NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2080 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 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 2160.40 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 2188.05 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 2202.95 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 2238.75 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 2253.50 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 2224.05 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 2241.05 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 2214.45 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 2228.85 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 2267.80 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 2265.50 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 2257.80 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 2261.70 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 2251.85 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 2234.65 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 2236.25 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 2273.95 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2256.95 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 713.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 713.3 | 713.30 | - | 0 | 0 | 0 | |||
| 29 Oct | 2267.40 | 0 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2080 expiring on 26DEC2024
Delta for 2080 CE is -
Historical price for 2080 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 713.3, 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 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, 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 713.3, which was 713.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 26DEC2024 2080 PE | |||||||
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Delta: -0.09
Vega: 0.46
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 2.95 | -1.40 | 24.70 | 380 | 16 | 197 |
| 19 Dec | 2160.40 | 4.35 | 1.70 | 25.39 | 339 | 28 | 182 |
| 18 Dec | 2188.05 | 2.65 | -0.10 | 24.83 | 54 | -20 | 149 |
| 17 Dec | 2202.95 | 2.75 | 1.20 | 26.29 | 121 | 33 | 167 |
| 16 Dec | 2238.75 | 1.55 | 0.00 | 0.00 | 0 | 39 | 0 |
| 13 Dec | 2253.50 | 1.55 | -2.45 | 25.15 | 316 | 40 | 135 |
| 12 Dec | 2224.05 | 4 | 0.85 | 25.60 | 319 | 35 | 95 |
| 11 Dec | 2241.05 | 3.15 | -2.35 | 25.58 | 22 | -4 | 61 |
| 10 Dec | 2214.45 | 5.5 | 0.00 | 0.00 | 0 | -19 | 0 |
| 9 Dec | 2228.85 | 5.5 | 2.15 | 26.25 | 166 | -20 | 64 |
| 6 Dec | 2267.80 | 3.35 | -0.10 | 25.26 | 4 | -1 | 84 |
| 5 Dec | 2265.50 | 3.45 | -0.85 | 24.03 | 161 | 26 | 87 |
| 4 Dec | 2257.80 | 4.3 | 0.00 | 0.00 | 0 | 21 | 0 |
| 3 Dec | 2261.70 | 4.3 | -1.05 | 24.71 | 95 | 17 | 57 |
| 2 Dec | 2251.85 | 5.35 | -1.90 | 24.52 | 66 | 8 | 40 |
| 29 Nov | 2234.65 | 7.25 | 6.95 | 23.65 | 51 | 30 | 30 |
| 28 Nov | 2236.25 | 0.3 | 0.00 | 8.01 | 0 | 0 | 0 |
| 27 Nov | 2273.95 | 0.3 | 0.00 | 8.93 | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 0.3 | 0.00 | 8.78 | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 0.3 | 0.00 | 6.96 | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 0.3 | 0.00 | 5.70 | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 0.3 | 0.00 | 5.61 | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 0.3 | 0.00 | 5.61 | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 0.3 | 0.00 | 5.75 | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 0.3 | 0.30 | 4.54 | 0 | 0 | 0 |
| 29 Oct | 2267.40 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2080 expiring on 26DEC2024
Delta for 2080 PE is -0.09
Historical price for 2080 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 2.95, which was -1.40 lower than the previous day. The implied volatity was 24.70, the open interest changed by 16 which increased total open position to 197
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 4.35, which was 1.70 higher than the previous day. The implied volatity was 25.39, the open interest changed by 28 which increased total open position to 182
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 2.65, which was -0.10 lower than the previous day. The implied volatity was 24.83, the open interest changed by -20 which decreased total open position to 149
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 2.75, which was 1.20 higher than the previous day. The implied volatity was 26.29, the open interest changed by 33 which increased total open position to 167
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 39 which increased total open position to 0
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 1.55, which was -2.45 lower than the previous day. The implied volatity was 25.15, the open interest changed by 40 which increased total open position to 135
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 4, which was 0.85 higher than the previous day. The implied volatity was 25.60, the open interest changed by 35 which increased total open position to 95
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 3.15, which was -2.35 lower than the previous day. The implied volatity was 25.58, the open interest changed by -4 which decreased total open position to 61
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -19 which decreased total open position to 0
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 5.5, which was 2.15 higher than the previous day. The implied volatity was 26.25, the open interest changed by -20 which decreased total open position to 64
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 3.35, which was -0.10 lower than the previous day. The implied volatity was 25.26, the open interest changed by -1 which decreased total open position to 84
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 3.45, which was -0.85 lower than the previous day. The implied volatity was 24.03, the open interest changed by 26 which increased total open position to 87
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 4.3, which was -1.05 lower than the previous day. The implied volatity was 24.71, the open interest changed by 17 which increased total open position to 57
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 5.35, which was -1.90 lower than the previous day. The implied volatity was 24.52, the open interest changed by 8 which increased total open position to 40
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 7.25, which was 6.95 higher than the previous day. The implied volatity was 23.65, the open interest changed by 30 which increased total open position to 30
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 8.01, 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 0.3, which was 0.00 lower than the previous day. The implied volatity was 8.93, 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 0.3, which was 0.00 lower than the previous day. The implied volatity was 8.78, 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 0.3, which was 0.00 lower than the previous day. The implied volatity was 6.96, 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 0.3, which was 0.00 lower than the previous day. The implied volatity was 5.70, 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 0.3, which was 0.00 lower than the previous day. The implied volatity was 5.61, 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 0.3, which was 0.00 lower than the previous day. The implied volatity was 5.61, 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 0.3, which was 0.00 lower than the previous day. The implied volatity was 5.75, 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 0.3, which was 0.30 higher than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
