NESTLE INDIA LIMITED Option Chain

Call		Put

0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	0.00	1,840PCR: --	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	99.00%	0.00	1,880PCR: --	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	99.00%	0.00	1,920PCR: --	0.10	0.25%	0.42	0.60	39.06%	-0.002	0.000	-0.063	0.019	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	0.00	1,960PCR: --	1.70	3.32%	0.01	0.00	50.78%	-0.029	0.001	-0.805	0.190	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	226.30	1,980PCR: 2.00	0.75	1.93%	0.00	0.00	41.50%	-0.017	0.000	-0.419	0.121	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	210.15	2,000PCR: 513.00	0.20	0.61%	2.05	28.60	31.25%	-0.005	0.000	-0.117	0.045	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	0.00	2,020PCR: --	0.40	1.44%	0.36	12.80	32.23%	-0.013	0.000	-0.257	0.096	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	0.00	2,040PCR: --	0.55	1.91%	0.35	24.80	30.27%	-0.018	0.001	-0.311	0.123	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.01	99.00%	145.00	2,060PCR: 131.33	0.65	2.35%	0.79	22.40	27.83%	-0.022	0.001	-0.346	0.149	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.01	99.00%	126.45	2,080PCR: 44.33	0.80	2.97%	0.53	162.80	25.39%	-0.028	0.001	-0.389	0.184	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.24	99.00%	109.25	2,100PCR: 4.76	1.25	4.47%	1.13	89.20	23.93%	-0.044	0.001	-0.523	0.262	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.03	99.00%	89.55	2,120PCR: 14.12	1.65	6.19%	0.48	30.80	21.73%	-0.062	0.002	-0.627	0.346	Login To Trade
0.545	-0.981	0.003	0.887	21.61%	2.60	0.11	47.24%	75.45	2,140PCR: 4.05	2.50	9.02%	0.46	106.40	19.78%	-0.094	0.003	-0.782	0.474	Login To Trade
0.789	-1.460	0.004	0.802	22.22%	7.00	0.33	45.02%	59.00	2,160PCR: 2.05	3.90	13.64%	0.68	118.20	18.07%	-0.149	0.004	-0.993	0.660	Login To Trade
0.902	-1.294	0.006	0.749	17.21%	53.40	0.68	43.59%	39.40	2,180PCR: 1.16	7.00	20.61%	0.79	179.20	16.72%	-0.245	0.007	-1.242	0.891	Login To Trade
1.091	-1.481	0.008	0.607	16.30%	316.80	2.23	38.56%	24.85	2,200PCR: 0.70	12.75	29.58%	1.57	366.60	16.05%	-0.392	0.008	-1.458	1.090	Login To Trade
1.116	-1.487	0.009	0.435	15.99%	431.40	1.43	30.83%	14.55	2,220PCR: 0.53	22.25	37.91%	0.76	119.60	15.69%	-0.567	0.009	-1.458	1.115	Login To Trade
0.947	-1.271	0.007	0.275	16.11%	303.60	1.64	21.65%	7.90	2,240PCR: 0.30	35.40	43.70%	0.49	32.20	16.11%	-0.725	0.007	-1.271	0.947	Login To Trade
