NESTLEIND options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where NESTLEIND can go (next trading day)

For the next trading day, options point to about 1.7% either way: NESTLEIND between 1,311 and 1,355 (from 1,333).

Lower end 1,311Now 1,333Upper end 1,355

Where NESTLEIND can go in the next 3 days

Options imply about 2.9% either way over 3 days (about 1.7% in a day). That puts NESTLEIND between 1,294 and 1,372 in 3 days (now 1,333).

Lower end 1,294Now 1,333Upper end 1,372

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

Event: Results 2026-10-15

NESTLEIND (Fast Moving Consumer Goods): ATM IV is 26.5%, higher than 89% of days over the last year in the same expiry-cycle phase. Options imply about ±1.67% in a day and ±2.89% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)

ATM IV

26.5%

IV percentile

89%

Expected move 1d

±1.67%

Expected move 3d

±2.89%

IV / realised

1.16

Gamma flip

-3.3%

from spot

Max pain

-0.2%

from spot

Lot size

500

Confirm lot size with your broker.

Event

Results 2026-10-15

ATM IV, last 60 days

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Fast Moving Consumer Goods

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.