NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2100 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 | 63.6 | -3.20 | - | 18 | 3 | 61 | |||
| 19 Dec | 2160.40 | 66.8 | -27.80 | - | 42 | -1 | 57 | |||
| 18 Dec | 2188.05 | 94.6 | -13.40 | 19.93 | 24 | 7 | 58 | |||
| 17 Dec | 2202.95 | 108 | -27.70 | - | 12 | 3 | 50 | |||
| 16 Dec | 2238.75 | 135.7 | -22.30 | - | 10 | -2 | 47 | |||
| 13 Dec | 2253.50 | 158 | 26.45 | - | 23 | -1 | 49 | |||
| 12 Dec | 2224.05 | 131.55 | -11.20 | 18.39 | 3 | 0 | 52 | |||
| 11 Dec | 2241.05 | 142.75 | 11.70 | - | 3 | -2 | 52 | |||
| 10 Dec | 2214.45 | 131.05 | -6.15 | 19.54 | 5 | 4 | 53 | |||
| 9 Dec | 2228.85 | 137.2 | -34.80 | - | 15 | -5 | 49 | |||
| 6 Dec | 2267.80 | 172 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 2265.50 | 172 | 8.00 | 19.45 | 9 | 2 | 54 | |||
| 4 Dec | 2257.80 | 164 | -9.00 | - | 8 | -3 | 53 | |||
| 3 Dec | 2261.70 | 173 | 9.50 | - | 1 | 0 | 56 | |||
| 2 Dec | 2251.85 | 163.5 | 4.95 | - | 4 | 2 | 56 | |||
| 29 Nov | 2234.65 | 158.55 | -1.70 | 22.24 | 61 | 37 | 54 | |||
| 28 Nov | 2236.25 | 160.25 | -25.75 | - | 8 | 3 | 16 | |||
| 27 Nov | 2273.95 | 186 | -7.00 | - | 6 | -1 | 12 | |||
| 26 Nov | 2265.25 | 193 | 12.00 | 24.05 | 5 | 1 | 13 | |||
| 25 Nov | 2256.95 | 181 | 16.00 | 18.45 | 83 | -1 | 13 | |||
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| 22 Nov | 2247.30 | 165 | 33.40 | 16.22 | 4 | 1 | 15 | |||
| 21 Nov | 2211.20 | 131.6 | -19.40 | 13.98 | 10 | 2 | 9 | |||
| 20 Nov | 2214.15 | 151 | 0.00 | 24.11 | 1 | 1 | 6 | |||
| 19 Nov | 2214.15 | 151 | 10.50 | 24.11 | 1 | 0 | 6 | |||
| 18 Nov | 2213.20 | 140.5 | -19.50 | 14.44 | 5 | 3 | 4 | |||
| 14 Nov | 2182.80 | 160 | 0.00 | 0 | 1 | 0 | ||||
For Nestle India Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 CE is -
Historical price for 2100 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 63.6, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 61
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 66.8, which was -27.80 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 57
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 94.6, which was -13.40 lower than the previous day. The implied volatity was 19.93, the open interest changed by 7 which increased total open position to 58
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 108, which was -27.70 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 50
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 135.7, which was -22.30 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 47
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 158, which was 26.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 49
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 131.55, which was -11.20 lower than the previous day. The implied volatity was 18.39, the open interest changed by 0 which decreased total open position to 52
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 142.75, which was 11.70 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 52
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 131.05, which was -6.15 lower than the previous day. The implied volatity was 19.54, the open interest changed by 4 which increased total open position to 53
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 137.2, which was -34.80 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 49
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 172, 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 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 172, which was 8.00 higher than the previous day. The implied volatity was 19.45, the open interest changed by 2 which increased total open position to 54
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 164, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 53
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 173, which was 9.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 163.5, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 56
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 158.55, which was -1.70 lower than the previous day. The implied volatity was 22.24, the open interest changed by 37 which increased total open position to 54
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 160.25, which was -25.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 16
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 186, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 12
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 193, which was 12.00 higher than the previous day. The implied volatity was 24.05, the open interest changed by 1 which increased total open position to 13
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 181, which was 16.00 higher than the previous day. The implied volatity was 18.45, the open interest changed by -1 which decreased total open position to 13
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 165, which was 33.40 higher than the previous day. The implied volatity was 16.22, the open interest changed by 1 which increased total open position to 15
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 131.6, which was -19.40 lower than the previous day. The implied volatity was 13.98, the open interest changed by 2 which increased total open position to 9
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 151, which was 0.00 lower than the previous day. The implied volatity was 24.11, the open interest changed by 1 which increased total open position to 6
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 151, which was 10.50 higher than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 6
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 140.5, which was -19.50 lower than the previous day. The implied volatity was 14.44, the open interest changed by 3 which increased total open position to 4
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 160, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| NESTLEIND 26DEC2024 2100 PE | |||||||
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Delta: -0.13
Vega: 0.57
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 3.9 | -1.80 | 22.15 | 1,419 | -56 | 710 |
| 19 Dec | 2160.40 | 5.7 | 2.05 | 23.11 | 1,600 | 216 | 768 |
| 18 Dec | 2188.05 | 3.65 | 0.40 | 23.20 | 316 | -77 | 551 |
| 17 Dec | 2202.95 | 3.25 | 1.00 | 24.02 | 690 | 8 | 634 |
| 16 Dec | 2238.75 | 2.25 | 0.20 | 26.19 | 375 | -12 | 629 |
| 13 Dec | 2253.50 | 2.05 | -2.75 | 24.06 | 1,422 | -79 | 643 |
| 12 Dec | 2224.05 | 4.8 | 0.65 | 24.02 | 565 | 35 | 719 |
| 11 Dec | 2241.05 | 4.15 | -1.60 | 24.70 | 511 | -119 | 685 |