0.713	-1.023	0.005	0.168	17.21%	167.80	1.60	14.25%	4.30	2,260PCR: 0.29	49.15	48.86%	0.47	25.40	11.72%	-0.922	0.004	-0.403	0.413	Login To Trade
0.494	-0.749	0.003	0.099	18.19%	232.20	0.83	8.77%	2.45	2,280PCR: 0.23	67.80	99.00%	0.19	4.60	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.354	-0.583	0.002	0.064	19.78%	237.80	2.94	5.74%	1.60	2,300PCR: 0.58	88.40	49.99%	1.71	15.40	15.63%	-0.974	0.001	-0.226	0.174	Login To Trade
0.277	-0.507	0.002	0.047	21.97%	97.40	1.03	4.24%	1.15	2,320PCR: 0.24	118.35	47.16%	0.24	0.00	39.55%	-0.819	0.002	-2.464	0.748	Login To Trade
0.202	-0.395	0.001	0.032	23.44%	77.40	2.65	2.88%	0.85	2,340PCR: 0.23	129.00	49.77%	0.62	0.80	26.86%	-0.946	0.001	-0.697	0.311	Login To Trade
0.199	-0.446	0.001	0.031	26.86%	594.40	2.42	2.81%	0.90	2,360PCR: 0.14	153.60	48.86%	0.34	1.00	40.89%	-0.885	0.002	-1.872	0.549	Login To Trade
0.176	-0.429	0.001	0.027	29.30%	12.80	1.50	2.41%	0.80	2,380PCR: 0.08	175.60	48.93%	0.12	0.00	47.24%	-0.881	0.002	-2.226	0.565	Login To Trade
0.139	-0.356	0.001	0.020	30.76%	108.80	5.54	1.81%	0.65	2,400PCR: 0.14	192.00	49.80%	0.77	3.00	43.21%	-0.926	0.001	-1.435	0.399	Login To Trade
0.111	-0.299	0.000	0.016	32.23%	15.00	1.26	1.39%	0.55	2,420PCR: 0.10	223.45	48.40%	0.12	0.60	68.36%	-0.836	0.001	-3.998	0.702	Login To Trade
0.084	-0.231	0.000	0.011	33.20%	12.20	1.14	0.99%	0.35	2,440PCR: 0.09	240.20	49.11%	0.10	0.40	66.41%	-0.866	0.001	-3.383	0.611	Login To Trade
0.087	-0.263	0.000	0.012	36.13%	0.40	0.48	1.03%	0.45	2,460PCR: 0.05	260.30	49.28%	0.02	0.40	70.92%	-0.869	0.001	-3.569	0.604	Login To Trade
0.119	-0.411	0.000	0.017	41.50%	4.20	0.57	1.46%	0.70	2,480PCR: 0.02	129.00	99.00%	0.01	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.080	-0.274	0.000	0.011	41.02%	14.20	0.86	0.92%	0.45	2,500PCR: 0.06	285.00	99.00%	0.05	0.60	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.083	-0.304	0.000	0.011	43.95%	9.40	0.54	0.95%	0.50	2,520PCR: 0.50	295.00	99.00%	0.27	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.003	-0.008	0.000	0.000	31.25%	0.40	0.30	0.03%	0.05	2,540PCR: 0.03	339.00	50.15%	0.01	0.00	83.13%	-0.893	0.001	-3.630	0.524	Login To Trade
0.052	-0.195	0.000	0.007	44.92%	5.20	0.60	0.55%	0.25	2,560PCR: 0.01	233.35	99.00%	0.01	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.033	-0.128	0.000	0.004	46.88%	2.60	0.66	0.32%	0.20	2,600PCR: 0.02	400.00	50.57%	0.01	0.00	94.60%	-0.898	0.001	-3.982	0.505	Login To Trade
0.000	0.000	0.000	0.000	0.00%	0.00	0.00	0.00%	0.00	2,640PCR: --	0.00	99.00%	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade

