NESTLEIND option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 500

Spot

1,194.90

Future

1,201.70

Forward

1,201.70

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.71

Puts 26,000 / Calls 36,500

PCR (volume)

0.67

Puts 16 / Calls 24

Max pain

1,240

strike with least total payout to holders

Highest OI

1,300 CE · 1,200 PE

ΔOI calls +10,000 · puts +7,500

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	37.56	0.93	-0.13	0.00	399.90	960	0.10	0.00	-0.02	-0.01	23.10	—	—	—	Neutral
Neutral	—	—	—	35.10	0.93	-0.14	0.00	380.25	980	0.20	0.00	-0.03	-0.01	23.07	—	—	—	Neutral
Neutral	—	—	—	32.89	0.92	-0.14	0.00	360.65	1,000	0.30	0.00	-0.04	-0.02	23.05	—	—	—	Neutral
Neutral	—	—	—	30.96	0.91	-0.16	0.00	341.15	1,020	0.50	0.00	-0.07	-0.03	23.04	—	—	—	Neutral
Neutral	—	—	—	29.35	0.90	-0.18	0.00	321.70	1,040	0.75	0.00	-0.10	-0.05	23.00	—	—	—	Neutral
Neutral	—	—	—	28.67	0.89	-0.19	0.00	150.60	1,050	8.75	0.00	-0.12	-0.06	22.98	—	—	—	Neutral
Neutral	—	—	—	28.07	0.87	-0.20	0.00	302.40	1,060	1.20	0.00	-0.14	-0.08	22.95	—	—	—	Neutral
Neutral	—	—	—	27.53	0.86	-0.22	0.00	134.15	1,070	12.05	0.00	-0.16	-0.09	22.93	—	—	—	Neutral
Neutral	—	—	—	27.07	0.85	-0.23	0.00	283.30	1,080	1.75	0.00	-0.18	-0.11	22.91	—	—	—	Neutral
Neutral	—	—	—	26.66	0.83	-0.25	0.00	118.55	1,090	16.25	0.00	-0.20	-0.13	22.89	—	—	—	Neutral
Neutral	—	—	—	26.31	0.81	-0.27	0.00	264.40	1,100	8.75	+6.20	-0.22	-0.15	22.72	3	+1,000	1,000	Long buildup
Neutral	—	—	—	26.01	0.79	-0.29	0.00	103.90	1,110	21.40	0.00	-0.24	-0.18	22.83	—	—	—	Neutral
Neutral	—	—	—	25.74	0.76	-0.30	0.00	245.75	1,120	3.65	0.00	-0.26	-0.20	22.81	—	—	—	Neutral
Neutral	—	—	—	25.51	0.74	-0.32	0.00	90.25	1,130	27.50	0.00	-0.28	-0.23	22.77	—	—	—	Neutral
Neutral	—	—	—	25.31	0.71	-0.34	0.00	227.50	1,140	17.00	+11.90	-0.29	-0.26	22.13	1	+500	500	Long buildup
Short buildup	3,500	+3,500	7	19.00	0.73	-0.25	-11.50	66.25	1,150	19.75	-15.05	-0.31	-0.29	21.96	5	+2,500	2,500	Short buildup
Neutral	—	—	—	24.98	0.65	-0.37	0.00	209.65	1,160	6.95	0.00	-0.33	-0.33	22.65	—	—	—	Neutral
Neutral	—	—	—	24.85	0.62	-0.38	0.00	66.40	1,170	43.20	0.00	-0.35	-0.36	22.61	—	—	—	Neutral
Neutral	—	—	—	24.74	0.59	-0.39	0.00	192.30	1,180	9.35	0.00	-0.35	-0.40	22.56	—	—	—	Neutral
Short buildup	1,000	+1,000	2	22.90	0.56	-0.36	-7.40	48.75	1,190	52.80	0.00	-0.36	-0.43	22.50	—	—	—	Neutral
Neutral	1,500	—	—	24.55	0.52	-0.39	0.00	34.55	1,200	41.00	-8.75	-0.36	-0.47	22.33	1	+500	11,000	Short buildup
Neutral	—	—	—	24.46	0.49	-0.39	0.00	47.10	1,210	63.50	0.00	-0.36	-0.51	22.36	—	—	—	Neutral
Neutral	—	—	—	24.39	0.45	-0.39	0.00	159.45	1,220	15.85	0.00	-0.35	-0.55	22.29	—	—	—	Neutral
Neutral	—	—	—	24.32	0.42	-0.39	0.00	39.15	1,230	75.35	0.00	-0.35	-0.58	22.20	—	—	—	Neutral
Neutral	—	—	—	24.27	0.39	-0.38	0.00	144.05	1,240	64.85	-18.90	-0.35	-0.61	22.73	1	+500	6,500	Short buildup
Neutral	—	—	—	24.22	0.35	-0.37	0.00	32.25	1,250	88.20	0.00	-0.32	-0.65	21.99	—	—	—	Neutral
Neutral	—	—	—	24.17	0.32	-0.36	0.00	129.50	1,260	25.30	0.00	-0.30	-0.69	21.86	—	—	—	Neutral
Neutral	—	—	—	24.13	0.29	-0.34	0.00	26.30	1,270	102.05	0.00	-0.28	-0.72	21.72	—	—	—	Neutral
Neutral	1,500	—	—	24.09	0.27	-0.32	0.00	10.50	1,280	31.20	0.00	-0.26	-0.75	21.55	—	—	—	Neutral
Neutral	—	—	—	24.06	0.24	-0.31	0.00	21.35	1,290	116.90	0.00	-0.24	-0.78	21.36	—	—	—	Neutral
Long buildup	28,000	+5,500	15	21.29	0.18	-0.23	+0.80	9.80	1,300	114.50	-7.60	-0.32	-0.75	26.67	5	+2,500	4,500	Short buildup
Neutral	—	—	—	23.99	0.19	-0.27	0.00	17.10	1,310	132.40	0.00	-0.19	-0.83	20.87	—	—	—	Neutral
Neutral	500	—	—	23.97	0.17	-0.25	0.00	30.85	1,320	45.80	0.00	-0.16	-0.86	20.55	—	—	—	Neutral
Neutral	—	—	—	23.92	0.13	-0.21	0.00	79.80	1,340	54.45	0.00	-0.10	-0.90	19.67	—	—	—	Neutral
Neutral	500	—	—	23.88	0.10	-0.18	0.00	28.20	1,360	64.05	0.00	-0.04	-0.94	18.18	—	—	—	Neutral
Neutral	—	—	—	23.84	0.08	-0.14	0.00	60.55	1,380	74.60	0.00	0.03	-0.99	12.96	—	—	—	Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.