NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 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
