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	1,840PCR: --	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: --	1.00	****	0.01	0.00	41.02%	-0.019	0.000	-0.344	0.168	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	1,940PCR: --	0.45	****	2.48	0.40	34.18%	-0.011	0.000	-0.173	0.102	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	1,960PCR: --	0.90	****	0.49	0.00	35.16%	-0.019	0.000	-0.300	0.171	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	1,980PCR: --	0.95	****	0.16	0.00	32.71%	-0.021	0.000	-0.302	0.185	Login To Trade
0.501	-1.039	0.001	0.928	41.50%	0.00	0.06	****	211.00	2,000PCR: 21.82	0.95	****	1.22	2.80	30.27%	-0.024	0.001	-0.308	0.203	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.07	****	160.30	2,020PCR: 2.47	1.65	****	0.17	1.00	30.52%	-0.036	0.001	-0.442	0.290	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.03	****	143.30	2,040PCR: 18.76	1.60	****	0.64	3.80	27.34%	-0.040	0.001	-0.427	0.313	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.03	****	121.10	2,060PCR: 18.71	2.10	****	0.52	19.80	25.88%	-0.052	0.001	-0.505	0.391	Login To Trade
0.558	-0.729	0.002	0.917	26.12%	0.00	0.04	****	130.00	2,080PCR: 14.37	2.85	****	0.55	26.60	24.54%	-0.070	0.002	-0.605	0.493	Login To Trade
0.679	-0.833	0.002	0.892	24.54%	3.80	0.24	****	111.25	2,100PCR: 6.67	4.00	****	1.61	35.60	23.32%	-0.097	0.002	-0.731	0.627	Login To Trade
0.679	-0.671	0.003	0.892	19.78%	2.40	0.14	****	90.00	2,120PCR: 4.30	5.55	****	0.59	113.20	22.34%	-0.136	0.003	-0.890	0.797	Login To Trade
1.145	-1.568	0.003	0.756	27.40%	0.00	0.35	****	81.00	2,140PCR: 2.49	8.30	****	0.88	67.60	21.36%	-0.190	0.004	-1.057	0.989	Login To Trade
1.205	-1.290	0.004	0.731	21.42%	28.00	0.75	****	60.25	2,160PCR: 2.41	12.70	****	1.81	65.40	21.79%	-0.260	0.004	-1.291	1.185	Login To Trade
1.364	-1.428	0.005	0.642	20.94%	108.00	2.52	****	45.95	2,180PCR: 0.53	18.60	****	1.33	101.20	21.36%	-0.346	0.005	-1.440	1.349	Login To Trade
1.447	-1.519	0.005	0.550	21.00%	241.20	1.50	****	34.00	2,200PCR: 1.50	27.05	****	2.26	224.40	21.36%	-0.450	0.005	-1.545	1.447	Login To Trade
1.445	-1.504	0.005	0.446	20.81%	238.40	1.03	****	25.05	2,220PCR: 0.72	37.65	****	0.75	106.00	20.87%	-0.565	0.005	-1.500	1.438	Login To Trade
1.353	-1.437	0.005	0.349	21.24%	171.20	1.07	****	17.45	2,240PCR: 0.83	49.45	****	0.89	49.40	20.20%	-0.669	0.005	-1.338	1.325	Login To Trade
1.194	-1.283	0.004	0.264	21.48%	183.60	2.43	****	12.30	2,260PCR: 0.20	65.35	****	0.49	12.80	21.30%	-0.747	0.004	-1.244	1.168	Login To Trade
1.010	-1.113	0.003	0.196	22.03%	91.40	1.28	****	8.70	2,280PCR: 0.40	78.00	****	0.51	0.40	17.70%	-0.866	0.003	-0.699	0.790	Login To Trade
0.834	-0.952	0.003	0.145	22.83%	256.40	4.23	****	6.00	2,300PCR: 0.16	97.50	****	0.69	2.40	20.02%	-0.892	0.003	-0.677	0.676	Login To Trade
0.666	-0.781	0.002	0.105	23.44%	50.40	0.69	****	4.35	2,320PCR: 0.21	109.45	****	0.14	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.519	-0.634	0.002	0.075	24.41%	33.20	0.93	****	3.00	2,340PCR: 0.06	125.50	****	0.05	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.428	-0.548	0.001	0.059	25.63%	40.20	1.02	****	2.30	2,360PCR: 0.02	136.05	****	0.02	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.325	-0.425	0.001	0.042	26.12%	4.20	0.69	****	1.60	2,380PCR: 0.02	117.00	****	0.01	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.287	-0.399	0.001	0.036	27.83%	535.60	2.61	****	1.45	2,400PCR: 0.12	193.65	****	0.32	1.60	31.98%	-0.938	0.001	-0.716	0.448	Login To Trade
0.218	-0.309	0.001	0.026	28.32%	1.60	0.30	****	1.00	2,420PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.168	-0.242	0.000	0.019	28.81%	0.40	0.18	****	0.70	2,440PCR: 0.40	187.00	****	0.07	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.171	-0.267	0.000	0.019	31.25%	0.60	0.17	****	0.80	2,460PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.139	-0.224	0.000	0.015	32.23%	0.20	0.11	****	0.65	2,480PCR: 0.00	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.185	-0.339	0.000	0.021	36.62%	15.40	0.83	****	1.00	2,500PCR: 0.18	328.00	****	0.15	0.00	85.21%	-0.793	0.001	-4.447	1.044	Login To Trade
0.000	0.000	0.000	0.000	0.00%	0.00	0.00	****	0.00	2,520PCR: --	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	0.000	0.00%	0.00	0.00	****	0.00	2,560PCR: --	0.00	****	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.097	-0.204	0.000	0.010	41.99%	2.00	0.10	****	0.50	2,600PCR: 0.28	340.00	****	0.03	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

