NESTLE INDIA LIMITED Option Chain

Call		Put
	Last Updated now
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	1,760PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	1,800PCR: --	0.10	****	0.00	0.00	50.78%	-0.002	0.000	-0.068	0.016	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	1,840PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	1,880PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	1,920PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	1,940PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.783	-6.734	0.001	0.799	103.64%	0.00	0.00	****	247.00	1,960PCR: 0.00	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	1,980PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.746	-4.701	0.001	0.815	75.93%	0.00	0.01	****	194.60	2,000PCR: 272.67	0.45	****	1.64	39.60	30.27%	-0.016	0.001	-0.283	0.113	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	2,020PCR: --	2.40	****	0.00	0.00	36.13%	-0.055	0.001	-0.935	0.313	Login To Trade
0.998	-10.441	0.001	0.680	126.10%	0.00	0.00	****	212.00	2,040PCR: 122.00	1.10	****	0.24	30.60	27.34%	-0.036	0.001	-0.497	0.219	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.60	0.00	****	106.30	2,060PCR: 166.00	1.65	****	0.33	27.80	25.88%	-0.055	0.002	-0.663	0.309	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	2,080PCR: --	2.25	****	0.43	62.20	23.68%	-0.075	0.002	-0.777	0.396	Login To Trade
0.000	0.000	0.000	1.000	0.00%	2.20	0.12	****	69.35	2,100PCR: 12.31	3.05	****	1.43	253.80	21.24%	-0.107	0.003	-0.910	0.516	Login To Trade
0.748	-1.333	0.004	0.814	21.48%	10.00	0.11	****	58.20	2,120PCR: 6.62	4.85	****	0.70	178.20	19.41%	-0.165	0.005	-1.115	0.693	Login To Trade
0.918	-1.423	0.006	0.732	18.68%	126.80	0.24	****	40.10	2,140PCR: 4.12	8.45	****	1.00	347.60	18.55%	-0.266	0.006	-1.411	0.916	Login To Trade
1.081	-1.599	0.008	0.596	17.82%	363.00	0.60	****	25.80	2,160PCR: 1.93	14.70	****	1.16	427.20	17.70%	-0.404	0.008	-1.587	1.080	Login To Trade
1.099	-1.608	0.008	0.436	17.64%	671.60	0.88	****	15.45	2,180PCR: 0.69	23.90	****	0.60	183.20	17.33%	-0.566	0.008	-1.579	1.098	Login To Trade
0.954	-1.421	0.007	0.289	17.94%	698.00	2.66	****	8.90	2,200PCR: 0.63	37.45	****	1.67	192.80	16.72%	-0.725	0.007	-1.292	0.931	Login To Trade
0.756	-1.210	0.005	0.189	19.29%	699.00	1.85	****	5.35	2,220PCR: 0.32	53.45	****	0.59	18.40	18.43%	-0.822	0.005	-1.113	0.728	Login To Trade
0.600	-1.069	0.004	0.133	21.48%	369.80	2.28	****	3.95	2,240PCR: 0.29	72.20	****	0.67	17.60	20.51%	-0.878	0.004	-0.959	0.564	Login To Trade
0.479	-0.942	0.003	0.097	23.68%	183.20	2.03	****	2.90	2,260PCR: 0.31	90.80	****	0.62	8.60	21.97%	-0.919	0.002	-0.760	0.417	Login To Trade
0.394	-0.845	0.002	0.075	25.88%	112.60	1.37	****	2.35	2,280PCR: 0.26	116.00	****	0.35	4.40	36.38%	-0.845	0.002	-2.009	0.665	Login To Trade
0.314	-0.726	0.002	0.056	27.83%	170.20	4.82	****	1.85	2,300PCR: 0.26	128.10	****	1.24	6.80	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.274	-0.688	0.001	0.047	30.27%	28.80	0.59	****	1.65	2,320PCR: 0.05	162.50	****	0.03	0.00	54.44%	-0.818	0.002	-3.333	0.738	Login To Trade
0.237	-0.645	0.001	0.039	32.71%	17.00	0.78	****	1.40	2,340PCR: 0.27	168.00	****	0.21	0.60	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.214	-0.626	0.001	0.035	35.16%	5.60	0.57	****	1.30	2,360PCR: 0.04	109.00	****	0.02	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.200	-0.622	0.001	0.032	37.60%	0.00	0.49	****	1.30	2,380PCR: 0.02	155.25	****	0.01	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.131	-0.404	0.001	0.019	37.11%	48.00	2.03	****	0.75	2,400PCR: 0.53	226.90	****	1.08	24.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.123	-0.403	0.000	0.018	39.55%	0.20	0.09	****	0.70	2,420PCR: 0.02	157.55	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.103	-0.351	0.000	0.015	41.02%	0.00	0.20	****	0.60	2,440PCR: 0.17	270.00	****	0.03	0.20	50.78%	-0.960	0.001	-1.016	0.241	Login To Trade
0.107	-0.388	0.000	0.015	43.95%	0.00	0.06	****	0.60	2,460PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.085	-0.318	0.000	0.012	44.92%	0.00	0.02	****	0.50	2,480PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.062	-0.231	0.000	0.008	44.92%	18.40	0.91	****	0.30	2,500PCR: 0.32	324.05	****	0.29	3.20	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.147	-0.683	0.000	0.022	56.15%	0.00	0.01	****	1.25	2,520PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.070	-0.293	0.000	0.009	50.78%	0.00	0.01	****	0.40	2,540PCR: 0.33	248.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.030	-0.117	0.000	0.004	46.88%	0.00	0.01	****	0.15	2,560PCR: 0.75	269.00	****	0.01	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.028	-0.116	0.000	0.003	50.78%	1.80	0.16	****	0.15	2,600PCR: 1.00	425.00	****	0.16	0.40	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.054	-0.271	0.000	0.007	60.55%	0.00	0.00	****	0.35	2,640PCR: 1.00	480.00	****	0.00	0.00	109.86%	-0.905	0.001	-4.313	0.473	Login To Trade
0.000	0.000	0.000	0.000	0.00%	0.00	0.00	****	0.00	2,680PCR: --	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade

