`
[--[65.84.65.76]--]
NESTLEIND
Nestle India Limited

2378.7 -83.55 (-3.39%)

Option Chain for NESTLEIND

17 Oct 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 0 410.2 2120 1.15 44,000 13,600 13,800
0 0 0 0 2140 0 0 0 0
0 0 0 374.55 2160 12.05 0 0 0
0 0 0 0 2180 0 0 0 0
0 0 200 185.9 -154.10 2200 0.35 2.2 3,34,200 61,200 72,400
0 0 0 320.05 320.05 2220 2.80 2.8 1,400 1,000 1,000
0 0 0 306.75 0.00 2240 -18.90 3.75 50,000 18,000 18,000
0 0 0 284.6 0.00 2260 -7.05 4.75 32,800 15,400 15,400
200 200 400 125 -149.90 2280 3.85 7.3 3,92,400 51,600 1,04,000
8,000 7,000 16,600 94.8 -78.70 2300 5.70 10.5 15,96,000 1,77,200 2,42,200
200 200 400 82.95 -161.90 2320 8.00 14 2,85,800 28,600 57,200
11,600 11,400 29,800 63.95 -97.70 2340 13.05 20.95 5,75,600 29,200 93,400
24,400 23,200 1,10,800 53 -52.00 2360 16.50 27.5 6,99,600 55,600 1,04,600
63,800 63,600 2,50,400 42.45 -98.65 2380 21.50 36 12,09,600 95,800 1,14,400
2,85,000 2,51,200 19,10,000 32.3 -53.35 2400 26.80 45.9 39,71,600 53,600 3,37,800
82,600 66,400 6,81,600 24.35 -47.30 2420 31.90 56.75 6,77,200 28,200 59,200
1,85,800 81,800 15,32,600 18.15 -40.15 2440 39.90 72 11,19,000 -13,600 1,80,200
1,56,400 81,600 13,47,600 13.65 -32.85 2460 50.50 90.5 5,97,200 -31,600 50,200
1,18,800 51,600 6,13,600 10.4 -25.40 2480 53.05 103.75 1,64,400 -7,600 28,800
6,25,200 3,15,000 26,58,200 8.25 -20.25 2500 60.10 122.05 5,42,800 -17,200 2,10,200
3,77,800 15,800 6,63,000 6 -16.05 2520 64.35 140 26,600 -6,000 77,000
1,47,200 45,800 5,87,400 5 -11.15 2540 86.60 173.8 10,400 200 23,200
1,16,400 -1,800 3,45,200 4.1 -8.35 2560 67.20 174.2 7,600 -2,400 23,400
1,69,600 -5,800 2,02,200 3.25 -6.35 2580 50.25 190 8,800 -1,800 11,000
4,94,400 1,75,200 8,61,600 2.95 -4.85 2600 74.00 215 34,400 -5,600 2,69,000
62,200 -16,000 98,000 2.5 -3.60 2620 0.00 134.3 0 0 0
91,400 200 1,59,600 2.35 -2.85 2640 17.95 182.2 1,400 -1,200 11,400
1,06,000 62,000 1,30,800 1.95 -2.70 2660 0.00 200 400 0 27,200
43,400 -11,400 90,000 2.2 -1.85 2680 0.00 175.2 0 0 0
2,43,600 11,000 1,94,800 1.8 -1.50 2700 65.35 314 5,000 -2,000 65,200
50,200 -5,800 41,800 1.6 -1.65 2720 0.00 230 0 0 0
58,200 -3,200 20,400 1.45 -0.85 2740 99.90 360 400 0 18,000
1,14,600 16,200 45,400 1.55 -1.15 2760 0.00 248.75 0 0 0
63,000 -1,200 2,200 1.25 -3.40 2780 117.15 391 1,600 -800 17,200
3,05,200 -46,200 2,13,000 1.2 -0.90 2800 0.00 296 0 0 0
20,600 -800 2,800 1.5 -0.35 2820 192.00 345.6 200 0 7,200
17,400 -1,000 6,400 1.4 -0.35 2840 0.00 112.2 0 0 0
13,000 -400 4,000 1.2 -1.60 2860 0.00 163.5 0 0 0
56,200 1,000 9,400 1.5 -0.05 2880 0.00 172 0 0 0
38,800 -9,600 25,400 1.05 -0.45 2900 0.00 280 0 0 0
10,800 1,000 1,400 1 -0.45 2920 0.00 174.85 0 0 0
8,600 -1,000 4,000 1 -0.30 2940 0.00 187.45 0 0 0
0 -800 0 1.5 0.00 2960 0.00 223.35 0 0 0
0 400 0 1.45 0.00 2980 0.00 442.75 0 0 0
1,61,200 -1,800 25,800 1 -0.25 3000 0.00 270 0 0 0
0 0 0 0 0.00 3020 0.00 0 0 0 0
11,200 400 11,400 0.8 -0.60 3040 0.00 509.3 0 0 0
0 0 0 0 0.00 3060 0.00 0 0 0 0
17,600 -400 23,400 0.65 -0.25 3080 0.00 546.55 0 0 0
0 0 0 0 0.00 3100 0.00 0 0 0 0
32,400 -200 3,800 0.6 -0.35 3120 0.00 584.25 0 0 0
0 0 0 0 0.00 3140 0.00 0 0 0 0
40,800 -400 12,600 0.6 0.05 3160 0.00 622.2 0 0 0
44,33,800 22,52,600
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.