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) —

Max Pain 1240.0000

Open Interest by Strike (Max Pain: 1240.0000)

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	245.7500	52.68	0.776	1120.0000	-0.058	21.9	3.6500	0	0
0	0	209.6500	47.93	0.746	1160.0000	-0.102	21.42	6.9500	0	0
0	0	175.5500	43.87	0.708	1200.0000	-0.165	20.86	12.3000	0	0
0	0	159.4500	42.11	0.685	1220.0000	-0.205	20.49	15.8500	0	0
0	0	144.0500	40.51	0.659	1240.0000	-0.234	18.49	16.9500	1500	1500
0	0	129.5000	39.11	0.631	1260.0000	-0.300	19.66	25.3000	0	0
0	0	115.6500	37.81	0.601	1280.0000	-0.356	19.13	31.2000	0	0
0	0	102.8000	36.69	0.568	1300.0000	-0.418	18.53	38.0500	0	0
0	0	90.8000	35.68	0.534	1320.0000	-0.484	17.82	45.8000	0	0
0	0	79.8000	34.82	0.498	1340.0000	-0.557	16.93	54.4500	0	0
0	0	69.7000	34.04	0.462	1360.0000	-0.636	15.83	64.0500	0	0
0	0	60.5500	33.37	0.425	1380.0000	-0.725	14.37	74.6000	0	0
0	0	52.2500	32.75	0.388	1400.0000	-0.831	12.16	86.0500	0	0
0	0	44.8500	32.22	0.351	1420.0000		—	98.3500	0	0
0	0	38.3000	31.75	0.316	1440.0000		—	111.5000	0	0
0	0	27.5000	30.99	0.250	1480.0000		—	140.1000	0	0
0	0	19.2500	30.34	0.192	1520.0000		—	171.3000	0	0