[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1299.1 -7.80 (-0.60%)
L: 1290.1 H: 1310.8

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Historical option data for NESTLEIND

09 Jan 2026 04:10 PM IST
NESTLEIND 27-JAN-2026 1300 CE
Delta: 0.55
Vega: 1.14
Theta: -0.69
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 1299.10 20.95 -8 15.78 1,286 -9 1,057
8 Jan 1306.90 28.2 -5.15 17.94 719 50 1,070
7 Jan 1314.80 33.5 -2.95 15.52 475 20 1,020
6 Jan 1319.90 37.9 1.25 17.90 1,383 -92 998
5 Jan 1314.60 36.9 20.75 18.62 5,819 0 1,090
2 Jan 1279.70 16.55 -6.2 16.01 2,269 37 1,087
1 Jan 1295.00 21.4 1.35 15.15 2,508 9 1,050
31 Dec 1288.00 19.8 3.25 15.35 2,519 292 1,056
30 Dec 1274.10 16.95 -3.25 17.74 1,342 145 756
29 Dec 1280.00 19.8 2.7 16.85 1,675 273 608
26 Dec 1272.60 17.2 4.3 16.84 547 44 300
24 Dec 1259.70 12.5 0 15.49 498 49 256
23 Dec 1256.50 12.3 -1.6 16.29 106 29 207
22 Dec 1257.20 13.9 2.85 16.74 132 10 176
19 Dec 1244.40 11.1 1.1 16.65 31 11 165
18 Dec 1233.50 10 -0.6 17.92 49 1 152
17 Dec 1234.60 10.7 -2 17.95 73 19 150
16 Dec 1240.60 13 -0.15 17.48 145 23 130
15 Dec 1243.50 13 1.95 17.49 82 19 106
12 Dec 1238.30 11.2 4.15 16.57 49 19 87
11 Dec 1215.00 7.05 0 16.14 16 7 66
10 Dec 1209.30 7.05 -2.4 16.87 12 5 57
9 Dec 1215.80 9.45 -0.05 17.78 17 10 51
8 Dec 1214.80 9.5 -8.6 17.75 46 18 40
5 Dec 1246.90 18.15 2.6 16.91 14 5 19
4 Dec 1242.40 15.55 -3.05 16.32 11 6 13
3 Dec 1241.90 18.6 -38.35 18.19 9 7 7
2 Dec 1258.90 56.95 0 1.18 0 0 0
1 Dec 1260.60 56.95 0 1.31 0 0 0
26 Nov 1276.80 56.95 0 0.24 0 0 0
24 Nov 1269.20 56.95 0 0.70 0 0 0
21 Nov 1280.70 56.95 0 - 0 0 0
19 Nov 1279.00 56.95 0 - 0 0 0
18 Nov 1265.10 56.95 0 - 0 0 0
17 Nov 1270.30 56.95 0 0.30 0 0 0
14 Nov 1271.60 56.95 0 0.27 0 0 0
13 Nov 1275.20 56.95 0 - 0 0 0
11 Nov 1268.10 56.95 0 0.29 0 0 0
10 Nov 1262.90 56.95 0 0.60 0 0 0
7 Nov 1262.70 56.95 0 0.45 0 0 0
6 Nov 1266.10 56.95 0 - 0 0 0
4 Nov 1265.00 56.95 0 0.22 0 0 0
3 Nov 1266.70 56.95 0 0.08 0 0 0
31 Oct 1271.60 56.95 0 - 0 0 0
30 Oct 1279.90 56.95 0 - 0 0 0


For Nestle India Limited - strike price 1300 expiring on 27JAN2026

Delta for 1300 CE is 0.55

Historical price for 1300 CE is as follows

On 9 Jan NESTLEIND was trading at 1299.10. The strike last trading price was 20.95, which was -8 lower than the previous day. The implied volatity was 15.78, the open interest changed by -9 which decreased total open position to 1057


On 8 Jan NESTLEIND was trading at 1306.90. The strike last trading price was 28.2, which was -5.15 lower than the previous day. The implied volatity was 17.94, the open interest changed by 50 which increased total open position to 1070


On 7 Jan NESTLEIND was trading at 1314.80. The strike last trading price was 33.5, which was -2.95 lower than the previous day. The implied volatity was 15.52, the open interest changed by 20 which increased total open position to 1020


On 6 Jan NESTLEIND was trading at 1319.90. The strike last trading price was 37.9, which was 1.25 higher than the previous day. The implied volatity was 17.90, the open interest changed by -92 which decreased total open position to 998


On 5 Jan NESTLEIND was trading at 1314.60. The strike last trading price was 36.9, which was 20.75 higher than the previous day. The implied volatity was 18.62, the open interest changed by 0 which decreased total open position to 1090


On 2 Jan NESTLEIND was trading at 1279.70. The strike last trading price was 16.55, which was -6.2 lower than the previous day. The implied volatity was 16.01, the open interest changed by 37 which increased total open position to 1087


