Nestle India Limited

Fast Moving Consumer Goods · Food Products

NSE: NESTLEIND BSE: 500790

₹1297.10

Oct. 5, 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) +25.40

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	1305.2000	-8.90	10672000	486000	Short Buildup
Nov. 23, 2026	1313.6000	-9.20	524000	6500	Short Buildup
Dec. 29, 2026	1322.5000	0.00	3000	500	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	1322.5000	1322.5000	1322.5000	1322.5000	3000	500
Oct. 5, 2026	Nov. 23, 2026	1320.0000	1322.0000	1308.8000	1313.6000	524000	6500
Oct. 5, 2026	Oct. 27, 2026	1310.5000	1319.9000	1300.4000	1305.2000	10672000	486000
Oct. 1, 2026	Dec. 29, 2026	1326.0000	1326.0000	1322.5000	1322.5000	2500	1500
Oct. 1, 2026	Nov. 23, 2026	1322.0000	1330.8000	1309.3000	1322.8000	517500	0
Oct. 1, 2026	Oct. 27, 2026	1317.7000	1328.0000	1301.9000	1314.1000	10186000	255000
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

Options Chain

As of Oct. 1, 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) 0.97

Max Pain 1350.0000

Open Interest by Strike (Max Pain: 1350.0000)

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	389.0500	228.69	0.710	1120.0000	-0.014	26.23	0.4500	0	0
0	0	369.6000	220.34	0.699	1140.0000	-0.041	29.56	1.7500	500	1500
0	0	350.2500	212.14	0.688	1160.0000	-0.068	30.09	3.2000	0	500
0	0	331.0000	204.08	0.676	1180.0000	-0.086	28.07	3.9500	0	1000
0	0	302.0500	184.68	0.667	1190.0000	-0.027	17.94	0.6500	0	0
6500	0	130.0000	49.88	0.754	1200.0000	-0.099	24.79	4.1500	10500	151500
0	0	282.6000	176.76	0.653	1210.0000	-0.098	22.14	3.6500	500	500
0	0	293.0500	188.5	0.649	1220.0000	-0.145	24.23	6.4500	500	17000
0	0	263.3500	169.0	0.638	1230.0000	-0.170	23.55	7.6000	500	13000
0	0	274.4500	181.01	0.635	1240.0000	-0.202	23.37	9.4500	14000	73000
0	0	244.3000	161.38	0.623	1250.0000	-0.235	22.67	11.1000	4000	35000
0	0	256.1500	173.74	0.620	1260.0000	-0.279	22.9	14.1000	70000	93000
0	0	225.5500	153.96	0.606	1270.0000	-0.321	22.49	16.8000	5500	13000
0	0	238.2500	166.74	0.604	1280.0000	-0.366	21.8	19.5500	84500	133500
4000	0	76.2000	50.43	0.558	1290.0000	-0.415	21.04	22.6500	60000	72500
57000	5000	43.7000	30.38	0.530	1300.0000	-0.469	20.88	27.0500	24000	132500
32500	26000	36.5000	28.62	0.490	1310.0000	-0.525	20.47	31.6500	13500	23000
93000	48500	32.5000	28.89	0.451	1320.0000	-0.582	20.1	36.8500	56500	88500
70000	44000	27.8500	28.4	0.410	1330.0000	-0.647	18.69	41.3000	60000	117500
78500	40000	23.9500	28.18	0.371	1340.0000	-0.697	19.08	48.6500	-36500	82000
115000	11500	20.2500	27.81	0.332	1350.0000	-0.703	23.23	60.8000	16000	117500
115500	22000	17.3500	27.78	0.297	1360.0000	-0.843	15.45	60.4500	-26000	107000
12500	5000	15.1500	28.08	0.266	1370.0000	-0.878	15.7	69.3000	-500	25000
54000	15500	12.2500	27.48	0.230	1380.0000		—	71.1000	-1500	31000
38000	9000	10.4000	27.56	0.202	1390.0000		—	47.3500	0	6500
334500	66500	8.7500	27.6	0.176	1400.0000	-0.974	13.65	96.4000	-1000	108500
28000	15000	6.6000	26.73	0.144	1410.0000		—	72.3000	0	0
26000	1500	6.1500	27.73	0.132	1420.0000		—	96.0000	0	15500
16500	12000	5.3000	28.06	0.115	1430.0000		—	93.0000	0	1500
40000	15500	4.4500	28.2	0.099	1440.0000		—	88.9000	0	5500
120000	-2500	3.6000	28.09	0.083	1450.0000		—	97.6500	0	19500
37000	5000	2.9000	28.01	0.070	1460.0000		—	106.6000	0	9500
21000	3500	2.7500	28.96	0.065	1470.0000		—	89.0000	0	2000
4000	1000	2.3500	29.23	0.056	1480.0000		—	124.9500	0	500
500	0	1.3500	27.4	0.037	1490.0000		—	148.0000	0	1000
167500	-2500	1.7000	29.72	0.042	1500.0000		—	143.6500	0	26000
500	0	1.0500	28.38	0.029	1510.0000		—	153.4500	0	500
2000	0	1.0500	29.42	0.028	1520.0000		—	163.0500	0	500
19000	0	1.2000	31.13	0.030	1530.0000		—	172.7500	0	500
2000	0	0.8500	30.46	0.022	1540.0000		—	182.4500	0	500
21000	1500	1.0000	32.24	0.024	1550.0000		—	192.2000	0	500
500	0	0.7000	31.51	0.018	1560.0000		—	201.9500	0	500
50500	1000	0.7500	35.57	0.017	1600.0000		—	238.5000	0	4000
13000	-5500	0.3000	39.57	0.007	1700.0000		—	340.0000	0	1000