Call

Put

Imp Vol

PoP

LTP

Strike

LTP

PoP

Imp Vol

0.00%

99.00%

0.00

1,840PCR: --

0.00

0.00%

99.00%

0.00

1,880PCR: --

0.00

0.00%

99.00%

0.00

1,920PCR: --

0.10

0.25%

39.06%

0.00%

99.00%

0.00

1,960PCR: --

1.70

3.32%

50.78%

0.00%

99.00%

226.30

1,980PCR: 2.00

0.75

1.93%

41.50%

0.00%

99.00%

210.15

2,000PCR: 513.00

0.20

0.61%

31.25%

0.00%

99.00%

0.00

2,020PCR: --

0.40

1.44%

32.23%

0.00%

99.00%

0.00

2,040PCR: --

0.55

1.91%

30.27%

0.00%

99.00%

145.00

2,060PCR: 131.33

0.65

2.35%

27.83%

0.00%

99.00%

126.45

2,080PCR: 44.33

0.80

2.97%

25.39%

0.00%

99.00%

109.25

2,100PCR: 4.76

1.25

4.47%

23.93%

0.00%

99.00%

89.55

2,120PCR: 14.12

1.65

6.19%

21.73%

21.61%

47.24%

75.45

2,140PCR: 4.05

2.50

9.02%

19.78%

22.22%

45.02%

59.00

2,160PCR: 2.05

3.90

13.64%

18.07%

17.21%

43.59%

39.40

2,180PCR: 1.16

7.00

20.61%

16.72%

16.30%

38.56%

24.85

2,200PCR: 0.70

12.75

29.58%

16.05%

15.99%

30.83%

14.55

2,220PCR: 0.53

22.25

37.91%

15.69%

16.11%

21.65%

7.90

2,240PCR: 0.30

35.40

43.70%

16.11%

17.21%

14.25%

4.30

2,260PCR: 0.29

49.15

48.86%

11.72%

18.19%

8.77%

2.45

2,280PCR: 0.23

67.80

99.00%

0.00%

19.78%

5.74%

1.60

2,300PCR: 0.58

88.40

49.99%

15.63%

21.97%

4.24%

1.15

2,320PCR: 0.24

118.35

47.16%

39.55%

23.44%

2.88%

0.85

2,340PCR: 0.23

129.00

49.77%

26.86%

2.81%

0.90

2,360PCR: 0.14

153.60

48.86%

40.89%

29.30%

2.41%

0.80

2,380PCR: 0.08

175.60

48.93%

47.24%

30.76%

1.81%

0.65

2,400PCR: 0.14

192.00

49.80%

43.21%

32.23%

1.39%

0.55

2,420PCR: 0.10

223.45

48.40%

68.36%

33.20%

0.99%

0.35

2,440PCR: 0.09

240.20

49.11%

66.41%

36.13%

1.03%

0.45

2,460PCR: 0.05

260.30

49.28%

70.92%

41.50%

1.46%

0.70

2,480PCR: 0.02

129.00

99.00%

0.00%

41.02%

0.92%

0.45

2,500PCR: 0.06

285.00

99.00%

0.00%

43.95%

0.95%

0.50

2,520PCR: 0.50

295.00

99.00%

0.00%

31.25%

0.03%

0.05

2,540PCR: 0.03

339.00

50.15%

83.13%

44.92%

0.55%

0.25

2,560PCR: 0.01

233.35

99.00%

0.00%

46.88%

0.32%

0.20

2,600PCR: 0.02

400.00

50.57%

94.60%

0.00%

0.00

2,640PCR: --

0.00

99.00%

0.00%

NESTLE INDIA LIMITED - Statistics

NESTLE INDIA LIMITED

₹2214.95

2206.75

Day Range

₹2,189.30 - ₹2,218.10

52w Range

₹2,131.25 - ₹2,778.00

Total Open Interest

4,756,200

CallPut

31.61 L

PCR0.50

15.95 L

Total Volume

4,053,400

CallPut

27.07 L

PCR0.50

13.46 L

Latest NESTLE INDIA LIMITED Options

NESTLEIND 2360 CE 27 FEB 25

₹0.90

-0.25 (-21.74%)

NESTLEIND 2220 CE 27 FEB 25

₹14.55

-0.40 (-2.68%)

NESTLEIND 2200 PE 27 FEB 25

₹12.75

-6.05 (-32.18%)

NESTLEIND 2200 CE 27 FEB 25

₹24.85

+0.80 (3.33%)

NESTLE INDIA LIMITED Futures

NESTLEIND FUT 27 MAR 25

₹2,220.95

+4.20 (0.19%)

NESTLEIND FUT 24 APR 25

₹2,231.05

+1.50 (0.07%)

NESTLEIND FUT 27 FEB 25

₹2,212.95

+6.95 (0.32%)

F&O Tools

Span Margin Calculator

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

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Frequently Asked Questions

What is the current spot price for NESTLE INDIA LIMITED?

The current spot price for NESTLE INDIA LIMITED is ₹2,214.95 as of 21 Feb, 2025 | 15:58 IST.