On 1 Jan NESTLEIND was trading at 1295.00. The strike last trading price was 21.4, which was 1.35 higher than the previous day. The implied volatity was 15.15, the open interest changed by 9 which increased total open position to 1050


On 31 Dec NESTLEIND was trading at 1288.00. The strike last trading price was 19.8, which was 3.25 higher than the previous day. The implied volatity was 15.35, the open interest changed by 292 which increased total open position to 1056


On 30 Dec NESTLEIND was trading at 1274.10. The strike last trading price was 16.95, which was -3.25 lower than the previous day. The implied volatity was 17.74, the open interest changed by 145 which increased total open position to 756


On 29 Dec NESTLEIND was trading at 1280.00. The strike last trading price was 19.8, which was 2.7 higher than the previous day. The implied volatity was 16.85, the open interest changed by 273 which increased total open position to 608


On 26 Dec NESTLEIND was trading at 1272.60. The strike last trading price was 17.2, which was 4.3 higher than the previous day. The implied volatity was 16.84, the open interest changed by 44 which increased total open position to 300


On 24 Dec NESTLEIND was trading at 1259.70. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 15.49, the open interest changed by 49 which increased total open position to 256


On 23 Dec NESTLEIND was trading at 1256.50. The strike last trading price was 12.3, which was -1.6 lower than the previous day. The implied volatity was 16.29, the open interest changed by 29 which increased total open position to 207


On 22 Dec NESTLEIND was trading at 1257.20. The strike last trading price was 13.9, which was 2.85 higher than the previous day. The implied volatity was 16.74, the open interest changed by 10 which increased total open position to 176


On 19 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 11.1, which was 1.1 higher than the previous day. The implied volatity was 16.65, the open interest changed by 11 which increased total open position to 165


On 18 Dec NESTLEIND was trading at 1233.50. The strike last trading price was 10, which was -0.6 lower than the previous day. The implied volatity was 17.92, the open interest changed by 1 which increased total open position to 152


On 17 Dec NESTLEIND was trading at 1234.60. The strike last trading price was 10.7, which was -2 lower than the previous day. The implied volatity was 17.95, the open interest changed by 19 which increased total open position to 150


On 16 Dec NESTLEIND was trading at 1240.60. The strike last trading price was 13, which was -0.15 lower than the previous day. The implied volatity was 17.48, the open interest changed by 23 which increased total open position to 130


On 15 Dec NESTLEIND was trading at 1243.50. The strike last trading price was 13, which was 1.95 higher than the previous day. The implied volatity was 17.49, the open interest changed by 19 which increased total open position to 106


On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 11.2, which was 4.15 higher than the previous day. The implied volatity was 16.57, the open interest changed by 19 which increased total open position to 87


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 7.05, which was 0 lower than the previous day. The implied volatity was 16.14, the open interest changed by 7 which increased total open position to 66


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 7.05, which was -2.4 lower than the previous day. The implied volatity was 16.87, the open interest changed by 5 which increased total open position to 57


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 9.45, which was -0.05 lower than the previous day. The implied volatity was 17.78, the open interest changed by 10 which increased total open position to 51


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 9.5, which was -8.6 lower than the previous day. The implied volatity was 17.75, the open interest changed by 18 which increased total open position to 40


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 18.15, which was 2.6 higher than the previous day. The implied volatity was 16.91, the open interest changed by 5 which increased total open position to 19


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 15.55, which was -3.05 lower than the previous day. The implied volatity was 16.32, the open interest changed by 6 which increased total open position to 13


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 18.6, which was -38.35 lower than the previous day. The implied volatity was 18.19, the open interest changed by 7 which increased total open position to 7


