Related Pages for NESTLEIND
[--[65.84.65.76]--]
NESTLEIND
NESTLE INDIA LIMITED
2505 4.85 (0.19%)

Option Chain for NESTLEIND

24 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 - 333.00 2200 0.25 - 20,000 -5,200 86,800
0 0 0 - 403.15 2220 2.05 - 0 0 0
0 0 0 - 298.80 2240 1.05 - 6,400 4,000 32,800
0 0 0 - 365.05 2260 3.50 - 0 0 0
0 0 0 - 266.00 2280 0.45 - 8,400 -4,400 27,600
0 4,800 400 - 173.20 2300 0.40 - 3,18,800 -5,600 1,61,600
0 0 0 - 142.25 2320 0.80 - 14,800 2,400 12,400
0 0 0 - 291.40 2340 0.80 - 42,800 -10,800 17,200
0 0 0 - 112.45 2360 1.05 - 87,600 -8,000 40,000
0 0 0 - 256.50 2380 1.30 - 45,200 -3,600 14,400
13,600 -2,800 5,200 - 102.40 2400 2.65 - 5,18,400 -42,800 2,18,800
10,400 -1,600 1,200 - 97.95 2420 5.45 - 1,25,200 -26,400 58,000
19,200 -15,200 21,600 - 79.50 2440 9.00 - 2,74,800 -12,400 85,600
28,400 -9,600 34,000 - 57.30 2460 11.50 - 1,12,400 -15,200 44,000
38,000 2,400 60,000 - 47.15 2480 18.60 - 1,41,200 -7,600 22,800
2,10,000 -1,02,400 5,50,000 - 35.95 2500 28.35 - 4,22,400 -99,200 2,19,200
1,88,800 -32,800 3,52,000 - 27.95 2520 41.10 - 58,000 14,400 24,800
80,800 11,600 4,53,600 - 18.40 2540 53.75 - 19,200 800 20,400
92,400 -2,000 4,47,600 - 12.00 2560 63.00 - 16,400 -6,000 29,200
60,400 -58,400 2,52,000 - 7.70 2580 82.45 - 12,800 -4,400 10,800
3,54,400 -39,600 7,69,600 - 4.40 2600 101.60 - 10,000 -4,400 36,400
80,400 10,000 96,400 - 3.15 2620 114.45 - 4,000 -2,400 6,400
1,79,600 23,600 2,65,600 - 2.25 2640 132.65 - 2,000 3,600 3,600
81,200 14,000 92,000 - 1.60 2660 220.00 - 0 1,200 0
38,000 4,400 38,400 - 1.05 2680 248.75 - 0 0 0
1,91,200 -73,200 1,76,000 - 0.70 2700 199.00 - 6,800 12,400 12,400
14,000 2,000 12,400 - 0.40 2720 175.45 - 0 0 0
17,200 -2,000 5,600 - 0.20 2740 158.70 - 0 0 0
0 400 0 - 1.10 2760 262.60 - 0 0 0
36,400 -2,000 32,400 - 0.65 2780 187.85 - 0 0 0
78,400 -3,600 15,600 - 0.05 2800 295.00 - 0 0 0
800 -400 400 - 0.20 2820 218.80 - 0 0 0
0 0 0 - 20.70 2840 328.65 - 0 0 0
2,000 2,000 0 - 0.40 2860 385.00 - 400 400 0
0 0 0 - 16.10 2880 363.40 - 0 0 0
0 0 0 - 0.00 2900 0.00 - 0 0 0
13,200 -800 2,000 - 0.05 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
8,800 -4,000 4,400 - 0.10 3000 472.40 - 0 0 0
0 0 0 - 0.00 3020 0.00 - 0 0 0
5,200 5,200 1,600 - 0.05 3040 509.90 - 0 0 0
18,42,800 11,85,200
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.