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[--[65.84.65.76]--]
NESTLEIND
Nestle India Limited

2211.2 -2.95 (-0.13%)

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Historical option data for NESTLEIND

21 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2020 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2211.20 749.8 0.00 - 0 0 0
20 Nov 2214.15 749.8 0.00 - 0 0 0
19 Nov 2214.15 749.8 0.00 - 0 0 0
18 Nov 2213.20 749.8 0.00 - 0 0 0
14 Nov 2182.80 749.8 0.00 - 0 0 0
13 Nov 2235.25 749.8 0.00 - 0 0 0
12 Nov 2256.20 749.8 0.00 - 0 0 0
11 Nov 2279.05 749.8 0.00 - 0 0 0
8 Nov 2295.65 749.8 0.00 - 0 0 0
7 Nov 2262.85 749.8 0.00 - 0 0 0
6 Nov 2275.60 749.8 0.00 - 0 0 0
5 Nov 2262.45 749.8 0.00 - 0 0 0
4 Nov 2246.20 749.8 0.00 - 0 0 0
1 Nov 2282.30 749.8 0.00 - 0 0 0
31 Oct 2262.95 749.8 0.00 - 0 0 0
30 Oct 2276.30 749.8 0.00 - 0 0 0
29 Oct 2267.40 749.8 0.00 - 0 0 0
28 Oct 2272.05 749.8 - 0 0 0


For Nestle India Limited - strike price 2020 expiring on 28NOV2024

Delta for 2020 CE is -

Historical price for 2020 CE is as follows

On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 749.8, 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 749.8, 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 749.8, 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 749.8, 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 749.8, 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 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 749.8, 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 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 749.8, 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 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 749.8, 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 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 749.8, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 749.8, 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 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 749.8, 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 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 749.8, 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 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 749.8, 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 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 749.8, 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 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 749.8, 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 749.8, 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 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 749.8, 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 749.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NESTLEIND 28NOV2024 2020 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2211.20 1.35 0.00 0.00 0 0 0
20 Nov 2214.15 1.35 0.00 31.69 1 0 59
19 Nov 2214.15 1.35 -0.75 31.69 1 0 59
18 Nov 2213.20 2.1 -0.65 33.23 14 2 60
14 Nov 2182.80 2.75 2.50 27.20 30 6 59
13 Nov 2235.25 0.25 0.00 0.00 0 -1 0
12 Nov 2256.20 0.25 -1.75 22.25 2 -1 53
11 Nov 2279.05 2 0.00 0.00 0 0 0
8 Nov 2295.65 2 0.00 0.00 0 -2 0
7 Nov 2262.85 2 -1.20 27.39 2 0 56
6 Nov 2275.60 3.2 0.00 0.00 0 0 0
5 Nov 2262.45 3.2 -1.40 29.12 43 -1 55
4 Nov 2246.20 4.6 4.55 29.14 62 55 55
1 Nov 2282.30 0.05 0.00 11.84 0 0 0
31 Oct 2262.95 0.05 0.00 - 0 0 0
30 Oct 2276.30 0.05 0.00 - 0 0 0
29 Oct 2267.40 0.05 0.00 - 0 0 0
28 Oct 2272.05 0.05 - 0 0 0


For Nestle India Limited - strike price 2020 expiring on 28NOV2024

Delta for 2020 PE is 0.00

Historical price for 2020 PE is as follows

On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 1.35, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 31.69, the open interest changed by 0 which decreased total open position to 59


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 31.69, the open interest changed by 0 which decreased total open position to 59


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 2.1, which was -0.65 lower than the previous day. The implied volatity was 33.23, the open interest changed by 2 which increased total open position to 60


On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 2.75, which was 2.50 higher than the previous day. The implied volatity was 27.20, the open interest changed by 6 which increased total open position to 59


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 0.25, which was -1.75 lower than the previous day. The implied volatity was 22.25, the open interest changed by -1 which decreased total open position to 53


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 2, 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 2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 2, which was -1.20 lower than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 56


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 3.2, 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 3.2, which was -1.40 lower than the previous day. The implied volatity was 29.12, the open interest changed by -1 which decreased total open position to 55


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 4.6, which was 4.55 higher than the previous day. The implied volatity was 29.14, the open interest changed by 55 which increased total open position to 55


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 11.84, 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 0.05, 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 0.05, 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 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 0.05, 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 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to