1,840PCR: --

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: --

1.00

****

0.01

0.00

41.02%

-0.019

0.000

-0.344

0.168

0.000

1.000

0.00%

0.00

****

0.00

1,940PCR: --

0.45

****

2.48

0.40

34.18%

-0.011

0.000

-0.173

0.102

0.000

1.000

0.00%

0.00

****

0.00

1,960PCR: --

0.90

****

0.49

0.00

35.16%

-0.019

0.000

-0.300

0.171

0.000

1.000

0.00%

0.00

****

0.00

1,980PCR: --

0.95

****

0.16

0.00

32.71%

-0.021

0.000

-0.302

0.185

0.501

-1.039

0.001

0.928

41.50%

0.00

0.06

****

211.00

2,000PCR: 21.82

0.95

****

1.22

2.80

30.27%

-0.024

0.001

-0.308

0.203

0.000

1.000

0.00%

0.00

0.07

****

160.30

2,020PCR: 2.47

1.65

****

0.17

1.00

30.52%

-0.036

0.001

-0.442

0.290

0.000

1.000

0.00%

0.00

0.03

****

143.30

2,040PCR: 18.76

1.60

****

0.64

3.80

27.34%

-0.040

0.001

-0.427

0.313

0.000

1.000

0.00%

0.00

0.03

****

121.10

2,060PCR: 18.71

2.10

****

0.52

19.80

25.88%

-0.052

0.001

-0.505

0.391

0.558

-0.729

0.002

0.917

26.12%

0.00

0.04

****

130.00

2,080PCR: 14.37

2.85

****

0.55

26.60

24.54%

-0.070

0.002

-0.605

0.493

0.679

-0.833

0.002

0.892

24.54%

3.80

0.24

****

111.25

2,100PCR: 6.67

4.00

****

1.61

35.60

23.32%

-0.097

0.002

-0.731

0.627

0.679

-0.671

0.003

0.892

19.78%

2.40

0.14

****

90.00

2,120PCR: 4.30

5.55

****

0.59

113.20

22.34%

-0.136

0.003

-0.890

0.797

1.145

-1.568

0.003

0.756

27.40%

0.00

0.35

****

81.00

2,140PCR: 2.49

8.30

****

0.88

67.60

21.36%

-0.190

0.004

-1.057

0.989

1.205

-1.290

0.004

0.731

21.42%

28.00

0.75

****

60.25

2,160PCR: 2.41

12.70

****

1.81

65.40

21.79%

-0.260

0.004

-1.291

1.185

1.364

-1.428

0.005

0.642

20.94%

108.00

2.52

****

45.95

2,180PCR: 0.53

18.60

****

1.33

101.20

21.36%

-0.346

0.005

-1.440

1.349

1.447

-1.519

0.005

0.550

21.00%

241.20

1.50

****

34.00

2,200PCR: 1.50

27.05

****

2.26

224.40

21.36%

-0.450

0.005

-1.545

1.447

1.445

-1.504

0.005

0.446

20.81%

238.40

1.03

****

25.05

2,220PCR: 0.72

37.65

****

0.75

106.00

20.87%

-0.565

0.005

-1.500

1.438

1.353

-1.437

0.005

0.349

21.24%

171.20

1.07

****

17.45

2,240PCR: 0.83

49.45

****

0.89

49.40

20.20%

-0.669

0.005

-1.338

1.325

1.194

-1.283

0.004

0.264

21.48%

183.60

2.43

****

12.30

2,260PCR: 0.20

65.35

****

0.49

12.80

21.30%

-0.747

0.004

-1.244

1.168

1.010

-1.113

0.003

0.196

22.03%

91.40

1.28

****

8.70

2,280PCR: 0.40

78.00

****

0.51

0.40

17.70%

-0.866

0.003

-0.699

0.790

0.834

-0.952

0.003

0.145

22.83%

256.40

4.23

****

6.00

2,300PCR: 0.16

97.50

****

0.69

2.40

20.02%

-0.892

0.003

-0.677

0.676

0.666

-0.781

0.002

0.105

23.44%

50.40

0.69

****

4.35

2,320PCR: 0.21

109.45

****

0.14

0.00

0.00%

-1.000

0.000

0.519

-0.634

0.002

0.075

24.41%

33.20

0.93

****

3.00

2,340PCR: 0.06

125.50

****

0.05

0.00

0.00%

-1.000

0.000

