NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 107.95 | -5.10 | - | 13 | 1 | 32 | |||
| 20 Nov | 2214.15 | 113.05 | 0.00 | 21.26 | 4 | 2 | 29 | |||
| 19 Nov | 2214.15 | 113.05 | -4.25 | 21.26 | 4 | 0 | 29 | |||
| 18 Nov | 2213.20 | 117.3 | 19.30 | - | 32 | 4 | 30 | |||
| 14 Nov | 2182.80 | 98 | -47.00 | 15.43 | 18 | 14 | 25 | |||
| 13 Nov | 2235.25 | 145 | -17.10 | - | 1 | 0 | 11 | |||
| 12 Nov | 2256.20 | 162.1 | -23.90 | 19.64 | 2 | 0 | 11 | |||
| 11 Nov | 2279.05 | 186 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 2295.65 | 186 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 2262.85 | 186 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 2275.60 | 186 | 22.35 | - | 2 | 0 | 11 | |||
| 5 Nov | 2262.45 | 163.65 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 4 Nov | 2246.20 | 163.65 | -42.35 | 20.75 | 8 | 2 | 10 | |||
| 1 Nov | 2282.30 | 206 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 2262.95 | 206 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2276.30 | 206 | 11.75 | - | 2 | 1 | 9 | |||
| 29 Oct | 2267.40 | 194.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2272.05 | 194.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 2260.70 | 194.25 | 7.90 | - | 10 | 0 | 8 | |||
| 24 Oct | 2258.65 | 186.35 | - | 11 | 9 | 9 | ||||
For Nestle India Limited - strike price 2100 expiring on 28NOV2024
Delta for 2100 CE is -
Historical price for 2100 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 107.95, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 32
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 113.05, which was 0.00 lower than the previous day. The implied volatity was 21.26, the open interest changed by 2 which increased total open position to 29
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 113.05, which was -4.25 lower than the previous day. The implied volatity was 21.26, the open interest changed by 0 which decreased total open position to 29
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 117.3, which was 19.30 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 30
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 98, which was -47.00 lower than the previous day. The implied volatity was 15.43, the open interest changed by 14 which increased total open position to 25
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 145, which was -17.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 162.1, which was -23.90 lower than the previous day. The implied volatity was 19.64, the open interest changed by 0 which decreased total open position to 11
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 186, 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 186, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 186, 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 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 186, which was 22.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 163.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 163.65, which was -42.35 lower than the previous day. The implied volatity was 20.75, the open interest changed by 2 which increased total open position to 10
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 206, 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 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 206, 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 206, which was 11.75 higher 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 194.25, 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 194.25, 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 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 194.25, which was 7.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 186.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.45
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 2.95 | -1.45 | 26.89 | 602 | 28 | 508 |
| 20 Nov | 2214.15 | 4.4 | 0.00 | 26.18 | 918 | -89 | 480 |
| 19 Nov | 2214.15 | 4.4 | 0.40 | 26.18 | 918 | -89 | 480 |
| 18 Nov | 2213.20 | 4 | -4.30 | 25.64 | 870 | 99 | 570 |
| 14 Nov | 2182.80 | 8.3 | 4.20 | 23.21 | 911 | 130 | 477 |
| 13 Nov | 2235.25 | 4.1 | 0.00 | 24.65 | 316 | 55 | 346 |
| 12 Nov | 2256.20 | 4.1 | 1.25 | 25.12 | 62 | -1 | 293 |
| 11 Nov | 2279.05 | 2.85 | -0.35 | 25.84 | 178 | -8 | 294 |
| 8 Nov | 2295.65 | 3.2 | -2.20 | 25.44 | 220 | -44 | 301 |
| 7 Nov | 2262.85 | 5.4 | 0.65 | 25.21 | 285 | 62 | 345 |
| 6 Nov | 2275.60 | 4.75 | -2.20 | 24.84 | 63 | -7 | 282 |
| 5 Nov | 2262.45 | 6.95 | -3.20 | 25.85 | 138 | -25 | 288 |
| 4 Nov | 2246.20 | 10.15 | 2.50 | 26.26 | 449 | -40 | 312 |
| 1 Nov | 2282.30 | 7.65 | -1.40 | 26.46 | 18 | 1 | 351 |
| 31 Oct | 2262.95 | 9.05 | -0.65 | - | 284 | 155 | 347 |
| 30 Oct | 2276.30 | 9.7 | -0.10 | - | 213 | 38 | 192 |
| 29 Oct | 2267.40 | 9.8 | 0.15 | - | 55 | 20 | 155 |
| 28 Oct | 2272.05 | 9.65 | -2.85 | - | 51 | 15 | 134 |
| 25 Oct | 2260.70 | 12.5 | -0.30 | - | 50 | -1 | 119 |
| 24 Oct | 2258.65 | 12.8 | - | 187 | 119 | 119 | |
For Nestle India Limited - strike price 2100 expiring on 28NOV2024
Delta for 2100 PE is -0.08
Historical price for 2100 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 2.95, which was -1.45 lower than the previous day. The implied volatity was 26.89, the open interest changed by 28 which increased total open position to 508
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 4.4, which was 0.00 lower than the previous day. The implied volatity was 26.18, the open interest changed by -89 which decreased total open position to 480
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 4.4, which was 0.40 higher than the previous day. The implied volatity was 26.18, the open interest changed by -89 which decreased total open position to 480
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 4, which was -4.30 lower than the previous day. The implied volatity was 25.64, the open interest changed by 99 which increased total open position to 570
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 8.3, which was 4.20 higher than the previous day. The implied volatity was 23.21, the open interest changed by 130 which increased total open position to 477
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 24.65, the open interest changed by 55 which increased total open position to 346
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 4.1, which was 1.25 higher than the previous day. The implied volatity was 25.12, the open interest changed by -1 which decreased total open position to 293
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 25.84, the open interest changed by -8 which decreased total open position to 294
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 3.2, which was -2.20 lower than the previous day. The implied volatity was 25.44, the open interest changed by -44 which decreased total open position to 301
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 5.4, which was 0.65 higher than the previous day. The implied volatity was 25.21, the open interest changed by 62 which increased total open position to 345
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 4.75, which was -2.20 lower than the previous day. The implied volatity was 24.84, the open interest changed by -7 which decreased total open position to 282
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 6.95, which was -3.20 lower than the previous day. The implied volatity was 25.85, the open interest changed by -25 which decreased total open position to 288
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 10.15, which was 2.50 higher than the previous day. The implied volatity was 26.26, the open interest changed by -40 which decreased total open position to 312
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 7.65, which was -1.40 lower than the previous day. The implied volatity was 26.46, the open interest changed by 1 which increased total open position to 351
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 9.05, which was -0.65 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 9.7, which was -0.10 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 9.8, which was 0.15 higher 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 9.65, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 12.5, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 12.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
