NESTLEIND option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 500
Spot
1,194.90
Future
1,193.90
Forward
1,193.24
PCR (OI)
0.53
Puts 32.27 L / Calls 60.77 L
PCR (volume)
0.36
Puts 4,893 / Calls 13,615
Max pain
1,200
strike with least total payout to holders
Highest OI
1,200 CE · 1,200 PE
ΔOI calls −2.48 L · puts −22,500
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 63.85 | 0.00 | 533.30 | 960 | 0.05 | 0.00 | 27.71 | — | — | Neutral | ||||||
| Neutral | — | — | 59.05 | 0.00 | 374.90 | 980 | 1.50 | 0.00 | 25.25 | — | — | Neutral | ||||||
| Neutral | 3,000 | — | 54.29 | 0.00 | 172.00 | 1,000 | 0.50 | -0.30 | 34.23 | +1,000 | 30,000 | Short buildup | ||||||
| Neutral | — | — | 49.61 | 0.00 | 378.30 | 1,020 | 0.60 | -0.40 | 31.72 | −7,000 | 22,500 | Long unwinding | ||||||
| Neutral | — | — | 45.06 | 0.00 | 454.55 | 1,040 | 0.70 | -0.60 | 29.01 | +1,000 | 2.73 L | Neutral | ||||||
| Neutral | 2,000 | — | 42.85 | 0.00 | 135.25 | 1,050 | 1.50 | 0.00 | 22.66 | — | 38,000 | Neutral | ||||||
| Neutral | — | — | 40.71 | 0.00 | 379.50 | 1,060 | 1.20 | -0.85 | 28.10 | −3,000 | 44,000 | Long unwinding | ||||||
| Neutral | — | — | 38.67 | 0.00 | 285.50 | 1,070 | 1.40 | -1.15 | 27.05 | +8,000 | 2.15 L | Short buildup | ||||||
| Neutral | — | — | 36.76 | 0.00 | 415.25 | 1,080 | 1.90 | -1.35 | 26.82 | +8,500 | 92,000 | Short buildup | ||||||
| Neutral | — | — | 35.00 | 0.00 | 265.90 | 1,090 | 2.25 | -1.90 | 25.82 | −9,000 | 18,500 | Long unwinding | ||||||
| Neutral | 9,500 | — | 14.29 | +11.80 | 93.00 | 1,100 | 3.05 | -2.30 | 25.66 | −2,000 | 3.01 L | Neutral | ||||||
| Neutral | — | — | 31.98 | 0.00 | 246.40 | 1,110 | 3.85 | -2.75 | 25.08 | −5,500 | 92,000 | Long unwinding | ||||||
| Neutral | — | — | 30.73 | 0.00 | 376.10 | 1,120 | 4.95 | -3.35 | 24.66 | +13,000 | 87,500 | Short buildup | ||||||
| Neutral | 4,500 | — | 29.68 | 0.00 | 61.35 | 1,130 | 6.30 | -4.25 | 24.22 | −12,500 | 60,500 | Long unwinding | ||||||
| Long buildup | 78,500 | +3,500 | 24.82 | +12.65 | 61.85 | 1,140 | 8.20 | -4.80 | 24.07 | −7,000 | 1.12 L | Long unwinding | ||||||
| Neutral | 65,500 | — | 23.26 | +10.75 | 53.00 | 1,150 | 10.35 | -5.70 | 23.74 | −13,500 | 1.73 L | Long unwinding | ||||||
| Short covering | 1.03 L | −6,000 | 23.75 | +10.30 | 46.40 | 1,160 | 13.10 | -6.90 | 23.56 | −18,000 | 1.89 L | Long unwinding | ||||||
| Neutral | 1.30 L | −1,000 | 23.42 | +8.85 | 39.55 | 1,170 | 16.40 | -7.65 | 23.42 | −500 | 1.84 L | Neutral | ||||||
| Long buildup | 2.51 L | +31,500 | 23.19 | +7.65 | 33.35 | 1,180 | 20.20 | -8.80 | 23.23 | +4,500 | 2.15 L | Short buildup | ||||||
| Short covering | 1.22 L | −1,500 | 23.12 | +6.75 | 27.90 | 1,190 | 24.65 | -10.15 | 23.09 | +7,500 | 98,500 | Short buildup | ||||||
| Long buildup | 8.89 L | +51,500 | 23.22 | +5.85 | 23.25 | 1,200 | 29.95 | -10.65 | 23.19 | +8,500 | 3.44 L | Short buildup | ||||||
| Long buildup | 78,500 | +1,500 | 22.97 | +4.60 | 18.80 | 1,210 | 35.70 | -3.45 | 23.15 | +5,500 | 26,000 | Short buildup | ||||||
| Short covering | 1.61 L | −7,000 | 23.11 | +3.95 | 15.35 | 1,220 | 41.65 | -13.50 | 22.77 | +1,500 | 51,000 | Short buildup | ||||||
| Neutral | 1.37 L | −1,000 | 23.13 | +3.15 | 12.30 | 1,230 | 49.35 | -14.75 | 23.56 | +500 | 52,000 | Neutral | ||||||
