20 22.86 74 -13 462 -0.75
0.12 1,112 -10 1,328 18.71 3.50 -2.60 2280 -1.95 74.55 23.44 71 -18 233 -0.82
0.09 1,657 -183 1,150 20.70 2.60 -1.70 2300 -0.60 94.00 26.89 71 -14 738 -0.85
0.07 333 -25 397 22.89 2.10 -0.90 2320 0.00 97.30 0.00 0 0 0 0.00
0.05 324 -43 375 25.04 1.75 -0.50 2340 0.00 114.30 0.00 0 -26 0 0.00
0.04 371 -217 572 27.17 1.50 -0.15 2360 13.50 151.00 32.61 3 -1 165 -0.92
0.04 309 -54 287 29.41 1.35 -0.15 2380 0.00 159.35 0.00 0 0 0 0.00
0.03 2,302 -90 783 31.24 1.15 -0.05 2400 9.10 192.00 41.36 16 -6 1,180 -0.92
0.02 212 7 69 32.23 0.85 -0.20 2420 0.00 150.85 0.00 0 0 0 0.00
0.02 144 5 86 34.38 0.80 0.15 2440 0.00 203.95 0.00 0 -5 0 0.00
0.02 63 0 2 35.28 0.60 0.00 2460 0.00 167.35 0.00 0 0 0 0.00
0.02 77 -9 18 37.54 0.70 -0.05 2480 0.00 80.00 - 0 0 0 -
0.01 917 -126 385 35.67 0.25 -0.45 2500 27.00 290.00 50.95 41 -39 307 -0.96
0.02 83 -18 23 42.63 0.75 -0.05 2520 0.00 325.15 0.00 0 0 0 0.00
0.01 75 0 1 42.74 0.50 -1.00 2540 0.00 255.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 11.95 0.00 2560 0.00 260.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.05 0.00 2580 0.00 27.00 0.00 0 0 0 0.00
0.00 467 -9 63 42.85 0.15 0.05 2600 22.00 392.00 - 2 -1 105 -
0.00 0 0 0 0.00 204.70 0.00 2620 0.00 36.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 65.70 0.00 2640 0.00 164.00 - 0 0 0 -
0.00 0 0 0 0.00 0.15 0.00 2660 0.00 47.70 0.00 0 0 0 0.00
0.00 0 0 0 30.00 62.90 0.00 2680 0.00 190.15 - 0 0 0 -
- 184 -11 15 - 0.30 0.15 2700 0.00 460.50 0.00 0 0 0 0.00
11,066 6,517
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.