NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2040 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 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2235.25 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2279.05 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2295.65 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 2262.85 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2275.60 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2262.45 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2246.20 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 2282.30 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2262.95 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2276.30 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2267.40 | 503.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2272.05 | 503.55 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2040 expiring on 28NOV2024
Delta for 2040 CE is -
Historical price for 2040 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, 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 503.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.23
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 1.35 | 0.05 | 32.46 | 68 | -7 | 148 |
| 20 Nov | 2214.15 | 1.3 | 0.00 | 28.66 | 1 | 0 | 155 |
| 19 Nov | 2214.15 | 1.3 | -0.05 | 28.66 | 1 | 0 | 155 |
| 18 Nov | 2213.20 | 1.35 | -1.50 | 28.22 | 26 | 2 | 155 |
| 14 Nov | 2182.80 | 2.85 | 1.65 | 24.78 | 1 | 0 | 153 |
| 13 Nov | 2235.25 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 1.2 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 2279.05 | 1.2 | -0.80 | 27.82 | 124 | -1 | 159 |
| 8 Nov | 2295.65 | 2 | -0.50 | 28.77 | 139 | 40 | 159 |
| 7 Nov | 2262.85 | 2.5 | -0.15 | 27.00 | 138 | 49 | 127 |
| 6 Nov | 2275.60 | 2.65 | -1.15 | 27.55 | 45 | 1 | 79 |
| 5 Nov | 2262.45 | 3.8 | -1.65 | 28.19 | 65 | -7 | 78 |
| 4 Nov | 2246.20 | 5.45 | 3.15 | 28.22 | 140 | 86 | 86 |
| 1 Nov | 2282.30 | 2.3 | 0.00 | 11.10 | 0 | 0 | 0 |
| 31 Oct | 2262.95 | 2.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2276.30 | 2.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2267.40 | 2.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2272.05 | 2.3 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2040 expiring on 28NOV2024
Delta for 2040 PE is -0.03
Historical price for 2040 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 32.46, the open interest changed by -7 which decreased total open position to 148
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 28.66, the open interest changed by 0 which decreased total open position to 155
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 28.66, the open interest changed by 0 which decreased total open position to 155
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 1.35, which was -1.50 lower than the previous day. The implied volatity was 28.22, the open interest changed by 2 which increased total open position to 155
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 2.85, which was 1.65 higher than the previous day. The implied volatity was 24.78, the open interest changed by 0 which decreased total open position to 153
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 1.2, 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 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 1.2, 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 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 1.2, which was -0.80 lower than the previous day. The implied volatity was 27.82, the open interest changed by -1 which decreased total open position to 159
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 28.77, the open interest changed by 40 which increased total open position to 159
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 27.00, the open interest changed by 49 which increased total open position to 127
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 2.65, which was -1.15 lower than the previous day. The implied volatity was 27.55, the open interest changed by 1 which increased total open position to 79
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 3.8, which was -1.65 lower than the previous day. The implied volatity was 28.19, the open interest changed by -7 which decreased total open position to 78
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 5.45, which was 3.15 higher than the previous day. The implied volatity was 28.22, the open interest changed by 86 which increased total open position to 86
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 11.10, 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 2.3, 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 2.3, 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 2.3, 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 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