| Short covering | 1.59 L | −50,000 | 23.38 | +2.60 | 9.95 | 1,240 | 69.60 | 0.00 | 18.69 | — | 40,500 | Neutral | ||||||
| Short covering | 4.01 L | −66,000 | 23.51 | +2.05 | 7.90 | 1,250 | 64.75 | -10.75 | 23.87 | −1,500 | 93,000 | Long unwinding | ||||||
| Short covering | 1.74 L | −5,500 | 23.68 | +1.55 | 6.25 | 1,260 | 73.90 | -10.10 | 25.18 | −1,000 | 42,500 | Long unwinding | ||||||
| Short covering | 1.58 L | −8,500 | 24.06 | +1.25 | 5.05 | 1,270 | 95.00 | 0.00 | — | — | 11,000 | Neutral | ||||||
| Short covering | 1.66 L | −17,500 | 24.40 | +1.00 | 4.05 | 1,280 | 68.45 | 0.00 | — | — | 18,500 | Neutral | ||||||
| Short covering | 42,000 | −4,000 | 24.56 | +0.55 | 3.15 | 1,290 | 115.00 | 0.00 | — | — | 6,000 | Neutral | ||||||
| Neutral | 8.29 L | +5,000 | 25.55 | +0.60 | 2.80 | 1,300 | 108.70 | -14.60 | 24.49 | −1,500 | 1.56 L | Neutral | ||||||
| Neutral | 2.11 L | — | 25.50 | +0.35 | 2.10 | 1,310 | 30.95 | 0.00 | — | — | — | Neutral | ||||||
| Short covering | 2.42 L | −77,500 | 26.36 | +0.35 | 1.85 | 1,320 | 145.00 | 0.00 | — | — | 5,500 | Neutral | ||||||
| Short covering | 2.06 L | −4,500 | 26.74 | +0.20 | 1.50 | 1,330 | 153.00 | 0.00 | — | — | 500 | Neutral | ||||||
| Short covering | 92,500 | −6,000 | 27.63 | +0.15 | 1.35 | 1,340 | 155.00 | -5.05 | 43.49 | −500 | 5,000 | Long unwinding | ||||||
| Short covering | 3.04 L | −7,500 | 28.00 | +0.10 | 1.10 | 1,350 | 180.00 | 0.00 | — | — | 28,000 | Neutral | ||||||
| Long unwinding | 36,500 | −24,500 | 28.63 | -0.05 | 0.95 | 1,360 | 156.40 | -32.70 | — | +500 | 12,000 | Short buildup | ||||||
| Neutral | 63,500 | — | 29.94 | +0.05 | 0.95 | 1,370 | 207.25 | 0.00 | — | — | 4,000 | Neutral | ||||||
| Neutral | 56,500 | — | 24.08 | 0.00 | 0.90 | 1,380 | 187.30 | -28.70 | 32.69 | — | 3,500 | Neutral | ||||||
| Neutral | 8,500 | — | 23.95 | 0.00 | 1.10 | 1,390 | 192.00 | 0.00 | — | — | 500 | Neutral | ||||||
| Long unwinding | 7.13 L | −49,500 | 31.85 | -0.05 | 0.65 | 1,400 | 223.00 | 0.00 | — | — | 61,500 | Neutral | ||||||
| Neutral | 3,500 | — | 23.98 | 0.00 | 0.75 | 1,410 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1,000 | — | 32.96 | -0.15 | 0.50 | 1,420 | 250.00 | 0.00 | — | — | 5,000 | Neutral | ||||||
| Neutral | 6,000 | — | 34.71 | 0.00 | 0.45 | 1,440 | · | · | · | · | · | · | · | · | · | |||
| Short covering | 62,500 | −7,000 | 35.26 | +0.05 | 0.40 | 1,450 | 270.00 | 0.00 | — | — | 2,000 | Neutral | ||||||
| Neutral | 4,500 | — | 36.88 | -0.05 | 0.45 | 1,460 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 500 | — | 34.40 | -0.10 | 0.20 | 1,470 | 290.00 | 0.00 | — | — | 1,500 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 1,480 | 296.00 | 0.00 | — | — | 1,000 | Neutral | |||
| Long buildup | 83,500 | +3,500 | 44.39 | +0.45 | 0.80 | 1,500 | 320.00 | 0.00 | — | — | 4,000 | Neutral | ||||||
| Neutral | 6,000 | — | 31.57 | 0.00 | 0.25 | 1,540 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 3,000 | — | 33.04 | 0.00 | 0.50 | 1,560 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 10,000 | — | 34.48 | 0.00 | 0.50 | 1,580 | 399.00 | 0.00 | — | — | 7,000 | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 6.6% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.