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) 0.5

Max Pain 1280.0000

Open Interest by Strike (Max Pain: 1280.0000)

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	376.1000	150.85	0.712	1120.0000	-0.013	18.92	0.4500	0	0
0	0	356.6000	145.12	0.701	1140.0000	-0.021	18.21	0.7000	0	0
0	0	337.2500	139.51	0.690	1160.0000	-0.030	17.26	1.0000	0	0
0	0	318.0000	134.0	0.677	1180.0000	-0.044	16.43	1.5000	0	0
0	0	171.2000	53.61	0.717	1190.0000	-0.100	20.38	4.9500	0	0
0	0	298.9500	128.63	0.664	1200.0000	-0.063	15.42	2.1500	0	0
0	0	153.6000	50.65	0.695	1210.0000	-0.138	19.91	7.1500	0	0
0	0	280.1500	123.4	0.651	1220.0000	-0.090	14.26	3.0000	0	0
0	0	136.6500	47.92	0.669	1230.0000	-0.185	19.36	10.0500	0	0
0	0	261.6000	118.31	0.636	1240.0000	-0.127	12.98	4.1500	0	0
0	0	120.5500	45.46	0.640	1250.0000	-0.243	18.7	13.7500	0	0
0	0	243.4000	113.39	0.620	1260.0000	-0.180	11.49	5.6500	0	0
0	0	105.4500	43.3	0.607	1270.0000	-0.312	17.98	18.5000	0	0
0	0	225.5500	108.62	0.604	1280.0000	-0.322	14.08	15.0000	0	500
0	0	91.3000	41.36	0.571	1290.0000	-0.392	16.97	24.1000	0	0
1000	1000	55.4000	25.52	0.552	1300.0000	-0.383	7.36	9.9000	0	0
0	0	78.3000	39.66	0.531	1310.0000	-0.486	15.79	30.9500	0	0
0	0	191.4000	99.7	0.568	1320.0000	-0.706	3.51	12.7500	0	0
0	0	66.5000	38.2	0.488	1330.0000	-0.598	14.2	39.0000	0	0
0	0	175.1500	95.54	0.548	1340.0000		—	16.2500	0	0
0	0	55.9000	36.94	0.444	1350.0000	-0.740	11.77	48.2000	0	0
0	0	159.6000	91.62	0.527	1360.0000		—	20.3500	0	0
0	0	46.5000	35.84	0.398	1370.0000		—	58.6000	0	0
0	0	144.7500	87.91	0.505	1380.0000		—	25.2500	0	0
0	0	38.2500	34.88	0.353	1390.0000		—	70.2000	0	0
0	0	130.6000	84.4	0.482	1400.0000		—	30.8000	0	0
0	0	31.1500	34.06	0.309	1410.0000		—	82.9500	0	0
0	0	117.3000	81.15	0.458	1420.0000		—	37.2000	0	0
0	0	25.1500	33.38	0.267	1430.0000		—	96.7500	0	0
0	0	104.8500	78.12	0.433	1440.0000		—	44.4500	0	0
0	0	93.2500	75.3	0.408	1460.0000		—	52.5500	0	0
0	0	82.5000	72.69	0.382	1480.0000		—	61.5500	0	0
0	0	72.6500	70.29	0.355	1500.0000		—	71.4000	0	0
0	0	63.6500	68.07	0.329	1520.0000		—	82.1000	0	0