Nestle India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 640 | ₹— | 15.4% | — | — | — |
| — | — | — | —% | ₹— | 660 | ₹— | 14.8% | — | — | — |
| — | — | — | —% | ₹— | 680 | ₹— | 14.1% | — | — | — |
| — | — | — | —% | ₹— | 700 | ₹— | 13.5% | — | — | — |
| — | — | — | —% | ₹— | 720 | ₹— | 12.8% | — | — | — |
| — | — | — | —% | ₹— | 740 | ₹— | 12.2% | — | — | — |
| — | — | — | —% | ₹— | 760 | ₹— | 11.7% | — | — | — |
| — | — | — | —% | ₹— | 780 | ₹— | 11.1% | — | — | — |
| — | — | — | —% | ₹— | 800 | ₹— | 10.5% | — | — | — |
| — | — | — | —% | ₹— | 820 | ₹— | 10.0% | — | — | — |
| — | — | — | —% | ₹— | 830 | ₹— | 9.7% | — | — | — |
| — | — | — | —% | ₹— | 840 | ₹— | 9.4% | — | — | — |
| — | — | — | —% | ₹— | 850 | ₹— | 9.2% | — | — | — |
| — | — | — | —% | ₹— | 860 | ₹— | 8.9% | — | — | — |
| — | — | — | —% | ₹— | 870 | ₹— | 8.7% | — | — | — |
| — | — | — | —% | ₹— | 880 | ₹— | 8.4% | — | — | — |
| — | — | — | —% | ₹— | 890 | ₹— | 8.2% | — | — | — |
| — | — | — | —% | ₹— | 900 | ₹— | 7.9% | — | — | — |
| — | — | — | —% | ₹— | 910 | ₹— | 7.7% | — | — | — |
| — | — | — | —% | ₹— | 920 | ₹— | 7.4% | — | — | — |
| — | — | — | —% | ₹— | 930 | ₹— | 7.2% | — | — | — |
| — | — | — | —% | ₹— | 940 | ₹— | 7.0% | — | — | — |
| — | — | — | —% | ₹— | 950 | ₹— | 6.7% | — | — | — |
| — | — | — | —% | ₹— | 960 | ₹— | 6.5% | — | — | — |
| — | — | — | —% | ₹— | 970 | ₹— | 6.3% | — | — | — |
| — | — | — | —% | ₹338.45 | 980 | ₹0.15 | 72.4% | — | — | — |
| — | — | — | —% | ₹— | 990 | ₹— | 5.8% | — | — | — |
| — | — | — | —% | ₹318.90 | 1,000 | ₹0.20 | 73.9% | 5K | 0 | 48K |
| — | — | — | —% | ₹— | 1,010 | ₹— | 5.4% | — | — | — |
| 1K | 0 | — | —% | ₹264.45 | 1,020 | ₹0.45 | 71.5% | — | — | — |
| — | — | — | —% | ₹— | 1,030 | ₹— | 5.0% | — | — | — |
| 500 | 0 | — | —% | ₹217.85 | 1,040 | ₹0.75 | 71.1% | — | — | — |
| — | — | — | —% | ₹282.25 | 1,050 | ₹0.30 | 61.8% | — | 0 | 20K |
| — | — | — | 166.4% | ₹260.75 | 1,060 | ₹1.65 | 74.5% | — | 0 | 8K |
| 2K | 0 | — | —% | ₹124.90 | 1,070 | ₹0.30 | 56.9% | — | 0 | 25K |
| — | — | — | —% | ₹241.70 | 1,080 | ₹0.35 | 57.4% | 11K | 0 | 31K |
| — | — | — | —% | ₹243.20 | 1,090 | ₹2.15 | 68.9% | — | 0 | 23K |
| 20K | 0 | — | —% | ₹119.00 | 1,100 | ₹0.60 | 55.7% | 52K | +14K | 70K |
| — | — | — | 165.3% | ₹223.90 | 1,110 | ₹0.65 | 50.9% | — | 0 | 13K |
| — | — | — | 142.9% | ₹204.55 | 1,120 | ₹0.60 | 51.0% | 24K | -4K | 31K |
| 24K | 0 | — | —% | ₹115.40 | 1,130 | ₹1.00 | 51.8% | 4K | -1K | 20K |
| 22K | 0 | — | —% | ₹84.10 | 1,140 | ₹0.85 | 49.6% | 2K | -500 | 63K |
| 36K | 0 | — | —% | ₹127.20 | 1,150 | ₹1.15 | 47.9% | 36K | +3K | 73K |