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0


On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0


On 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0


On 6 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 3 Nov NESTLEIND was trading at 1266.70. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 31 Oct NESTLEIND was trading at 1271.60. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 27JAN2026 1300 PE
Delta: -0.45
Vega: 1.14
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 1299.10 20.6 3.6 20.20 896 -3 1,389
8 Jan 1306.90 17.6 3.1 19.80 445 18 1,396
7 Jan 1314.80 14.6 0.55 20.42 803 28 1,378
6 Jan 1319.90 13.5 -2.25 19.54 1,092 -24 1,344
5 Jan 1314.60 15.05 -15.85 19.43 3,558 1,021 1,368
2 Jan 1279.70 29.6 7.2 17.77 374 139 347
1 Jan 1295.00 23.05 -2.9 17.17 300 26 208
31 Dec 1288.00 26.7 -9.15 17.85 211 65 182
30 Dec 1274.10 37 3.4 18.91 129 47 118
29 Dec 1280.00 34.55 -2.1 20.38 83 33 71
26 Dec 1272.60 36.65 -9.45 17.39 49 33 37
24 Dec 1259.70 46.1 -20.2 - 0 0 4
23 Dec 1256.50 46.1 -20.2 17.24 4 3 3
22 Dec 1257.20 66.3 0 - 0 0 0
19 Dec 1244.40 66.3 0 - 0 0 0
18 Dec 1233.50 66.3 0 - 0 0 0
17 Dec 1234.60 66.3 0 - 0 0 0
16 Dec 1240.60 66.3 0 - 0 0 0
15 Dec 1243.50 66.3 0 - 0 0 0
12 Dec 1238.30 66.3 0 - 0 0 0
11 Dec 1215.00 66.3 0 - 0 0 0
10 Dec 1209.30 66.3 0 - 0 0 0
9 Dec 1215.80 66.3 0 - 0 0 0
8 Dec 1214.80 66.3 0 - 0 0 0
5 Dec 1246.90 66.3 0 - 0 0 0
4 Dec 1242.40 66.3 0 - 0 0 0
3 Dec 1241.90 66.3 0 - 0 0 0
2 Dec 1258.90 66.3 0 - 0 0 0
1 Dec 1260.60 66.3 0 - 0 0 0
26 Nov 1276.80 66.3 0 - 0 0 0
24 Nov 1269.20 66.3 0 - 0 0 0
21 Nov 1280.70 66.3 0 0.08 0 0 0
19 Nov 1279.00 66.3 0 0.21 0 0 0
18 Nov 1265.10 66.3 0 - 0 0 0
17 Nov 1270.30 66.3 0 - 0 0 0
14 Nov 1271.60 66.3 0 - 0 0 0
13 Nov 1275.20 66.3 0 0.09 0 0 0
11 Nov 1268.10 66.3 0 - 0 0 0
10 Nov 1262.90 66.3 0 - 0 0 0
7 Nov 1262.70 66.3 0 - 0 0 0
6 Nov 1266.10 66.3 0 - 0 0 0
4 Nov 1265.00 66.3 0 - 0 0 0
3 Nov 1266.70 66.3 0 - 0 0 0
31 Oct 1271.60 66.3 0 - 0 0 0
30 Oct 1279.90 66.3 0 - 0 0 0


For Nestle India Limited - strike price 1300 expiring on 27JAN2026

Delta for 1300 PE is -0.45

Historical price for 1300 PE is as follows

On 9 Jan NESTLEIND was trading at 1299.10. The strike last trading price was 20.6, which was 3.6 higher than the previous day. The implied volatity was 20.20, the open interest changed by -3 which decreased total open position to 1389


On 8 Jan NESTLEIND was trading at 1306.90. The strike last trading price was 17.6, which was 3.1 higher than the previous day. The implied volatity was 19.80, the open interest changed by 18 which increased total open position to 1396


On 7 Jan NESTLEIND was trading at 1314.80. The strike last trading price was 14.6, which was 0.55 higher than the previous day. The implied volatity was 20.42, the open interest changed by 28 which increased total open position to 1378


On 6 Jan NESTLEIND was trading at 1319.90. The strike last trading price was 13.5, which was -2.25 lower than the previous day. The implied volatity was 19.54, the open interest changed by -24 which decreased total open position to 1344


On 5 Jan NESTLEIND was trading at 1314.60. The strike last trading price was 15.05, which was -15.85 lower than the previous day. The implied volatity was 19.43, the open interest changed by 1021 which increased total open position to 1368


On 2 Jan NESTLEIND was trading at 1279.70. The strike last trading price was 29.6, which was 7.2 higher than the previous day. The implied volatity was 17.77, the open interest changed by 139 which increased total open position to 347


On 1 Jan NESTLEIND was trading at 1295.00. The strike last trading price was 23.05, which was -2.9 lower than the previous day. The implied volatity was 17.17, the open interest changed by 26 which increased total open position to 208


On 31 Dec NESTLEIND was trading at 1288.00. The strike last trading price was 26.7, which was -9.15 lower than the previous day. The implied volatity was 17.85, the open interest changed by 65 which increased total open position to 182


On 30 Dec NESTLEIND was trading at 1274.10. The strike last trading price was 37, which was 3.4 higher than the previous day. The implied volatity was 18.91, the open interest changed by 47 which increased total open position to 118


On 29 Dec NESTLEIND was trading at 1280.00. The strike last trading price was 34.55, which was -2.1 lower than the previous day. The implied volatity was 20.38, the open interest changed by 33 which increased total open position to 71


On 26 Dec NESTLEIND was trading at 1272.60. The strike last trading price was 36.65, which was -9.45 lower than the previous day. The implied volatity was 17.39, the open interest changed by 33 which increased total open position to 37


On 24 Dec NESTLEIND was trading at 1259.70. The strike last trading price was 46.1, which was -20.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 23 Dec NESTLEIND was trading at 1256.50. The strike last trading price was 46.1, which was -20.2 lower than the previous day. The implied volatity was 17.24, the open interest changed by 3 which increased total open position to 3


On 22 Dec NESTLEIND was trading at 1257.20. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec NESTLEIND was trading at 1233.50. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec NESTLEIND was trading at 1234.60. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec NESTLEIND was trading at 1240.60. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec NESTLEIND was trading at 1243.50. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov NESTLEIND was trading at 1266.70. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct NESTLEIND was trading at 1271.60. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0