Market is open
The closing auction session is running (3:15 to 3:35 pm); derivatives keep trading until 3:40 pm.
This is the 3:15 pm update; the page is refreshed about every 30 minutes while the market is open.
NESTLEIND at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| NESTLEIND | 1166.40 | n/a | 0.51 | 1100 / 1200 | 1200 | Direction not established |
Comparison window: session. PCR is full-expiry Open Interest, puts ÷ calls. The walls are the largest put Open Interest at or below spot and the largest call Open Interest at or above it.
Why this stock has the detailed view: Decided from the latest snapshot alone (no ledger of at least 3 sessions yet); Open interest within 5 strikes of the money is Rs 352.37Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 449.76Cr, above the Rs 100.00Cr floor; 11 of 11 near-the-money strikes carry real Open Interest and traded volume, at least 7 needed; The top strike holds 12.6% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 100 strikes are listed.
NESTLEIND — Direction not established
Not enough matched session positioning for a direction
- The dayNESTLEIND at 1166.4 · PCR 0.51 full expiry, 0.80 on screen
- The positionsPut wall 1100 (2.19L, +13.0K today) · Call wall 1200 (7.51L, +1.09L today) · 0.95 puts added per call today
- The tradingBusiest 1200 (9.41L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where NESTLEIND sits against its walls
- Above the call wallSustained trade above 1200 (+33.6 from spot). Next call Open Interest above: 1300 (7.81L).
- Between the walls · spot is hereSpot between 1100 and 1200, now 66% of the way up. Max pain 1200 (+33.6 from spot).
- Below the put wallSustained trade below 1100 (−66.4 from spot). Next put Open Interest below: 1040 (2.91L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 1220 | +54 (+4.60%) | 2.13L |
| Move range high | 1219 | +53 (+4.51%) | — |
| Call wall | 1200 | +34 (+2.88%) | 7.51L |
| Max pain | 1200 | +34 (+2.88%) | — |
| Spot | 1166 | — | — |
| Next put wall | 1150 | −16 (−1.41%) | 2.04L |
| Gamma flip | 1128 | −39 (−3.33%) | — |
| Move range low | 1114 | −53 (−4.51%) | — |
| Put wall | 1100 | −66 (−5.69%) | 2.19L |
The move being priced
The ATM straddle prices a move of about ±53 to expiry, a range of 1114 to 1219, at an ATM implied volatility of 24.7%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched37 of 42 (88%) · 16 Call, 21 Put
- Positioning leanNot measured
- NESTLEIND vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 5 of 42 displayed legs have no matched session reading.
- The previous close for the immediately preceding session is not available, so the day change is left unknown rather than measured against an older date.
Expiry 2026-11-23 · 21 displayed strikes, 1070 to 1270 · Full expiry, 100 strikes, 580 to 1980
NESTLEIND on the live tools
This article is the read. These pages are the terminal, each opening on NESTLEIND.