NESTLEIND options
Nestle India option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹20.80 | ±1.77% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹1,154.20 – ₹1,195.80 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹1,280 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹1,300 | 3,40,500 contracts — the largest put position on the chain |
| Heaviest call strike | ₹1,400 | 9,20,000 contracts — the largest call position on the chain |
| Put-call ratio | 0.40 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 21.36% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹20.80
- Implied range
- ₹1,154 – ₹1,196
- Max pain
- ₹1,280
- Implied volatility
- 21.36%
±1.77% over 4 days, from the ₹1,170 straddle
What option prices imply, not a forecast of where the stock will trade
₹105 above the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹1,300Heaviest call ₹1,400ATM ₹1,170 · PCR 0.40
At the close on Friday, 23 October 2026, Nestle India options were pricing a move of ±₹20.80 by the Tuesday, 27 October 2026 expiry — a range of ₹1,154.20 to ₹1,195.80 against a closing price of ₹1,175.00. The figure is the at-the-money straddle at the ₹1,170 strike, which is what the options market itself is charging for the move to expiry. It describes the price of that expectation, not a forecast MarketCue makes.
Max pain sits at ₹1,280, ₹105.00 above the closing price — the strike at which the largest value of written options would expire worthless. The heaviest put position on the chain is at ₹1,300 with 3,40,500 contracts, and the heaviest call position at ₹1,400 with 9,20,000 contracts. Open interest describes where positions have been built; it is not a commitment by anyone to defend a price.
At-the-money implied volatility was 21.36% for the Tuesday, 27 October 2026 expiry. Realised volatility for Nestle India is not yet available for comparison.
This page is a record of where Nestle India's chain finished on Friday, 23 October 2026, not a live feed — the next reading follows tomorrow's close. Figures are derived from the NSE option chain via Upstox; max pain, the implied move, put-call ratio and the volatility comparison are MarketCue's own calculations from that data. MarketCue is not a registered investment adviser, research analyst or broker under SEBI regulations, and nothing here is a recommendation to buy or sell any security.
Read the full MarketCue scoring methodology
Source: NSE option chain via Upstox. .
Frequently asked questions
- What move are Nestle India options pricing this expiry?
- ±₹20.80, or 1.77%, giving a range of ₹1,154.20 to ₹1,195.80 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹1,170 strike.
- What is Nestle India's max pain?
- ₹1,280 at the last close, against a closing price of ₹1,175.00. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the Nestle India option chain?
- The largest put position sits at ₹1,300 with 3,40,500 contracts, and the largest call position at ₹1,400 with 9,20,000 contracts. Traders commonly read heavy open interest at a strike as a level, though open interest describes positioning rather than any commitment to defend a price.
- What is the lot size for Nestle India options?
- 500 shares per lot, with strikes in steps of ₹10. At the implied move of ±₹20.80, one lot corresponds to ±₹10,400 of notional movement.