0.428

-0.548

0.001

0.059

25.63%

40.20

1.02

****

2.30

2,360PCR: 0.02

136.05

****

0.02

0.00

0.00%

-1.000

0.000

0.325

-0.425

0.001

0.042

26.12%

4.20

0.69

****

1.60

2,380PCR: 0.02

117.00

****

0.01

0.00

0.00%

-1.000

0.000

0.287

-0.399

0.001

0.036

27.83%

535.60

2.61

****

1.45

2,400PCR: 0.12

193.65

****

0.32

1.60

31.98%

-0.938

0.001

-0.716

0.448

0.218

-0.309

0.001

0.026

28.32%

1.60

0.30

****

1.00

2,420PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.168

-0.242

0.000

0.019

28.81%

0.40

0.18

****

0.70

2,440PCR: 0.40

187.00

****

0.07

0.00

0.00%

-1.000

0.000

0.171

-0.267

0.000

0.019

31.25%

0.60

0.17

****

0.80

2,460PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.139

-0.224

0.000

0.015

32.23%

0.20

0.11

****

0.65

2,480PCR: 0.00

0.00

****

0.00

0.00%

-1.000

0.000

0.185

-0.339

0.000

0.021

36.62%

15.40

0.83

****

1.00

2,500PCR: 0.18

328.00

****

0.15

0.00

85.21%

-0.793

0.001

-4.447

1.044

0.000

0.00%

0.00

****

0.00

2,520PCR: --

0.00

****

0.00

0.00%

-1.000

0.000

0.00%

0.00

****

0.00

2,560PCR: --

0.00

****

0.00

0.00%

-1.000

0.000

0.097

-0.204

0.000

0.010

41.99%

2.00

0.10

****

0.50

2,600PCR: 0.28

340.00

****

0.03

0.00

0.00%

-1.000

0.000

NESTLE INDIA LIMITED - Statistics

Day Range

₹2,202.35 - ₹2,225.00

52w Range

₹2,145.40 - ₹2778.00

Volume

401,108

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Underlying Assets & Securities

NESTLE INDIA LIMITED

2,214.00

-3.20 (-0.14%)

NESTLE INDIA LIMITED Options

NESTLEIND 2400 CE 30 JAN 25

₹1.45

-0.20 (-12.12%)

NESTLEIND 2300 CE 30 JAN 25

₹6.00

-1.35 (-18.37%)

NESTLEIND 2200 CE 30 JAN 25

₹34.00

-6.70 (-16.46%)

NESTLEIND 2220 CE 30 JAN 25

₹25.05

-5.05 (-16.78%)

NESTLE INDIA LIMITED Futures

NESTLEIND FUT 27 MAR 25

₹2,228.00

-2.10 (-0.09%)

NESTLEIND FUT 30 JAN 25

₹2,206.35

-6.30 (-0.28%)

NESTLEIND FUT 27 FEB 25

₹2,213.15

-6.50 (-0.29%)

Frequently Asked Questions

What is the current spot price for NESTLE INDIA LIMITED?

The current spot price for NESTLE INDIA LIMITED is ₹2,214.00.

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 4.23 Lakhs. The 1,940.00 strike for NESTLE INDIA LIMITED put options has an OI of 2.48 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 2,200.00. The call price is ₹34.00 and the put price is ₹27.05.

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

The PCR for the 2,200.00 strike is 1.50.

What is the implied volatility of NESTLE INDIA LIMITED?

The implied volatility (IV) of at-the-money NESTLE INDIA LIMITED call is 21.00% and 21.36% 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 2,200.00 and the call option is priced at ₹34.00. If NESTLE INDIA LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.5505. The value of 0.5505 is the option's 'Delta'.

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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?