NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2060 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 106.3 | -131.10 | - | 3 | 1 | 1 | |||
| 19 Dec | 2160.40 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 2188.05 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 2202.95 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 2238.75 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 2253.50 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 2224.05 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 2241.05 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 2214.45 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 2228.85 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 2267.80 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 2265.50 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 2257.80 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 2261.70 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 2251.85 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 2234.65 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 2236.25 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 2273.95 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2256.95 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 237.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 237.4 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2060 expiring on 26DEC2024
Delta for 2060 CE is -
Historical price for 2060 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 106.3, which was -131.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 237.4, 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 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 237.4, 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 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 237.4, 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 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 237.4, 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 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 237.4, 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 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 237.4, 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 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 237.4, 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 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 237.4, 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 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 237.4, 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 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 237.4, 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 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 237.4, 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 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 237.4, 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 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 237.4, 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 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 237.4, 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 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 237.4, 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 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 237.4, 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 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 237.4, 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 237.4, 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 237.4, 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 237.4, 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 237.4, 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 237.4, 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 237.4, 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 237.4, 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 2060 PE | |||||||
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Delta: -0.07
Vega: 0.35
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 2.15 | -0.95 | 26.80 | 202 | -12 | 140 |
| 19 Dec | 2160.40 | 3.1 | 1.35 | 27.01 | 348 | -20 | 154 |
| 18 Dec | 2188.05 | 1.75 | -0.25 | 25.86 | 22 | -9 | 179 |
| 17 Dec | 2202.95 | 2 | 0.65 | 27.56 | 172 | 102 | 188 |
| 16 Dec | 2238.75 | 1.35 | 0.15 | 29.00 | 58 | -4 | 85 |
| 13 Dec | 2253.50 | 1.2 | -2.30 | 26.30 | 180 | 20 | 90 |
| 12 Dec | 2224.05 | 3.5 | 0.80 | 27.41 | 88 | -2 | 70 |
| 11 Dec | 2241.05 | 2.7 | -1.05 | 27.13 | 136 | -15 | 77 |
| 10 Dec | 2214.45 | 3.75 | -1.05 | 25.85 | 83 | 15 | 91 |
| 9 Dec | 2228.85 | 4.8 | 1.65 | 27.82 | 92 | -2 | 77 |
| 6 Dec | 2267.80 | 3.15 | 0.00 | 0.00 | 0 | 7 | 0 |
| 5 Dec | 2265.50 | 3.15 | -0.15 | 25.59 | 11 | 7 | 79 |
| 4 Dec | 2257.80 | 3.3 | -0.35 | 24.95 | 2 | 0 | 70 |
| 3 Dec | 2261.70 | 3.65 | -2.15 | 25.79 | 103 | 62 | 69 |
| 2 Dec | 2251.85 | 5.8 | 0.00 | 0.00 | 0 | 7 | 0 |
| 29 Nov | 2234.65 | 5.8 | -5.75 | 24.27 | 9 | 6 | 6 |
| 28 Nov | 2236.25 | 11.55 | 0.00 | 8.81 | 0 | 0 | 0 |
| 27 Nov | 2273.95 | 11.55 | 0.00 | 9.68 | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 11.55 | 0.00 | 9.52 | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 11.55 | 0.00 | 8.29 | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 11.55 | 0.00 | 6.40 | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 11.55 | 0.00 | 6.41 | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 11.55 | 0.00 | 6.41 | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 11.55 | 0.00 | 6.36 | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 11.55 | 5.20 | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2060 expiring on 26DEC2024
Delta for 2060 PE is -0.07
Historical price for 2060 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 2.15, which was -0.95 lower than the previous day. The implied volatity was 26.80, the open interest changed by -12 which decreased total open position to 140
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 3.1, which was 1.35 higher than the previous day. The implied volatity was 27.01, the open interest changed by -20 which decreased total open position to 154
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 25.86, the open interest changed by -9 which decreased total open position to 179
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 2, which was 0.65 higher than the previous day. The implied volatity was 27.56, the open interest changed by 102 which increased total open position to 188
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 29.00, the open interest changed by -4 which decreased total open position to 85
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 1.2, which was -2.30 lower than the previous day. The implied volatity was 26.30, the open interest changed by 20 which increased total open position to 90
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 3.5, which was 0.80 higher than the previous day. The implied volatity was 27.41, the open interest changed by -2 which decreased total open position to 70
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 2.7, which was -1.05 lower than the previous day. The implied volatity was 27.13, the open interest changed by -15 which decreased total open position to 77
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 3.75, which was -1.05 lower than the previous day. The implied volatity was 25.85, the open interest changed by 15 which increased total open position to 91
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 4.8, which was 1.65 higher than the previous day. The implied volatity was 27.82, the open interest changed by -2 which decreased total open position to 77
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 25.59, the open interest changed by 7 which increased total open position to 79
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 3.3, which was -0.35 lower than the previous day. The implied volatity was 24.95, the open interest changed by 0 which decreased total open position to 70
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 3.65, which was -2.15 lower than the previous day. The implied volatity was 25.79, the open interest changed by 62 which increased total open position to 69
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 5.8, which was -5.75 lower than the previous day. The implied volatity was 24.27, the open interest changed by 6 which increased total open position to 6
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 8.81, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 9.68, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 9.52, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 8.29, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 6.40, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 6.41, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 6.41, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 6.36, 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 11.55, which was lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
