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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 2100 CE
Delta: 0.93
Vega: 0.55
Theta: -0.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.93

Historical price for 2100 CE is as follows

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
Delta: -0.16
Vega: 1.03
Theta: -0.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.16

Historical price for 2100 PE is as follows

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