NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 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 | |||
| 14 Nov | 2182.80 | 280 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 2235.25 | 280 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 280 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 2279.05 | 280 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 2295.65 | 280 | 37.30 | - | 1 | 0 | 6 | |||
| 7 Nov | 2262.85 | 242.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 2275.60 | 242.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 2262.45 | 242.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
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| 4 Nov | 2246.20 | 242.7 | -49.30 | - | 3 | 0 | 3 | |||
| 1 Nov | 2282.30 | 292 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 2262.95 | 292 | 0.00 | - | 0 | 2 | 0 | |||
| 30 Oct | 2276.30 | 292 | -16.40 | - | 2 | 1 | 2 | |||
| 29 Oct | 2267.40 | 308.4 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 2272.05 | 308.4 | - | 1 | 0 | 0 | ||||
For Nestle India Limited - strike price 2000 expiring on 28NOV2024
Delta for 2000 CE is 0.00
Historical price for 2000 CE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 280, 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 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 280, 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 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 280, 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 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 280, 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 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 280, which was 37.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 242.7, 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 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 242.7, 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 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 242.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 242.7, which was -49.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 292, 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 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 292, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 292, which was -16.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 308.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NESTLEIND was trading at 2272.05. The strike last trading price was 308.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.38
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2182.80 | 2.1 | 1.30 | 28.13 | 156 | 13 | 389 |
| 13 Nov | 2235.25 | 0.8 | 0.20 | 27.89 | 11 | 0 | 376 |
| 12 Nov | 2256.20 | 0.6 | 0.00 | 26.82 | 3 | -2 | 379 |
| 11 Nov | 2279.05 | 0.6 | -0.30 | 28.71 | 10 | 0 | 381 |
| 8 Nov | 2295.65 | 0.9 | -0.80 | 28.81 | 103 | -37 | 382 |
| 7 Nov | 2262.85 | 1.7 | 0.20 | 28.86 | 50 | -4 | 424 |
| 6 Nov | 2275.60 | 1.5 | -0.95 | 28.41 | 51 | -14 | 428 |
| 5 Nov | 2262.45 | 2.45 | -1.10 | 29.51 | 259 | 111 | 446 |
| 4 Nov | 2246.20 | 3.55 | 0.30 | 29.44 | 388 | 190 | 336 |
| 1 Nov | 2282.30 | 3.25 | -0.80 | 30.46 | 17 | 6 | 149 |
| 31 Oct | 2262.95 | 4.05 | -0.95 | - | 73 | 36 | 142 |
| 30 Oct | 2276.30 | 5 | 1.00 | - | 10 | 1 | 106 |
| 29 Oct | 2267.40 | 4 | -1.00 | - | 37 | 14 | 88 |
| 28 Oct | 2272.05 | 5 | - | 74 | 60 | 60 | |
For Nestle India Limited - strike price 2000 expiring on 28NOV2024
Delta for 2000 PE is -0.04
Historical price for 2000 PE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 2.1, which was 1.30 higher than the previous day. The implied volatity was 28.13, the open interest changed by 13 which increased total open position to 389
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 27.89, the open interest changed by 0 which decreased total open position to 376
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 26.82, the open interest changed by -2 which decreased total open position to 379
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 381
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 28.81, the open interest changed by -37 which decreased total open position to 382
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 28.86, the open interest changed by -4 which decreased total open position to 424
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 1.5, which was -0.95 lower than the previous day. The implied volatity was 28.41, the open interest changed by -14 which decreased total open position to 428
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 2.45, which was -1.10 lower than the previous day. The implied volatity was 29.51, the open interest changed by 111 which increased total open position to 446
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 3.55, which was 0.30 higher than the previous day. The implied volatity was 29.44, the open interest changed by 190 which increased total open position to 336
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 3.25, which was -0.80 lower than the previous day. The implied volatity was 30.46, the open interest changed by 6 which increased total open position to 149
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 4.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 5, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NESTLEIND was trading at 2272.05. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
