Nestle India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,220 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,240 | ₹— | —% | — | 0 | 0 |
| — | — | — | —% | ₹— | 1,250 | ₹— | —% | — | 0 | 500 |
| 500 | 0 | — | —% | ₹— | 1,260 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,280 | ₹— | —% | — | 0 | 0 |
| 7K | +5K | — | —% | ₹— | 1,300 | ₹— | —% | — | +500 | 43K |
| 0 | 0 | — | —% | ₹— | 1,310 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 16K |
| 0 | 0 | — | —% | ₹— | 1,330 | ₹— | —% | — | 0 | 1K |
| 2K | 0 | — | —% | ₹— | 1,340 | ₹— | —% | — | +13K | 1.6 L |
| 9K | +6K | — | —% | ₹— | 1,350 | ₹— | —% | — | +96K | 1.7 L |
| 5K | 0 | — | —% | ₹— | 1,360 | ₹— | —% | — | +9K | 58K |
| 2K | 0 | — | —% | ₹— | 1,370 | ₹— | —% | — | +12K | 77K |
| 1K | 0 | — | —% | ₹— | 1,380 | ₹— | —% | — | +9K | 43K |
| 6K | +5K | — | —% | ₹— | 1,390 | ₹— | —% | — | -5K | 50K |
| 88K | +14K | — | —% | ₹— | 1,400 | ₹— | —% | — | -3K | 2.3 L |
| 30K | +13K | — | —% | ₹— | 1,410 | ₹— | —% | — | +17K | 39K |
| 1.1 L | -3K | — | —% | ₹— | 1,420 | ₹— | —% | — | -10K | 1.3 L |
| 29K | -500 | — | —% | ₹— | 1,430 | ₹— | —% | — | -4K | 36K |
| 1.0 L | -1K | — | —% | ₹— | 1,440 | ₹— | —% | — | -16K | 63K |
| 3.1 L | +10K | — | —% | ₹— | 1,450 | ₹— | —% | — | +1K | 1.1 L |
| 2.1 L | +15K | — | —% | ₹— | 1,460 | ₹— | —% | — | 0 | 72K |
| 1.7 L | -4K | — | —% | ₹— | 1,470 | ₹— | —% | — | 0 | 61K |
| 1.5 L | +47K | — | —% | ₹— | 1,480 | ₹— | —% | — | -500 | 43K |
| 41K | +2K | — | —% | ₹— | 1,490 | ₹— | —% | — | 0 | 10K |
| 5.9 L | +70K | — | —% | ₹— | 1,500ATM | ₹— | —% | — | -4K | 1.1 L |
| 62K | +9K | — | —% | ₹— | 1,510 | ₹— | —% | — | 0 | 17K |
| 60K | +13K | — | —% | ₹— | 1,520 | ₹— | —% | — | 0 | 4K |
| 64K | +9K | — | —% | ₹— | 1,530 | ₹— | —% | — | 0 | 500 |
| 49K | -1K | — | —% | ₹— | 1,540 | ₹— | —% | — | 0 | 2K |
| 1.2 L | +2K | — | —% | ₹— | 1,550 | ₹— | —% | — | 0 | 1K |
| 73K | -500 | — | —% | ₹— | 1,560 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 1,570 | ₹— | —% | — | 0 | 0 |
| 45K | 0 | — | —% | ₹— | 1,580 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,590 | ₹— | —% | — | 0 | 0 |
| 2.0 L | +2K | — | —% | ₹— | 1,600 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 1,610 | ₹— | —% | — | 0 | 2K |
| 2K | 0 | — | —% | ₹— | 1,620 | ₹— | —% | — | 0 | 0 |
| 3K | 0 | — | —% | ₹— | 1,630 | ₹— | —% | — | — | — |
| 23K | -9K | — | —% | ₹— | 1,640 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,660 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | 0 | 2K |
| 40K | +2K | — | —% | ₹— | 1,700 | ₹— | —% | — | 0 | 500 |
| 5K | 0 | — | —% | ₹— | 1,720 | ₹— | —% | — | — | — |
| 3K | 0 | — | —% | ₹— | 1,740 | ₹— | —% | — | 0 | 3K |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest (OI) clusters at the ₹1,400, ₹1,410 and ₹1,350 strikes suggest a tight range of roughly ₹1,350‑₹1,410 for the underlying. The highest call OI sits at ₹1,000, while the highest put OI also rests at ₹1,000, indicating that both sides view these levels as pivotal resistance and support, respectively. The current spot of ₹1,410.5 lies just above the put‑heavy zone, reinforcing the implied trading band.
OI Buildup Activity
Fresh call OI adds are strongest at ₹1,500 (+72,500), ₹1,480 (+46,500) and ₹1,400 (+14,500), pointing to new bullish positioning near the upper edge of the range. On the put side, the most significant additions emerge at ₹1,350 (+96,000), ₹1,410 (+17,500) and ₹1,340 (+12,500), indicating defensive hedging around the spot level. The asymmetry in OI inflows reflects a modest tilt toward protective positioning rather than aggressive directional bets.
Volatility Read
The at‑the‑money implied volatility stands at 14.83%, modest for the sector, while the skew is bearish, showing higher implied volatilities for out‑of‑the‑money puts relative to calls. This skew suggests market participants price more downside risk than upside.
Key OI Levels
The strikes with the highest open‑interest concentrations are ₹1,000 for calls (resistance) and ₹1,000 for puts (support).