Call

Put

Vega

Theta

Gamma

Delta

Imp Vol

Vol (k)

OI (lakhs)

PoP

LTP

Strike

LTP

PoP

OI (lakhs)

Vol (k)

Imp Vol

Delta

Gamma

Theta

Vega

Last Updated now

0.000

1.000

0.00%

0.00

****

0.00

1,760PCR: --

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

****

0.00

1,800PCR: --

0.10

****

0.00

50.78%

-0.002

0.000

-0.068

0.016

0.000

1.000

0.00%

0.00

****

0.00

1,840PCR: --

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

****

0.00

1,880PCR: --

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

****

0.00

1,920PCR: --

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

****

0.00

1,940PCR: --

0.00

****

0.00

0.00%

0.000

0.783

-6.734

0.001

0.799

103.64%

0.00

****

247.00

1,960PCR: 0.00

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

****

0.00

1,980PCR: --

0.00

****

0.00

0.00%

0.000

0.746

-4.701

0.001

0.815

75.93%

0.00

0.01

****

194.60

2,000PCR: 272.67

0.45

****

1.64

39.60

30.27%

-0.016

0.001

-0.283

0.113

0.000

1.000

0.00%

0.00

****

0.00

2,020PCR: --

2.40

****

0.00

36.13%

-0.055

0.001

-0.935

0.313

0.998

-10.441

0.001

0.680

126.10%

0.00

****

212.00

2,040PCR: 122.00

1.10

****

0.24

30.60

27.34%

-0.036

0.001

-0.497

0.219

0.000

1.000

0.00%

0.60

0.00

****

106.30

2,060PCR: 166.00

1.65

****

0.33

27.80

25.88%

-0.055

0.002

-0.663

0.309

0.000

1.000

0.00%

0.00

****

0.00

2,080PCR: --

2.25

****

0.43

62.20

23.68%

-0.075

0.002

-0.777

0.396

0.000

1.000

0.00%

2.20

0.12

****

69.35

2,100PCR: 12.31

3.05

****

1.43

253.80

21.24%

-0.107

0.003

-0.910

0.516

0.748

-1.333

0.004

0.814

21.48%

10.00

0.11

****

58.20

2,120PCR: 6.62

4.85

****

0.70

178.20

19.41%

-0.165

0.005

-1.115

0.693

0.918

-1.423

0.006

0.732

18.68%

126.80

0.24

****

40.10

2,140PCR: 4.12

8.45

****

1.00

347.60

18.55%

-0.266

0.006

-1.411

0.916

1.081

-1.599

0.008

0.596

17.82%

363.00

0.60

****

25.80

2,160PCR: 1.93

14.70

****

1.16

427.20

17.70%

-0.404

0.008

-1.587

1.080

1.099

-1.608

0.008

0.436

17.64%

671.60

0.88

****

15.45

2,180PCR: 0.69

23.90

****

0.60

183.20

17.33%

-0.566

0.008

-1.579

1.098

0.954

-1.421

0.007

0.289

17.94%

698.00

2.66

****

8.90

2,200PCR: 0.63

37.45

****

1.67

192.80

16.72%

-0.725

0.007

-1.292

0.931

0.756

-1.210

0.005

0.189

19.29%

699.00

1.85

****

5.35

2,220PCR: 0.32

53.45

****

0.59

18.40

18.43%

-0.822

0.005

-1.113

0.728

0.600

-1.069

0.004

0.133

21.48%

369.80

2.28

****

3.95

2,240PCR: 0.29

72.20

****

0.67

17.60

20.51%

-0.878

0.004

-0.959

0.564

0.479

-0.942

0.003

0.097

23.68%

183.20

2.03

****

2.90

2,260PCR: 0.31

90.80

