NESTLEIND option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 500
Spot
1,194.90
Future
1,210.00
Forward
1,210.00
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 27.25 | 0.00 | 238.70 | 960 | 3.40 | 0.00 | 23.34 | — | — | Neutral | ||||||
| Neutral | — | — | 25.54 | 0.00 | 202.60 | 1,000 | 6.65 | 0.00 | 23.33 | — | — | Neutral | ||||||
| Neutral | — | — | 24.61 | 0.00 | 168.60 | 1,040 | 12.05 | 0.00 | 23.33 | — | — | Neutral | ||||||
| Neutral | — | — | 24.33 | 0.00 | 152.60 | 1,060 | 15.75 | 0.00 | 23.32 | — | — | Neutral | ||||||
| Neutral | — | — | 24.12 | 0.00 | 137.35 | 1,080 | 20.20 | 0.00 | 23.32 | — | — | Neutral | ||||||
| Neutral | — | — | 23.98 | 0.00 | 122.95 | 1,100 | 25.50 | 0.00 | 23.32 | — | — | Neutral | ||||||
| Neutral | — | — | 23.87 | 0.00 | 109.40 | 1,120 | 31.60 | 0.00 | 23.31 | — | — | Neutral | ||||||
| Neutral | — | — | 23.79 | 0.00 | 96.80 | 1,140 | 38.70 | 0.00 | 23.30 | — | — | Neutral | ||||||
| Neutral | — | — | 23.73 | 0.00 | 85.15 | 1,160 | 46.70 | 0.00 | 23.29 | — | — | Neutral | ||||||
| Neutral | — | — | 23.68 | 0.00 | 74.45 | 1,180 | 55.75 | 0.00 | 23.28 | — | — | Neutral | ||||||
| Neutral | — | — | 23.64 | 0.00 | 64.70 | 1,200 | 65.70 | 0.00 | 23.27 | — | — | Neutral | ||||||
| Neutral | — | — | 23.61 | 0.00 | 55.90 | 1,220 | 76.60 | 0.00 | 23.26 | — | — | Neutral | ||||||
| Neutral | — | — | 23.58 | 0.00 | 48.05 | 1,240 | 88.40 | 0.00 | 23.25 | — | — | Neutral | ||||||
| Neutral | — | — | 23.56 | 0.00 | 41.05 | 1,260 | 101.10 | 0.00 | 23.24 | — | — | Neutral | ||||||
| Neutral | — | — | 23.54 | 0.00 | 34.85 | 1,280 | 114.60 | 0.00 | 23.22 | — | — | Neutral | ||||||
| Neutral | — | — | 23.53 | 0.00 | 29.45 | 1,300 | 128.85 | 0.00 | 23.20 | — | — | Neutral | ||||||
| Neutral | — | — | 23.52 | 0.00 | 24.80 | 1,320 | 143.90 | 0.00 | 23.18 | — | — | Neutral | ||||||
| Neutral | — | — | 23.50 | 0.00 | 17.20 | 1,360 | 175.70 | 0.00 | 23.13 | — | — | Neutral | ||||||
| Neutral | — | — | 23.48 | 0.00 | 11.70 | 1,400 | 209.60 | 0.00 | 23.06 | — | — | 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.