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Related Pages for NESTLEIND
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NESTLEIND
Nestle India Limited
2163.5 3.10 (0.14%)

Option Chain for NESTLEIND

20 Dec 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 0.00 194.60 0.00 2000 -0.55 0.55 30.03 211 11 814 -0.02
- 0 0 0 - 272.65 0.00 2020 0.00 2.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 212.00 0.00 2040 -0.80 1.30 27.38 171 -73 119 -0.04
- 1 1 3 - 106.30 -131.10 2060 -0.95 2.15 26.80 202 -12 140 -0.07
- 0 0 0 - 713.30 0.00 2080 -1.40 2.95 24.70 380 16 197 -0.09
- 61 3 18 - 63.60 -3.20 2100 -1.80 3.90 22.15 1,419 -56 710 -0.13
- 63 35 71 - 47.85 -28.30 2120 -2.75 6.35 20.88 1,158 7 310 -0.20
0.80 141 17 730 12.36 32.35 -2.85 2140 -3.75 10.80 20.19 2,097 -1 503 -0.30
0.59 287 -6 2,174 13.89 20.00 -2.40 2160 -4.35 18.15 20.05 2,544 -104 525 -0.43
0.40 426 67 4,292 14.89 11.45 -2.45 2180 -4.25 29.30 20.85 1,042 37 291 -0.57
0.25 1,277 10 4,239 16.03 6.40 -2.50 2200 -3.85 44.35 23.01 1,067 -283 823 -0.68
0.15 775 -267 4,214 17.80 3.95 -2.00 2220 -2.25 62.70 27.10 137 -21 267 -0.74
0.11 991 -351 2,363 20.15 2.85 -1.70 2240 -6.05 80.00 29.04 150 -43 319 -0.80
0.08 982 -77 1,221 22.91 2.35 -1.00 2260 -3.00 101.30 35.56 74 -8 318 -0.81
0.06 686 -13 654 25.14 1.85 -0.85 2280 18.95 116.00 31.73 22 -9 175 -0.89
0.05 2,406 -46 950 27.85 1.65 -0.45 2300 -8.35 135.70 35.07 45 -22 615 -0.90
0.04 294 -28 166 30.10 1.40 -0.45 2320 0.00 162.50 0.00 0 0 0 0.00
0.04 389 14 105 32.49 1.25 -0.35 2340 60.45 168.00 - 3 0 106 -
0.04 285 -2 32 37.84 1.80 0.30 2360 0.00 109.00 0.00 0 0 0 0.00
0.03 248 0 5 38.82 1.35 0.05 2380 0.00 155.25 0.00 0 0 0 0.00
0.02 989 -48 312 37.88 0.70 -0.30 2400 -4.40 235.65 57.32 123 -29 540 -0.91
0.02 43 -1 2 40.96 0.80 -0.10 2420 0.00 157.55 0.00 0 0 0 0.00
0.00 0 -2 0 0.00 0.60 0.00 2440 80.00 270.00 - 1 0 17 -
0.00 0 -10 0 0.00 0.60 0.00 2460 0.00 194.90 - 0 0 0 -
0.00 0 0 0 0.00 0.50 0.00 2480 0.00 19.25 - 0 0 0 -
0.01 449 -32 101 44.08 0.25 -0.05 2500 -11.60 324.05 - 16 -12 147 -
0.00 0 0 0 0.00 1.25 0.00 2520 0.00 25.65 - 0 0 0 -
0.00 0 -1 0 0.00 0.40 0.00 2540 0.00 248.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.15 0.00 2560 0.00 269.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1065.70 0.00 2580 0.00 863.70 0.00 0 0 0 0.00
- 81 -1 9 - 0.15 -0.05 2600 0.00 425.00 - 2 -1 81 -
10,874 7,017
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.