| 12K | 0 | — | —% | ₹75.50 | 1,160 | ₹1.70 | 49.1% | 500 | 0 | 50K |
| 32K | 0 | — | —% | ₹115.00 | 1,170 | ₹1.25 | 46.0% | 4K | +500 | 38K |
| 85K | 0 | — | 40.9% | ₹110.90 | 1,180 | ₹2.05 | 43.8% | 63K | +10K | 1.1 L |
| 35K | 0 | — | 33.3% | ₹100.00 | 1,190 | ₹2.35 | 42.8% | 1.3 L | -2K | 1.7 L |
| 1.3 L | +23K | 41K | 39.5% | ₹103.30 | 1,200 | ₹2.95 | 42.0% | 5.7 L | -26K | 3.6 L |
| 1.6 L | -3K | 15K | 36.6% | ₹91.45 | 1,210 | ₹3.50 | 40.2% | 61K | -25K | 53K |
| 1.4 L | +1K | 48K | 34.5% | ₹83.20 | 1,220 | ₹4.10 | 38.5% | 1.6 L | +19K | 1.3 L |
| 83K | -3K | 19K | 35.2% | ₹73.30 | 1,230 | ₹5.25 | 38.1% | 3.4 L | +22K | 1.6 L |
| 1.1 L | -65K | 1.8 L | 36.4% | ₹65.10 | 1,240 | ₹6.55 | 37.4% | 1.7 L | +13K | 93K |
| 4.9 L | -41K | 5.0 L | 34.4% | ₹58.30 | 1,250 | ₹8.40 | 36.7% | 9.3 L | +1.7 L | 6.4 L |
| 69K | -21K | 1.0 L | 36.8% | ₹51.30 | 1,260 | ₹10.50 | 35.9% | 5.6 L | +96K | 1.9 L |
| 4.1 L | -8K | 1.8 L | 35.8% | ₹44.10 | 1,270 | ₹13.30 | 35.9% | 4.1 L | +22K | 90K |
| 1.3 L | -38K | 7.0 L | 36.9% | ₹38.60 | 1,280 | ₹17.00 | 36.0% | 9.2 L | +67K | 2.1 L |
| 1.8 L | -34K | 12.7 L | 36.8% | ₹31.15 | 1,290 | ₹21.30 | 36.1% | 7.4 L | +29K | 1.6 L |
| 10.6 L | +2.2 L | 46.1 L | 36.9% | ₹27.50 | 1,300ATM | ₹26.35 | 36.5% | 15.6 L | +85K | 1.8 L |
| 3.4 L | +2.7 L | 15.1 L | 36.2% | ₹22.30 | 1,310 | ₹32.70 | 37.6% | 3.8 L | +56K | 66K |
| 8.0 L | +4.1 L | 21.7 L | 37.6% | ₹19.00 | 1,320 | ₹39.50 | 36.9% | 3.0 L | +71K | 73K |
| 4.5 L | +3.3 L | 12.1 L | 37.9% | ₹15.85 | 1,330 | ₹45.20 | 38.6% | 500 | 0 | 1K |
| 61K | +61K | 2.1 L | 38.2% | ₹13.05 | 1,340 | ₹67.15 | 48.2% | — | — | — |
| 8.9 L | +4.3 L | 21.9 L | 38.4% | ₹10.65 | 1,350 | ₹60.80 | 40.9% | 32K | +11K | 14K |
| 2.0 L | +1.4 L | 8.1 L | 38.8% | ₹8.70 | 1,360 | ₹69.20 | 37.8% | 22K | +17K | 17K |
| 99K | +15K | 2.9 L | 39.3% | ₹7.10 | 1,370 | ₹76.00 | 39.9% | 8K | +8K | 8K |
| 87K | +35K | 2.8 L | 40.2% | ₹5.90 | 1,380 | ₹103.00 | 56.9% | — | 0 | 5K |
| 1.1 L | +46K | 2.0 L | 40.5% | ₹4.45 | 1,390 | ₹82.95 | —% | — | — | — |
| 4.5 L | +2.6 L | 12.9 L | 41.1% | ₹3.80 | 1,400 | ₹201.00 | 181.2% | — | 0 | 500 |
| 8K | +8K | 11K | 41.3% | ₹3.20 | 1,410 | ₹96.90 | —% | — | — | — |
| 1.2 L | +1.2 L | 3.5 L | 42.1% | ₹2.50 | 1,420 | ₹119.45 | —% | — | — | — |
| — | — | — | 85.2% | ₹18.20 | 1,430 | ₹111.85 | —% | — | — | — |
| 94K | +94K | 1.7 L | 43.6% | ₹1.75 | 1,440 | ₹163.95 | 78.8% | — | +500 | 500 |
| — | — | — | 2.6% | ₹— | 1,450 | ₹— | —% | — | — | — |
| — | — | — | 91.0% | ₹16.20 | 1,460 | ₹150.55 | —% | — | — | — |
| — | — | — | 2.9% | ₹— | 1,470 | ₹— | —% | — | — | — |
