Related Pages for NESTLEIND
[--[65.84.65.76]--]
NESTLEIND
NESTLE INDIA LIMITED
2482.75 -79.90 (-3.12%)

Option Chain for NESTLEIND

26 Apr 2024 04:17 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
0 0 0 - 548.35 2100 2.80 - 2,600 2,200 2,600
0 0 0 - 516.85 2120 4.75 - 0 0 0
0 0 0 - 509.10 2140 0.60 - 0 0 0
0 0 0 - 478.80 2160 3.35 - 0 0 0
0 0 0 - 470.10 2180 4.35 - 0 400 0
0 0 0 - 441.25 2200 2.85 - 54,600 -2,200 61,400
0 0 0 - 431.40 2220 5.80 - 0 4,000 0
0 0 0 - 404.45 2240 5.00 - 0 2,400 0
0 0 0 - 393.20 2260 19.00 - 0 0 0
0 0 0 - 368.55 2280 4.90 - 11,000 3,000 4,200
0 400 0 - 240.95 2300 6.80 - 2,75,000 -20,600 1,25,000
0 0 0 - 333.70 2320 8.50 - 26,800 15,200 19,200
0 0 0 - 319.10 2340 11.55 - 14,600 800 5,600
0 0 0 - 300.15 2360 13.15 - 42,000 8,800 18,000
600 200 400 - 139.05 2380 17.30 - 14,000 6,600 7,800
4,800 1,600 3,800 - 126.00 2400 21.50 - 4,36,800 37,800 2,52,600
600 600 1,000 - 104.75 2420 25.75 - 43,200 3,400 10,200
5,400 -200 1,200 - 120.50 2440 33.00 - 55,000 5,200 22,800
5,000 3,400 8,400 - 91.25 2460 39.00 - 3,21,800 1,94,600 2,09,000
14,800 12,400 30,600 - 78.00 2480 48.00 - 74,200 800 19,200
1,86,800 33,200 5,05,400 - 68.50 2500 58.70 - 5,78,000 65,200 2,28,800
34,000 18,400 1,21,800 - 59.00 2520 69.00 - 1,17,600 -3,400 10,600
1,00,600 35,800 2,58,000 - 50.50 2540 78.10 - 84,000 4,000 22,800
1,29,600 27,200 3,12,200 - 42.90 2560 90.95 - 97,800 1,600 30,000
40,600 13,000 1,35,000 - 35.15 2580 104.65 - 21,000 -3,200 10,800
6,03,200 16,000 12,18,800 - 29.00 2600 114.75 - 50,200 -200 29,000
38,800 28,000 1,08,000 - 23.10 2620 121.95 - 4,200 1,600 3,200
78,600 29,400 2,34,200 - 19.30 2640 111.70 - 0 0 0
38,600 21,800 67,200 - 15.65 2660 144.50 - 400 0 0
0 0 0 - 97.90 2680 133.00 - 0 0 0
2,81,800 55,000 6,36,800 - 11.60 2700 188.00 - 400 0 7,600
3,800 2,200 10,400 - 9.60 2720 194.90 - 1,200 0 0
8,800 2,000 27,000 - 8.40 2740 143.65 - 0 0 0
0 0 200 - 9.00 2760 181.90 - 0 0 0
200 200 400 - 11.10 2780 170.65 - 0 0 0
1,27,200 4,800 3,35,800 - 5.80 2800 209.20 - 0 0 0
0 0 0 - 36.70 2820 199.90 - 0 0 0
0 0 0 - 46.10 2840 238.35 - 0 0 0
23,000 7,400 44,600 - 3.40 2860 284.20 - 0 0 0
0 0 0 - 37.35 2880 268.85 - 0 0 0
0 0 0 - 0.00 2900 0.00 - 0 0 0
0 0 0 - 30.05 2920 300.85 - 0 0 0
0 0 0 - 0.00 2940 0.00 - 0 0 0
0 0 0 - 13.35 2960 334.05 - 0 0 0
0 0 0 - 0.00 2980 0.00 - 0 0 0
1,14,800 8,400 1,09,600 - 2.55 3000 368.35 - 0 0 0
18,41,600 11,00,400
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.