****

0.62

8.60

21.97%

-0.919

0.002

-0.760

0.417

0.394

-0.845

0.002

0.075

25.88%

112.60

1.37

****

2.35

2,280PCR: 0.26

116.00

****

0.35

4.40

36.38%

-0.845

0.002

-2.009

0.665

0.314

-0.726

0.002

0.056

27.83%

170.20

4.82

****

1.85

2,300PCR: 0.26

128.10

****

1.24

6.80

0.00%

-1.000

0.000

0.274

-0.688

0.001

0.047

30.27%

28.80

0.59

****

1.65

2,320PCR: 0.05

162.50

****

0.03

0.00

54.44%

-0.818

0.002

-3.333

0.738

0.237

-0.645

0.001

0.039

32.71%

17.00

0.78

****

1.40

2,340PCR: 0.27

168.00

****

0.21

0.60

0.00%

-1.000

0.000

0.214

-0.626

0.001

0.035

35.16%

5.60

0.57

****

1.30

2,360PCR: 0.04

109.00

****

0.02

0.00

0.00%

-1.000

0.000

0.200

-0.622

0.001

0.032

37.60%

0.00

0.49

****

1.30

2,380PCR: 0.02

155.25

****

0.01

0.00

0.00%

-1.000

0.000

0.131

-0.404

0.001

0.019

37.11%

48.00

2.03

****

0.75

2,400PCR: 0.53

226.90

****

1.08

24.00

0.00%

-1.000

0.000

0.123

-0.403

0.000

0.018

39.55%

0.20

0.09

****

0.70

2,420PCR: 0.02

157.55

****

0.00

0.00%

-1.000

0.000

0.103

-0.351

0.000

0.015

41.02%

0.00

0.20

****

0.60

2,440PCR: 0.17

270.00

****

0.03

0.20

50.78%

-0.960

0.001

-1.016

0.241

0.107

-0.388

0.000

0.015

43.95%

0.00

0.06

****

0.60

2,460PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.085

-0.318

0.000

0.012

44.92%

0.00

0.02

****

0.50

2,480PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.062

-0.231

0.000

0.008

44.92%

18.40

0.91

****

0.30

2,500PCR: 0.32

324.05

****

0.29

3.20

0.00%

-1.000

0.000

0.147

-0.683

0.000

0.022

56.15%

0.00

0.01

****

1.25

2,520PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.070

-0.293

0.000

0.009

50.78%

0.00

0.01

****

0.40

2,540PCR: 0.33

248.00

****

0.00

0.00%

-1.000

0.000

0.030

-0.117

0.000

0.004

46.88%

0.00

0.01

****

0.15

2,560PCR: 0.75

269.00

****

0.01

0.00

0.00%

-1.000

0.000

0.028

-0.116

0.000

0.003

50.78%

1.80

0.16

****

0.15

2,600PCR: 1.00

425.00

****

0.16

0.40

0.00%

-1.000

0.000

0.054

-0.271

0.000

0.007

60.55%

0.00

****

0.35

2,640PCR: 1.00

480.00

****

0.00

109.86%

-0.905

0.001

-4.313

0.473

0.000

0.00%

0.00

****

0.00

2,680PCR: --

0.00

****

0.00

0.00%

-1.000

0.000

NESTLE INDIA LIMITED - Statistics

Day Range

₹2,145.40 - ₹2,175.00

52w Range

₹2,145.40 - ₹2778.00

Volume

1,055,551

F&O Tools

Span Margin Calculator

New

The span margin calculator helps traders compute the margin (capital) required for initiating a trade.

Underlying Assets & Securities

NESTLE INDIA LIMITED

2,171.60

+11.20 (0.52%)

NESTLE INDIA LIMITED Options

NESTLEIND 2220 CE 26 DEC 24

₹5.35

-0.70 (-11.57%)

