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[--[65.84.65.76]--]
NESTLEIND
Nestle India Limited

2182.8 -52.45 (-2.35%)

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Historical option data for NESTLEIND

14 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2080 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2182.80 113.95 -351.65 - 2 1 1
13 Nov 2235.25 465.6 0.00 - 0 0 0
12 Nov 2256.20 465.6 0.00 - 0 0 0
11 Nov 2279.05 465.6 0.00 - 0 0 0
8 Nov 2295.65 465.6 0.00 - 0 0 0
7 Nov 2262.85 465.6 0.00 - 0 0 0
6 Nov 2275.60 465.6 0.00 - 0 0 0
5 Nov 2262.45 465.6 0.00 - 0 0 0
4 Nov 2246.20 465.6 0.00 - 0 0 0
1 Nov 2282.30 465.6 0.00 - 0 0 0
31 Oct 2262.95 465.6 0.00 - 0 0 0
30 Oct 2276.30 465.6 0.00 - 0 0 0
29 Oct 2267.40 465.6 0.00 - 0 0 0
28 Oct 2272.05 465.6 - 0 0 0


For Nestle India Limited - strike price 2080 expiring on 28NOV2024

Delta for 2080 CE is -

Historical price for 2080 CE is as follows

On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 113.95, which was -351.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 465.6, 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 465.6, 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 465.6, 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 465.6, 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 465.6, 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 465.6, 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 465.6, 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 465.6, 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 465.6, 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 465.6, 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 465.6, 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 465.6, 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 465.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NESTLEIND 28NOV2024 2080 PE
Delta: -0.12
Vega: 0.86
Theta: -0.66
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2182.80 6.2 3.15 24.11 207 91 137
13 Nov 2235.25 3.05 0.00 0.00 0 0 0
12 Nov 2256.20 3.05 0.00 0.00 0 0 0
11 Nov 2279.05 3.05 0.00 0.00 0 -15 0
8 Nov 2295.65 3.05 -1.30 27.08 47 -13 48
7 Nov 2262.85 4.35 0.70 26.03 31 6 61
6 Nov 2275.60 3.65 -2.15 25.37 37 -14 58
5 Nov 2262.45 5.8 -2.45 26.78 9 -2 72
4 Nov 2246.20 8.25 4.65 26.91 241 75 75
1 Nov 2282.30 3.6 0.00 9.52 0 0 0
31 Oct 2262.95 3.6 0.00 - 0 0 0
30 Oct 2276.30 3.6 0.00 - 0 0 0
29 Oct 2267.40 3.6 0.00 - 0 0 0
28 Oct 2272.05 3.6 - 0 0 0


For Nestle India Limited - strike price 2080 expiring on 28NOV2024

Delta for 2080 PE is -0.12

Historical price for 2080 PE is as follows

On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 6.2, which was 3.15 higher than the previous day. The implied volatity was 24.11, the open interest changed by 91 which increased total open position to 137


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 3.05, 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 3.05, 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 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 3.05, which was -1.30 lower than the previous day. The implied volatity was 27.08, the open interest changed by -13 which decreased total open position to 48


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 4.35, which was 0.70 higher than the previous day. The implied volatity was 26.03, the open interest changed by 6 which increased total open position to 61


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 3.65, which was -2.15 lower than the previous day. The implied volatity was 25.37, the open interest changed by -14 which decreased total open position to 58


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 5.8, which was -2.45 lower than the previous day. The implied volatity was 26.78, the open interest changed by -2 which decreased total open position to 72


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 8.25, which was 4.65 higher than the previous day. The implied volatity was 26.91, the open interest changed by 75 which increased total open position to 75


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 3.6, 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 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 3.6, 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 3.6, 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 3.6, 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 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to