Nestle India Limited

Fast Moving Consumer Goods · Food Products

NSE: NESTLEIND BSE: 500790

₹1310.00

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +30.00

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	1318.2000	-30.50	9931000	303500	Short Buildup
Nov. 23, 2026	1317.6000	-44.40	517500	15000	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	1344.5000	1344.5000	1340.0000	1340.0000	1000	1000
Sept. 30, 2026	Nov. 23, 2026	1352.5000	1352.5000	1313.4000	1317.6000	517500	15000
Sept. 30, 2026	Oct. 27, 2026	1343.1000	1348.2000	1309.5000	1318.2000	9931000	303500
Sept. 29, 2026	Nov. 23, 2026	1353.2000	1369.4000	1350.0000	1362.0000	502500	70500
Sept. 29, 2026	Oct. 27, 2026	1354.4000	1364.4000	1334.0000	1348.7000	9627500	1146500
Sept. 29, 2026	Sept. 29, 2026	1340.9000	1359.9000	1316.1000	1338.8000	311500	-712000
Sept. 28, 2026	Nov. 23, 2026	1362.5000	1370.3000	1359.7000	1364.4000	432000	9000
Sept. 28, 2026	Oct. 27, 2026	1360.0000	1365.2000	1352.0000	1356.7000	8481000	2124500
Sept. 28, 2026	Sept. 29, 2026	1354.2000	1358.2000	1346.0000	1350.0000	1023500	-2252000
Sept. 25, 2026	Nov. 23, 2026	1368.9000	1375.0000	1368.0000	1375.0000	423000	4000

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.949

Max Pain 1360.0000

Open Interest by Strike (Max Pain: 1360.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	369.6000	208.77	0.705	1140.0000	-0.025	27.56	0.9500	0	1000
0	0	350.2500	200.96	0.693	1160.0000	-0.064	31.43	3.2000	0	500
0	0	331.0000	193.29	0.681	1180.0000	-0.080	29.56	3.9500	0	1000
6500	5000	130.0000	38.88	0.824	1200.0000	-0.081	25.08	3.4000	85500	141000
0	0	293.0500	178.47	0.655	1220.0000	-0.118	24.42	5.2000	16500	16500
0	0	263.3500	159.5	0.646	1230.0000	-0.140	23.92	6.2500	12500	12500
0	0	274.4500	171.35	0.641	1240.0000	-0.167	23.64	7.7000	39500	59000
0	0	244.3000	152.27	0.630	1250.0000	-0.198	23.45	9.5000	11500	31000
0	0	256.1500	164.45	0.626	1260.0000	-0.232	23.13	11.5000	1500	23000
0	0	225.5500	145.22	0.614	1270.0000	-0.276	23.63	14.8000	0	7500
0	0	238.2500	157.8	0.611	1280.0000	-0.312	22.62	16.7000	7500	49000
4000	0	76.2000	44.07	0.592	1290.0000	-0.359	22.92	20.6500	6000	12500
52000	38500	43.9500	24.76	0.589	1300.0000	-0.406	22.93	24.7000	1000	108500
6500	2000	36.7500	23.46	0.545	1310.0000	-0.436	13.25	15.6000	0	9500
44500	44000	32.4000	23.87	0.498	1320.0000	-0.503	22.62	33.8000	28000	32000
26000	24500	28.6000	24.35	0.453	1330.0000	-0.552	22.59	39.2500	27500	57500
38500	29000	24.4000	24.22	0.408	1340.0000	-0.599	22.83	45.5500	12000	118500
103500	21500	20.0500	23.66	0.361	1350.0000	-0.652	21.79	50.6000	33500	101500
93500	20500	16.8000	23.58	0.319	1360.0000	-0.684	23.25	59.3500	10500	133000
7500	7000	14.7000	24.13	0.284	1370.0000	-0.698	26.23	70.2000	2000	25500
38500	0	11.8000	23.71	0.244	1380.0000	-0.745	24.89	76.0000	0	32500
29000	15500	9.6500	23.63	0.209	1390.0000		—	47.3500	0	6500
268000	32000	8.3000	24.06	0.183	1400.0000	-0.901	17.22	85.6000	1500	109500
13000	12000	6.9000	24.21	0.157	1410.0000		—	72.3000	0	0
24500	-1500	6.0000	24.72	0.138	1420.0000		—	96.0000	1500	15500
4500	4500	5.4500	25.53	0.124	1430.0000		—	93.0000	0	1500
24500	-1500	3.8000	24.51	0.095	1440.0000		—	88.9000	0	5500
122500	43500	3.4500	25.27	0.086	1450.0000		—	97.6500	0	19500
32000	-4500	3.2500	26.23	0.079	1460.0000		—	106.6000	0	9500
17500	16500	2.7500	26.51	0.068	1470.0000		—	89.0000	0	2000
3000	2500	2.3500	26.83	0.059	1480.0000		—	124.9500	0	500
500	0	1.3500	25.19	0.038	1490.0000		—	148.0000	500	1000
170000	-22000	1.8000	27.72	0.046	1500.0000		—	143.6500	0	26000
500	0	1.0500	26.22	0.030	1510.0000		—	153.4500	0	500
2000	0	1.0500	27.26	0.029	1520.0000		—	163.0500	0	500
19000	3000	1.2000	28.91	0.031	1530.0000		—	172.7500	0	500
2000	0	0.8500	28.33	0.023	1540.0000		—	182.4500	0	500
19500	10000	1.0000	30.05	0.025	1550.0000		—	192.2000	0	500
500	0	0.7000	29.41	0.019	1560.0000		—	201.9500	0	500
0	0	31.5000	75.19	0.224	1570.0000		—	106.1500	0	0
0	0	48.3000	91.68	0.272	1580.0000		—	112.7500	0	0
0	0	26.0500	72.94	0.197	1590.0000		—	120.5000	0	0
49500	8000	0.7000	33.08	0.017	1600.0000		—	238.5000	0	4000
0	0	21.4000	70.92	0.172	1610.0000		—	135.6500	0	0
0	0	36.1000	87.15	0.225	1620.0000		—	140.0000	0	0
0	0	31.1000	85.25	0.203	1640.0000		—	154.6500	0	0
0	0	26.5500	83.36	0.182	1660.0000		—	169.8500	0	0
0	0	22.6500	81.71	0.162	1680.0000		—	185.6000	0	0
18500	-10500	0.2500	36.74	0.006	1700.0000		—	340.0000	0	1000