NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2182.80 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2235.25 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2279.05 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2295.65 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2262.85 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2275.60 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2262.45 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2246.20 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 2282.30 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2262.95 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2276.30 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 2267.40 | 721.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2272.05 | 721.35 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2060 expiring on 28NOV2024
Delta for 2060 CE is -
Historical price for 2060 CE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 721.35, 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 721.35, 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 721.35, 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 721.35, 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 721.35, 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 721.35, 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 721.35, 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 721.35, 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 721.35, 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 721.35, 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 721.35, 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 721.35, 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 721.35, 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 721.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.72
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2182.80 | 4.85 | 2.65 | 25.31 | 239 | 71 | 173 |
| 13 Nov | 2235.25 | 2.2 | 0.00 | 26.05 | 13 | 0 | 102 |
| 12 Nov | 2256.20 | 2.2 | -1.40 | 25.61 | 24 | 13 | 115 |
| 11 Nov | 2279.05 | 3.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 2295.65 | 3.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 2262.85 | 3.6 | 0.70 | 27.00 | 35 | 8 | 109 |
| 6 Nov | 2275.60 | 2.9 | -2.50 | 26.10 | 151 | 47 | 102 |
| 5 Nov | 2262.45 | 5.4 | -1.30 | 28.41 | 45 | -6 | 54 |
| 4 Nov | 2246.20 | 6.7 | 6.65 | 27.56 | 168 | 60 | 60 |
| 1 Nov | 2282.30 | 0.05 | 0.00 | 10.31 | 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 2060 expiring on 28NOV2024
Delta for 2060 PE is -0.09
Historical price for 2060 PE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 4.85, which was 2.65 higher than the previous day. The implied volatity was 25.31, the open interest changed by 71 which increased total open position to 173
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 26.05, the open interest changed by 0 which decreased total open position to 102
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 2.2, which was -1.40 lower than the previous day. The implied volatity was 25.61, the open interest changed by 13 which increased total open position to 115
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 3.6, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 3.6, which was 0.70 higher than the previous day. The implied volatity was 27.00, the open interest changed by 8 which increased total open position to 109
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 2.9, which was -2.50 lower than the previous day. The implied volatity was 26.10, the open interest changed by 47 which increased total open position to 102
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 5.4, which was -1.30 lower than the previous day. The implied volatity was 28.41, the open interest changed by -6 which decreased total open position to 54
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 6.7, which was 6.65 higher than the previous day. The implied volatity was 27.56, the open interest changed by 60 which increased total open position to 60
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 10.31, 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
