Nestle India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 980 | ₹— | —% | — | 0 | 0 |
| 3K | 0 | — | —% | ₹— | 1,000 | ₹— | —% | — | +12K | 28K |
| 0 | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | +8K | 11K |
| 0 | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | +2.8 L | 2.9 L |
| 0 | 0 | — | —% | ₹— | 1,050 | ₹— | —% | — | +64K | 64K |
| 0 | 0 | — | —% | ₹— | 1,060 | ₹— | —% | — | +11K | 66K |
| 0 | 0 | — | —% | ₹— | 1,070 | ₹— | —% | — | +17K | 49K |
| 0 | 0 | — | —% | ₹— | 1,080 | ₹— | —% | — | +50K | 91K |
| 0 | 0 | — | —% | ₹— | 1,090 | ₹— | —% | — | +22K | 30K |
| 10K | +4K | — | —% | ₹— | 1,100 | ₹— | —% | — | +14K | 2.2 L |
| 0 | 0 | — | —% | ₹— | 1,110 | ₹— | —% | — | +3K | 39K |
| 0 | 0 | — | —% | ₹— | 1,120 | ₹— | —% | — | +7K | 69K |
| 5K | 0 | — | —% | ₹— | 1,130 | ₹— | —% | — | +29K | 84K |
| 60K | +34K | — | —% | ₹— | 1,140 | ₹— | —% | — | +13K | 1.2 L |
| 63K | +26K | — | —% | ₹— | 1,150 | ₹— | —% | — | +40K | 2.0 L |
| 79K | +30K | — | —% | ₹— | 1,160 | ₹— | —% | — | +42K | 1.6 L |
| 88K | +22K | — | —% | ₹— | 1,170 | ₹— | —% | — | +24K | 1.3 L |
| 1.4 L | +30K | — | —% | ₹— | 1,180 | ₹— | —% | — | +23K | 1.4 L |
| 1.1 L | +20K | — | —% | ₹— | 1,190 | ₹— | —% | — | +2K | 1.2 L |
| 7.6 L | +1.1 L | — | —% | ₹— | 1,200ATM | ₹— | —% | — | +34K | 3.4 L |
| 76K | +12K | — | —% | ₹— | 1,210 | ₹— | —% | — | 0 | 20K |
| 2.0 L | +24K | — | —% | ₹— | 1,220 | ₹— | —% | — | 0 | 41K |
| 1.2 L | +15K | — | —% | ₹— | 1,230 | ₹— | —% | — | +1K | 52K |
| 1.4 L | +30K | — | —% | ₹— | 1,240 | ₹— | —% | — | +2K | 46K |
| 4.9 L | -11K | — | —% | ₹— | 1,250 | ₹— | —% | — | +500 | 1.1 L |
| 1.8 L | +6K | — | —% | ₹— | 1,260 | ₹— | —% | — | -500 | 44K |
| 1.3 L | +27K | — | —% | ₹— | 1,270 | ₹— | —% | — | 0 | 11K |
| 2.0 L | +6K | — | —% | ₹— | 1,280 | ₹— | —% | — | 0 | 19K |
| 52K | -13K | — | —% | ₹— | 1,290 | ₹— | —% | — | 0 | 6K |
| 7.8 L | +51K | — | —% | ₹— | 1,300 | ₹— | —% | — | -2K | 1.6 L |
| 34K | +5K | — | —% | ₹— | 1,310 | ₹— | —% | — | 0 | 0 |
| 3.0 L | -9K | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 6K |
| 2.1 L | +1.8 L | — | —% | ₹— | 1,330 | ₹— | —% | — | 0 | 500 |
| 1.0 L | +6K | — | —% | ₹— | 1,340 | ₹— | —% | — | 0 | 6K |
| 2.9 L | +35K | — | —% | ₹— | 1,350 | ₹— | —% | — | +1K | 28K |
| 43K | +500 | — | —% | ₹— | 1,360 | ₹— | —% | — | 0 | 12K |
| 65K | +2K | — | —% | ₹— | 1,370 | ₹— | —% | — | +2K | 4K |
| 56K | +4K | — | —% | ₹— | 1,380 | ₹— | —% | — | 0 | 3K |
| 9K | 0 | — | —% | ₹— | 1,390 | ₹— | —% | — | 0 | 500 |
| 7.3 L | +42K | — | —% | ₹— | 1,400 | ₹— | —% | — | 0 | 60K |
| 3K | 0 | — | —% | ₹— | 1,410 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 1,420 | ₹— | —% | — | 0 | 5K |
| 0 | 0 | — | —% | ₹— | 1,430 | ₹— | —% | — | 0 | 0 |
| 11K | -2K | — | —% | ₹— | 1,440 | ₹— | —% | — | 0 | 0 |
| 76K | -17K | — | —% | ₹— | 1,450 | ₹— | —% | — | 0 | 2K |
| 6K | -500 | — | —% | ₹— | 1,460 | ₹— | —% | — | 0 | 0 |
| 500 | 0 | — | —% | ₹— | 1,470 | ₹— | —% | — | 0 | 2K |
| 0 | 0 | — | —% | ₹— | 1,480 | ₹— | —% | — | 0 | 1K |
| 0 | 0 | — | —% | ₹— | 1,490 | ₹— | —% | — | 0 | 0 |
| 93K | -7K | — | —% | ₹— | 1,500 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 1,520 | ₹— | —% | — | 0 | 0 |
| 8K | 0 | — | —% | ₹— | 1,540 | ₹— | —% | — | 0 | 0 |
| 5K | 0 | — | —% | ₹— | 1,560 | ₹— | —% | — | 0 | 0 |
| 10K | 0 | — | —% | ₹— | 1,580 | ₹— | —% | — | 0 | 7K |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
The open‑interest is heavily clustered around the 1,000 ₹ call (3,000 contracts) and the 1,000 ₹ put (28,000 contracts), establishing a clear resistance‑support band and exhibits strong liquidity during recent trading sessions. The implied price corridor, anchored by these concentrations, spans roughly 950 ₹ to 1,050 ₹, suggesting market participants expect the underlying to trade within this interval through expiry and aligns with the prevailing term structure expectations. Accordingly, strikes outside this band exhibit markedly thinner OI, reflecting limited speculative interest beyond the core range, which further narrows the strategic window for aggressive directional bets.
OI Buildup Activity
Fresh call OI influx is evident at 1,330 ₹ (+183,000), 1,200 ₹ (+111,500) and 1,300 ₹ (+50,500), indicating writers are adding protection at higher strikes as the underlying nudges upward, for now. On the put side, substantial additions occur at 1,040 ₹ (+283,500), 1,050 ₹ (+64,500) and 1,080 ₹ (+50,500), showing sellers are fortifying downside exposure near current levels. The asymmetric build‑up, with larger volumes in out‑of‑the‑money calls than puts, hints at a modest bullish tilt among hedgers while overall positioning remains balanced.
Volatility Read
The at‑the‑money implied volatility sits at 23.32 %, moderately above the 30‑day historical norm, indicating a fair amount of premium inflation. The skew is bearish, as out‑of‑the‑money puts command higher IV than comparable calls, reflecting a slight market bias toward downside risk.
Key OI Levels
The strikes with the highest open interest are the 1,000 ₹ call (3,000 contracts) and the 1,000 ₹ put (28,000 contracts).