| — | — | — | 41.8% | ₹0.30 | 1,480 | ₹167.05 | —% | — | — | — |
| — | — | — | 3.2% | ₹— | 1,490 | ₹— | —% | — | — | — |
| 65K | +11K | 1.8 L | 49.0% | ₹0.65 | 1,500 | ₹189.00 | 60.3% | 500 | 0 | 6K |
| — | — | — | 3.5% | ₹— | 1,510 | ₹— | —% | — | — | — |
| — | — | — | 89.0% | ₹8.25 | 1,520 | ₹201.65 | —% | — | — | — |
| — | — | — | 3.8% | ₹— | 1,530 | ₹— | —% | — | — | — |
| — | — | — | 3.9% | ₹— | 1,540 | ₹— | —% | — | — | — |
| — | — | — | 4.1% | ₹— | 1,550 | ₹— | —% | — | — | — |
| — | — | — | 4.2% | ₹— | 1,560 | ₹— | —% | — | — | — |
| — | — | — | 4.3% | ₹— | 1,570 | ₹— | —% | — | — | — |
| — | — | — | 4.5% | ₹— | 1,580 | ₹— | —% | — | — | — |
| — | — | — | 4.6% | ₹— | 1,590 | ₹— | —% | — | — | — |
| — | — | — | 4.8% | ₹— | 1,600 | ₹— | —% | — | — | — |
| — | — | — | 4.9% | ₹— | 1,610 | ₹— | —% | — | — | — |
| — | — | — | 5.0% | ₹— | 1,620 | ₹— | —% | — | — | — |
| — | — | — | 5.2% | ₹— | 1,630 | ₹— | —% | — | — | — |
| — | — | — | 5.3% | ₹— | 1,640 | ₹— | —% | — | — | — |
| — | — | — | 5.4% | ₹— | 1,650 | ₹— | —% | — | — | — |
| — | — | — | 5.6% | ₹— | 1,660 | ₹— | —% | — | — | — |
| — | — | — | 5.8% | ₹— | 1,680 | ₹— | —% | — | — | — |
| — | — | — | 6.1% | ₹— | 1,700 | ₹— | —% | — | — | — |
| — | — | — | 6.4% | ₹— | 1,720 | ₹— | —% | — | — | — |
| — | — | — | 6.6% | ₹— | 1,740 | ₹— | —% | — | — | — |
| — | — | — | 6.9% | ₹— | 1,760 | ₹— | —% | — | — | — |
| — | — | — | 7.1% | ₹— | 1,780 | ₹— | —% | — | — | — |
| — | — | — | 7.4% | ₹— | 1,800 | ₹— | —% | — | — | — |
| — | — | — | 7.6% | ₹— | 1,820 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Resistance looms at ₹1350, where highest call OI anchors heavy writer presence. Immediate support sits at ₹1250, backed by robust put open interest buildup. The implied range flexes between ₹1250 and ₹1350, with ₹1300 acting as a pivotal psychological level amid mixed positioning.
OI Buildup Activity
Fresh long calls emerge at 1320, 1330, and especially 1350, signaling aggressive bullish bets despite current spot resistance. Call writers accumulate at 1350, defending this key strike with intent—any breakdown could spark short covering rallies. On the put side, fresh longs pile into 1250 and 1260, indicating strong floor construction below current levels.
Volatility Read
ATM volatility holds at elevated 36.87%, reflecting sustained hedging demand and event risk premium. The bearish skew confirms preference for downside protection, with puts commanding higher relative premiums.
Strategy Implication
Bias tilts defensive, with sellers controlling resistance while buyers dig in at lower strikes for protection.