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

2346.65 -32.04 (-1.35%)

Option Chain for NESTLEIND

18 Oct 2024 11:50 AM 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 0.00 2120 0.60 1.75 19,400 -2,200 11,200
0 0 0 394.3 394.30 2140 3.05 3.05 0 0 0
0 0 0 374.55 0.00 2160 0.00 12.05 0 0 0
0 0 0 356.75 356.75 2180 4.95 4.95 0 0 0
200 0 400 152.1 -33.80 2200 0.50 2.7 1,12,400 4,200 76,600
0 0 0 320.05 0.00 2220 0.00 2.8 0 1,000 0
0 0 200 120 -186.75 2240 1.55 5.3 78,400 23,000 41,000
600 600 800 96 -188.60 2260 2.80 7.55 59,800 7,000 22,400
0 400 0 125 0.00 2280 3.70 11 1,49,600 16,600 1,20,200
33,200 24,800 50,800 64.1 -30.70 2300 4.75 15.25 4,26,400 -4,400 2,35,600
9,400 9,000 19,400 51.85 -31.10 2320 8.00 22 1,72,400 24,200 84,600
77,400 65,800 2,49,600 40 -23.95 2340 9.50 30.45 3,47,200 36,000 1,28,400
81,600 55,000 2,61,600 30.45 -22.55 2360 12.90 40.4 2,57,200 26,600 1,30,600
1,25,400 61,600 2,73,400 21.95 -20.50 2380 16.05 52.05 1,19,200 -28,200 86,200
3,66,400 81,000 5,93,600 15.8 -16.50 2400 18.15 64.05 2,20,400 -11,400 2,70,200
1,02,000 19,600 2,36,200 11.5 -12.85 2420 22.35 79.1 20,200 -2,200 56,800
1,91,800 800 3,07,400 8.15 -10.00 2440 27.90 99.9 14,600 -2,600 1,77,800
1,73,400 14,600 1,79,800 6.15 -7.50 2460 26.95 117.45 16,200 -4,200 46,000
1,10,000 -7,800 2,14,400 4.8 -5.60 2480 30.95 134.7 1,600 -200 28,600
6,36,400 25,200 4,19,200 4.2 -4.05 2500 30.95 153 58,200 -14,600 1,87,200
3,67,200 -11,200 1,47,800 3.2 -2.80 2520 0.00 140 0 -6,200 0
1,55,600 8,400 70,800 2.9 -2.10 2540 17.10 190.9 800 -400 23,200
1,11,400 -5,000 43,600 2.25 -1.85 2560 0.00 174.2 0 -2,600 0
1,70,200 600 28,600 2.1 -1.15 2580 0.00 190 0 -1,800 0
4,89,200 -7,200 1,04,200 2.05 -0.90 2600 41.00 256 12,400 3,000 2,72,200
64,400 2,600 21,800 1.75 -0.75 2620 135.70 270 400 0 12,600
89,600 -1,800 4,400 1.7 -0.65 2640 0.00 182.2 0 -1,400 0
1,05,600 -400 3,800 1.35 -0.60 2660 0.00 200 0 -200 0
44,400 600 10,600 1.4 -0.80 2680 0.00 175.2 0 0 0
2,60,000 16,000 56,400 1.35 -0.45 2700 44.15 358.15 1,000 -600 64,400
49,200 -1,200 16,400 1.5 -0.10 2720 0.00 230 0 0 0
55,600 -2,000 4,600 1.6 0.15 2740 0.00 360 0 -400 0
1,13,000 -1,600 2,800 1.2 -0.35 2760 0.00 248.75 0 0 0
63,800 1,000 3,400 1 -0.25 2780 0.00 391 0 -1,000 0
2,98,600 -6,800 48,000 1 -0.20 2800 159.00 455 200 0 16,200
20,000 0 200 1.5 0.00 2820 0.00 345.6 0 0 0
17,000 0 400 1.15 -0.25 2840 0.00 112.2 0 0 0
0 -600 0 1.2 0.00 2860 0.00 163.5 0 0 0
54,800 -1,800 2,800 1 -0.50 2880 0.00 172 0 0 0
37,800 -1,000 2,600 0.65 -0.40 2900 0.00 280 0 0 0
0 1,200 0 1 0.00 2920 0.00 174.85 0 0 0
0 0 0 1 0.00 2940 0.00 187.45 0 0 0
0 0 0 1.5 0.00 2960 0.00 223.35 0 0 0
0 0 0 1.45 0.00 2980 0.00 442.75 0 0 0
1,16,000 -45,800 86,800 0.35 -0.65 3000 0.00 270 0 0 0
0 0 0 0 0.00 3020 0.00 0 0 0 0
0 -600 0 0.8 0.00 3040 0.00 509.3 0 0 0
0 0 0 0 0.00 3060 0.00 0 0 0 0
19,600 1,800 10,400 0.65 0.00 3080 0.00 546.55 0 0 0
0 0 0 0 0.00 3100 0.00 0 0 0 0
19,000 -12,800 38,400 1.05 0.45 3120 0.00 584.25 0 0 0
0 0 0 0 0.00 3140 0.00 0 0 0 0
40,200 -600 6,600 0.4 -0.20 3160 0.00 622.2 0 0 0
46,70,000 20,92,000
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.