NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 2163.50 | 194.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 2160.40 | 194.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Dec | 2188.05 | 194.6 | -42.25 | 36.76 | 2 | 1 | 3 | |||
| 17 Dec | 2202.95 | 236.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2238.75 | 236.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2253.50 | 236.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2224.05 | 236.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2241.05 | 236.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 2214.45 | 236.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 2228.85 | 236.85 | -27.05 | - | 1 | 0 | 1 | |||
| 6 Dec | 2267.80 | 263.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2265.50 | 263.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2257.80 | 263.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2261.70 | 263.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2251.85 | 263.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 2234.65 | 263.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 2236.25 | 263.9 | -527.75 | 30.65 | 1 | 0 | 0 | |||
| 27 Nov | 2273.95 | 791.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2256.95 | 791.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 791.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 791.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 791.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 791.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 791.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 791.65 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2000 expiring on 26DEC2024
Delta for 2000 CE is 0.00
Historical price for 2000 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 194.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 194.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 194.6, which was -42.25 lower than the previous day. The implied volatity was 36.76, the open interest changed by 1 which increased total open position to 3
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 236.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 236.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 236.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 236.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 236.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 236.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 236.85, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 263.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 263.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 263.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 263.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 263.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 263.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 263.9, which was -527.75 lower than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 791.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 791.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 791.65, which was 0.00 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 2211.20. The strike last trading price was 791.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 791.65, which was 0.00 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 2214.15. The strike last trading price was 791.65, which was 0.00 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 2213.20. The strike last trading price was 791.65, which was 0.00 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 2182.80. The strike last trading price was 791.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 26DEC2024 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.12
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 0.55 | -0.55 | 30.03 | 211 | 11 | 814 |
| 19 Dec | 2160.40 | 1.1 | 0.30 | 31.32 | 124 | 1 | 804 |
| 18 Dec | 2188.05 | 0.8 | -0.10 | 30.98 | 170 | -3 | 803 |
| 17 Dec | 2202.95 | 0.9 | 0.15 | 31.91 | 276 | -6 | 808 |
| 16 Dec | 2238.75 | 0.75 | -0.05 | 33.73 | 30 | -2 | 816 |
| 13 Dec | 2253.50 | 0.8 | -0.75 | 31.14 | 135 | -49 | 822 |
| 12 Dec | 2224.05 | 1.55 | 0.05 | 30.08 | 127 | 38 | 871 |
| 11 Dec | 2241.05 | 1.5 | -0.45 | 30.79 | 213 | -152 | 833 |
| 10 Dec | 2214.45 | 1.95 | -0.40 | 29.14 | 193 | -66 | 990 |
| 9 Dec | 2228.85 | 2.35 | 0.95 | 30.31 | 1,055 | 213 | 1,061 |
| 6 Dec | 2267.80 | 1.4 | -0.25 | 28.64 | 126 | -46 | 849 |
| 5 Dec | 2265.50 | 1.65 | -0.20 | 28.14 | 388 | 73 | 896 |
| 4 Dec | 2257.80 | 1.85 | -0.25 | 27.77 | 187 | 24 | 823 |
| 3 Dec | 2261.70 | 2.1 | -0.50 | 28.37 | 509 | 368 | 799 |
| 2 Dec | 2251.85 | 2.6 | -1.10 | 28.22 | 580 | 179 | 431 |
| 29 Nov | 2234.65 | 3.7 | -0.55 | 27.35 | 439 | 188 | 254 |
| 28 Nov | 2236.25 | 4.25 | -0.25 | 28.51 | 47 | 12 | 60 |
| 27 Nov | 2273.95 | 4.5 | -0.30 | 30.52 | 9 | 0 | 47 |
| 25 Nov | 2256.95 | 4.8 | -0.75 | 29.41 | 9 | 5 | 47 |
| 22 Nov | 2247.30 | 5.55 | -1.55 | 27.57 | 14 | 3 | 45 |
| 21 Nov | 2211.20 | 7.1 | -1.55 | 26.18 | 31 | 17 | 41 |
| 20 Nov | 2214.15 | 8.65 | 0.00 | 26.77 | 14 | 6 | 23 |
| 19 Nov | 2214.15 | 8.65 | 1.10 | 26.77 | 14 | 5 | 23 |
| 18 Nov | 2213.20 | 7.55 | -3.40 | 26.20 | 19 | 12 | 17 |
| 14 Nov | 2182.80 | 10.95 | 25.68 | 5 | 2 | 2 | |
For Nestle India Limited - strike price 2000 expiring on 26DEC2024
Delta for 2000 PE is -0.02
Historical price for 2000 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was 30.03, the open interest changed by 11 which increased total open position to 814
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was 31.32, the open interest changed by 1 which increased total open position to 804
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 30.98, the open interest changed by -3 which decreased total open position to 803
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 31.91, the open interest changed by -6 which decreased total open position to 808
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 33.73, the open interest changed by -2 which decreased total open position to 816
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 31.14, the open interest changed by -49 which decreased total open position to 822
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 30.08, the open interest changed by 38 which increased total open position to 871
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 30.79, the open interest changed by -152 which decreased total open position to 833
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 1.95, which was -0.40 lower than the previous day. The implied volatity was 29.14, the open interest changed by -66 which decreased total open position to 990
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 2.35, which was 0.95 higher than the previous day. The implied volatity was 30.31, the open interest changed by 213 which increased total open position to 1061
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 28.64, the open interest changed by -46 which decreased total open position to 849
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 28.14, the open interest changed by 73 which increased total open position to 896
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 27.77, the open interest changed by 24 which increased total open position to 823
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 2.1, which was -0.50 lower than the previous day. The implied volatity was 28.37, the open interest changed by 368 which increased total open position to 799
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 2.6, which was -1.10 lower than the previous day. The implied volatity was 28.22, the open interest changed by 179 which increased total open position to 431
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 3.7, which was -0.55 lower than the previous day. The implied volatity was 27.35, the open interest changed by 188 which increased total open position to 254
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 4.25, which was -0.25 lower than the previous day. The implied volatity was 28.51, the open interest changed by 12 which increased total open position to 60
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 4.5, which was -0.30 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 47
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 4.8, which was -0.75 lower than the previous day. The implied volatity was 29.41, the open interest changed by 5 which increased total open position to 47
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 5.55, which was -1.55 lower than the previous day. The implied volatity was 27.57, the open interest changed by 3 which increased total open position to 45
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 7.1, which was -1.55 lower than the previous day. The implied volatity was 26.18, the open interest changed by 17 which increased total open position to 41
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 8.65, which was 0.00 lower than the previous day. The implied volatity was 26.77, the open interest changed by 6 which increased total open position to 23
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 8.65, which was 1.10 higher than the previous day. The implied volatity was 26.77, the open interest changed by 5 which increased total open position to 23
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 7.55, which was -3.40 lower than the previous day. The implied volatity was 26.20, the open interest changed by 12 which increased total open position to 17
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was 25.68, the open interest changed by 2 which increased total open position to 2
