NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2080 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 113.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 113.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 113.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 113.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 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 | |||
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| 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 0.00
Historical price for 2080 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 113.95, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 113.95, 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 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 113.95, 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 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 113.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.33
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 1.95 | -1.20 | 27.92 | 272 | -47 | 76 |
| 20 Nov | 2214.15 | 3.15 | 0.00 | 27.45 | 220 | 39 | 126 |
| 19 Nov | 2214.15 | 3.15 | 0.50 | 27.45 | 220 | 42 | 126 |
| 18 Nov | 2213.20 | 2.65 | -3.55 | 26.19 | 190 | -45 | 85 |
| 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 -0.05
Historical price for 2080 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 1.95, which was -1.20 lower than the previous day. The implied volatity was 27.92, the open interest changed by -47 which decreased total open position to 76
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 27.45, the open interest changed by 39 which increased total open position to 126
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 3.15, which was 0.50 higher than the previous day. The implied volatity was 27.45, the open interest changed by 42 which increased total open position to 126
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 2.65, which was -3.55 lower than the previous day. The implied volatity was 26.19, the open interest changed by -45 which decreased total open position to 85
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