NESTLEIND 2200 CE 26 DEC 24

₹8.90

-0.05 (-0.56%)

NESTLEIND 2160 PE 26 DEC 24

₹14.70

-8.60 (-36.91%)

NESTLEIND 2180 CE 26 DEC 24

₹15.45

+1.35 (9.57%)

NESTLE INDIA LIMITED Futures

NESTLEIND FUT 30 JAN 25

₹2,182.65

+8.50 (0.39%)

NESTLEIND FUT 26 DEC 24

₹2,171.30

+12.30 (0.57%)

NESTLEIND FUT 27 FEB 25

₹2,193.00

+9.25 (0.42%)

Frequently Asked Questions

What is the current spot price for NESTLE INDIA LIMITED?

The current spot price for NESTLE INDIA LIMITED is ₹2,171.60.

What is the minimum option lot size for NESTLE INDIA LIMITED?

The minimum lot size for NESTLE INDIA LIMITED is 200.

Which NESTLE INDIA LIMITED call and put option contract has the highest open interest?

The 2,300.00 strike for NESTLE INDIA LIMITED call options have an OI of 4.82 Lakhs. The 2,200.00 strike for NESTLE INDIA LIMITED put options has an OI of 1.67 Lakhs

What is the current at-the-money (ATM) strike for NESTLE INDIA LIMITED and what is its price?

The current ATM strike for NESTLE INDIA LIMITED is 2,160.00. The call price is ₹25.80 and the put price is ₹14.70.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for NESTLE INDIA LIMITED?

The PCR for the 2,160.00 strike is 1.93.

What is the implied volatility of NESTLE INDIA LIMITED?

The implied volatility (IV) of at-the-money NESTLE INDIA LIMITED call is 17.82% and 17.70% for puts.

How much will the price change of the at-the-money (ATM) strike for NESTLE INDIA LIMITED call options if NESTLE INDIA LIMITED moves up in price by ₹1?

The ATM strike is 2,160.00 and the call option is priced at ₹25.80. If NESTLE INDIA LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.5957. The value of 0.5957 is the option's 'Delta'.

Invest Now, Invest Right

1 Crore+ Indians trust us, why not give us a try?

₹

AMC & charges* on Mutual Funds and IPO

₹

Per order on Equity, F&O, Commodity and Currency

+91

By signing up, you agree to receive transaction updates from Upstox.

Calls/Puts

Vertical Spread

Straddle

NESTLE INDIA LIMITED - Statistics

F&O Tools

Underlying Assets & Securities

NESTLE INDIA LIMITED Options

NESTLE INDIA LIMITED Futures

Frequently Asked Questions

What is the current spot price for NESTLE INDIA LIMITED?

What is the minimum option lot size for NESTLE INDIA LIMITED?

Which NESTLE INDIA LIMITED call and put option contract has the highest open interest?

What is the current at-the-money (ATM) strike for NESTLE INDIA LIMITED and what is its price?

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for NESTLE INDIA LIMITED?

What is the implied volatility of NESTLE INDIA LIMITED?

How much will the price change of the at-the-money (ATM) strike for NESTLE INDIA LIMITED call options if NESTLE INDIA LIMITED moves up in price by ₹1?