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 2,400.00 strike for NESTLE INDIA LIMITED call options have an OI of 5.54 Lakhs. The 2,000.00 strike for NESTLE INDIA LIMITED put options has an OI of 2.05 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 as of 21 Feb, 2025 | 15:58 IST. The call price is ₹24.85 and the put price is ₹12.75.

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 0.70 as of 21 Feb, 2025 | 15:58 IST.

What is the implied volatility of NESTLE INDIA LIMITED?

The implied volatility (IV) of at-the-money NESTLE INDIA LIMITED call is 16.30% and 16.05% 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 as of 21 Feb, 2025 | 15:58 IST and the call option is priced at ₹24.85. If NESTLE INDIA LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.6067. The value of 0.6067 is the option's 'Delta'.

Calls/Puts

Vertical Spread

Straddle

NESTLE INDIA LIMITED - Statistics

Latest NESTLE INDIA LIMITED Options

NESTLE INDIA LIMITED Futures

F&O Tools

Span Margin Calculator

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?

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

0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	0.00	1,840PCR: --	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	99.00%	0.00	1,880PCR: --	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	99.00%	0.00	1,920PCR: --	0.10	0.25%	0.42	0.60	39.06%	-0.002	0.000	-0.063	0.019	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	0.00	1,960PCR: --	1.70	3.32%	0.01	0.00	50.78%	-0.029	0.001	-0.805	0.190	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	226.30	1,980PCR: 2.00	0.75	1.93%	0.00	0.00	41.50%	-0.017	0.000	-0.419	0.121	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	210.15	2,000PCR: 513.00	0.20	0.61%	2.05	28.60	31.25%	-0.005	0.000	-0.117	0.045	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	0.00	2,020PCR: --	0.40	1.44%	0.36	12.80	32.23%	-0.013	0.000	-0.257	0.096	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	99.00%	0.00	2,040PCR: --	0.55	1.91%	0.35	24.80	30.27%	-0.018	0.001	-0.311	0.123	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.01	99.00%	145.00	2,060PCR: 131.33	0.65	2.35%	0.79	22.40	27.83%	-0.022	0.001	-0.346	0.149	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.01	99.00%	126.45	2,080PCR: 44.33	0.80	2.97%	0.53	162.80	25.39%	-0.028	0.001	-0.389	0.184	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.24	99.00%	109.25	2,100PCR: 4.76	1.25	4.47%	1.13	89.20	23.93%	-0.044	0.001	-0.523	0.262	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.03	99.00%	89.55	2,120PCR: 14.12	1.65	6.19%	0.48	30.80	21.73%	-0.062	0.002	-0.627	0.346	Login To Trade
0.545	-0.981	0.003	0.887	21.61%	2.60	0.11	47.24%	75.45	2,140PCR: 4.05	2.50	9.02%	0.46	106.40	19.78%	-0.094	0.003	-0.782	0.474	Login To Trade
0.789	-1.460	0.004	0.802	22.22%	7.00	0.33	45.02%	59.00	2,160PCR: 2.05	3.90	13.64%	0.68	118.20	18.07%	-0.149	0.004	-0.993	0.660	Login To Trade
0.902	-1.294	0.006	0.749	17.21%	53.40	0.68	43.59%	39.40	2,180PCR: 1.16	7.00	20.61%	0.79	179.20	16.72%	-0.245	0.007	-1.242	0.891	Login To Trade