| 10 Dec | 2214.45 | 5.75 | -1.05 | 23.41 | 861 | 142 | 803 |
| 9 Dec | 2228.85 | 6.8 | 3.45 | 25.16 | 1,577 | 341 | 663 |
| 6 Dec | 2267.80 | 3.35 | -1.05 | 22.96 | 286 | 18 | 320 |
| 5 Dec | 2265.50 | 4.4 | -0.75 | 23.25 | 1,131 | -26 | 304 |
| 4 Dec | 2257.80 | 5.15 | -0.25 | 23.29 | 429 | -44 | 330 |
| 3 Dec | 2261.70 | 5.4 | -1.30 | 23.98 | 334 | -161 | 376 |
| 2 Dec | 2251.85 | 6.7 | -1.85 | 23.83 | 394 | 18 | 536 |
| 29 Nov | 2234.65 | 8.55 | -1.00 | 22.64 | 439 | 25 | 517 |
| 28 Nov | 2236.25 | 9.55 | 1.95 | 24.04 | 257 | 121 | 494 |
| 27 Nov | 2273.95 | 7.6 | -1.65 | 24.55 | 142 | 70 | 373 |
| 26 Nov | 2265.25 | 9.25 | -0.75 | 25.25 | 52 | 21 | 302 |
| 25 Nov | 2256.95 | 10 | -3.00 | 24.75 | 112 | 151 | 278 |
| 22 Nov | 2247.30 | 13 | -2.00 | 24.26 | 141 | 101 | 228 |
| 21 Nov | 2211.20 | 15 | 3.30 | 21.84 | 23 | 11 | 126 |
| 20 Nov | 2214.15 | 11.7 | 0.00 | 19.40 | 109 | 70 | 115 |
| 19 Nov | 2214.15 | 11.7 | -3.35 | 19.40 | 109 | 70 | 115 |
| 18 Nov | 2213.20 | 15.05 | -2.65 | 21.82 | 53 | 43 | 43 |
| 14 Nov | 2182.80 | 17.7 | 4.03 | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 PE is -0.13
Historical price for 2100 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 3.9, which was -1.80 lower than the previous day. The implied volatity was 22.15, the open interest changed by -56 which decreased total open position to 710
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 5.7, which was 2.05 higher than the previous day. The implied volatity was 23.11, the open interest changed by 216 which increased total open position to 768
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 3.65, which was 0.40 higher than the previous day. The implied volatity was 23.20, the open interest changed by -77 which decreased total open position to 551
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 3.25, which was 1.00 higher than the previous day. The implied volatity was 24.02, the open interest changed by 8 which increased total open position to 634
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 2.25, which was 0.20 higher than the previous day. The implied volatity was 26.19, the open interest changed by -12 which decreased total open position to 629
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 2.05, which was -2.75 lower than the previous day. The implied volatity was 24.06, the open interest changed by -79 which decreased total open position to 643
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 4.8, which was 0.65 higher than the previous day. The implied volatity was 24.02, the open interest changed by 35 which increased total open position to 719
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 4.15, which was -1.60 lower than the previous day. The implied volatity was 24.70, the open interest changed by -119 which decreased total open position to 685
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 5.75, which was -1.05 lower than the previous day. The implied volatity was 23.41, the open interest changed by 142 which increased total open position to 803
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 6.8, which was 3.45 higher than the previous day. The implied volatity was 25.16, the open interest changed by 341 which increased total open position to 663
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 3.35, which was -1.05 lower than the previous day. The implied volatity was 22.96, the open interest changed by 18 which increased total open position to 320
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 4.4, which was -0.75 lower than the previous day. The implied volatity was 23.25, the open interest changed by -26 which decreased total open position to 304
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 5.15, which was -0.25 lower than the previous day. The implied volatity was 23.29, the open interest changed by -44 which decreased total open position to 330
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 5.4, which was -1.30 lower than the previous day. The implied volatity was 23.98, the open interest changed by -161 which decreased total open position to 376
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 6.7, which was -1.85 lower than the previous day. The implied volatity was 23.83, the open interest changed by 18 which increased total open position to 536
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 8.55, which was -1.00 lower than the previous day. The implied volatity was 22.64, the open interest changed by 25 which increased total open position to 517
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 9.55, which was 1.95 higher than the previous day. The implied volatity was 24.04, the open interest changed by 121 which increased total open position to 494
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 7.6, which was -1.65 lower than the previous day. The implied volatity was 24.55, the open interest changed by 70 which increased total open position to 373
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 9.25, which was -0.75 lower than the previous day. The implied volatity was 25.25, the open interest changed by 21 which increased total open position to 302
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 10, which was -3.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by 151 which increased total open position to 278
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 13, which was -2.00 lower than the previous day. The implied volatity was 24.26, the open interest changed by 101 which increased total open position to 228
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 15, which was 3.30 higher than the previous day. The implied volatity was 21.84, the open interest changed by 11 which increased total open position to 126
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 11.7, which was 0.00 lower than the previous day. The implied volatity was 19.40, the open interest changed by 70 which increased total open position to 115
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 11.7, which was -3.35 lower than the previous day. The implied volatity was 19.40, the open interest changed by 70 which increased total open position to 115
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 15.05, which was -2.65 lower than the previous day. The implied volatity was 21.82, the open interest changed by 43 which increased total open position to 43
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 17.7, which was lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