1.091	-1.481	0.008	0.607	16.30%	316.80	2.23	38.56%	24.85	2,200PCR: 0.70	12.75	29.58%	1.57	366.60	16.05%	-0.392	0.008	-1.458	1.090	Login To Trade
1.116	-1.487	0.009	0.435	15.99%	431.40	1.43	30.83%	14.55	2,220PCR: 0.53	22.25	37.91%	0.76	119.60	15.69%	-0.567	0.009	-1.458	1.115	Login To Trade
0.947	-1.271	0.007	0.275	16.11%	303.60	1.64	21.65%	7.90	2,240PCR: 0.30	35.40	43.70%	0.49	32.20	16.11%	-0.725	0.007	-1.271	0.947	Login To Trade
0.713	-1.023	0.005	0.168	17.21%	167.80	1.60	14.25%	4.30	2,260PCR: 0.29	49.15	48.86%	0.47	25.40	11.72%	-0.922	0.004	-0.403	0.413	Login To Trade
0.494	-0.749	0.003	0.099	18.19%	232.20	0.83	8.77%	2.45	2,280PCR: 0.23	67.80	99.00%	0.19	4.60	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.354	-0.583	0.002	0.064	19.78%	237.80	2.94	5.74%	1.60	2,300PCR: 0.58	88.40	49.99%	1.71	15.40	15.63%	-0.974	0.001	-0.226	0.174	Login To Trade
0.277	-0.507	0.002	0.047	21.97%	97.40	1.03	4.24%	1.15	2,320PCR: 0.24	118.35	47.16%	0.24	0.00	39.55%	-0.819	0.002	-2.464	0.748	Login To Trade
0.202	-0.395	0.001	0.032	23.44%	77.40	2.65	2.88%	0.85	2,340PCR: 0.23	129.00	49.77%	0.62	0.80	26.86%	-0.946	0.001	-0.697	0.311	Login To Trade
0.199	-0.446	0.001	0.031	26.86%	594.40	2.42	2.81%	0.90	2,360PCR: 0.14	153.60	48.86%	0.34	1.00	40.89%	-0.885	0.002	-1.872	0.549	Login To Trade
0.176	-0.429	0.001	0.027	29.30%	12.80	1.50	2.41%	0.80	2,380PCR: 0.08	175.60	48.93%	0.12	0.00	47.24%	-0.881	0.002	-2.226	0.565	Login To Trade
0.139	-0.356	0.001	0.020	30.76%	108.80	5.54	1.81%	0.65	2,400PCR: 0.14	192.00	49.80%	0.77	3.00	43.21%	-0.926	0.001	-1.435	0.399	Login To Trade
0.111	-0.299	0.000	0.016	32.23%	15.00	1.26	1.39%	0.55	2,420PCR: 0.10	223.45	48.40%	0.12	0.60	68.36%	-0.836	0.001	-3.998	0.702	Login To Trade
0.084	-0.231	0.000	0.011	33.20%	12.20	1.14	0.99%	0.35	2,440PCR: 0.09	240.20	49.11%	0.10	0.40	66.41%	-0.866	0.001	-3.383	0.611	Login To Trade
0.087	-0.263	0.000	0.012	36.13%	0.40	0.48	1.03%	0.45	2,460PCR: 0.05	260.30	49.28%	0.02	0.40	70.92%	-0.869	0.001	-3.569	0.604	Login To Trade
0.119	-0.411	0.000	0.017	41.50%	4.20	0.57	1.46%	0.70	2,480PCR: 0.02	129.00	99.00%	0.01	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.080	-0.274	0.000	0.011	41.02%	14.20	0.86	0.92%	0.45	2,500PCR: 0.06	285.00	99.00%	0.05	0.60	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.083	-0.304	0.000	0.011	43.95%	9.40	0.54	0.95%	0.50	2,520PCR: 0.50	295.00	99.00%	0.27	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.003	-0.008	0.000	0.000	31.25%	0.40	0.30	0.03%	0.05	2,540PCR: 0.03	339.00	50.15%	0.01	0.00	83.13%	-0.893	0.001	-3.630	0.524	Login To Trade
0.052	-0.195	0.000	0.007	44.92%	5.20	0.60	0.55%	0.25	2,560PCR: 0.01	233.35	99.00%	0.01	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.033	-0.128	0.000	0.004	46.88%	2.60	0.66	0.32%	0.20	2,600PCR: 0.02	400.00	50.57%	0.01	0.00	94.60%	-0.898	0.001	-3.982	0.505	Login To Trade
0.000	0.000	0.000	0.000	0.00%	0.00	0.00	0.00%	0.00	2,640PCR: --	0.00	99.00%	0.00	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade