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

2211.2 -2.95 (-0.13%)

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Historical option data for NESTLEIND

21 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2120 CE
Delta: 0.97
Vega: 0.19
Theta: -0.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2211.20 92.55 -8.35 15.94 8 -1 12
20 Nov 2214.15 100.9 0.00 29.33 2 -1 14
19 Nov 2214.15 100.9 7.25 29.33 2 0 14
18 Nov 2213.20 93.65 12.55 - 5 -1 14
14 Nov 2182.80 81.1 -62.05 16.69 35 11 15
13 Nov 2235.25 143.15 0.00 0.00 0 0 0
12 Nov 2256.20 143.15 0.00 0.00 0 0 0
11 Nov 2279.05 143.15 0.00 0.00 0 0 0
8 Nov 2295.65 143.15 0.00 0.00 0 0 0
7 Nov 2262.85 143.15 0.00 0.00 0 0 0
6 Nov 2275.60 143.15 0.00 0.00 0 0 0
5 Nov 2262.45 143.15 0.00 0.00 0 4 0
4 Nov 2246.20 143.15 -285.05 17.98 4 3 3
1 Nov 2282.30 428.2 0.00 - 0 0 0
31 Oct 2262.95 428.2 0.00 - 0 0 0
30 Oct 2276.30 428.2 0.00 - 0 0 0
29 Oct 2267.40 428.2 0.00 - 0 0 0
28 Oct 2272.05 428.2 0.00 - 0 0 0
25 Oct 2260.70 428.2 0.00 - 0 0 0
24 Oct 2258.65 428.2 - 0 0 0


For Nestle India Limited - strike price 2120 expiring on 28NOV2024

Delta for 2120 CE is 0.97

Historical price for 2120 CE is as follows

On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 92.55, which was -8.35 lower than the previous day. The implied volatity was 15.94, the open interest changed by -1 which decreased total open position to 12


On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 100.9, which was 0.00 lower than the previous day. The implied volatity was 29.33, the open interest changed by -1 which decreased total open position to 14


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 100.9, which was 7.25 higher than the previous day. The implied volatity was 29.33, the open interest changed by 0 which decreased total open position to 14


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 93.65, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 14


On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 81.1, which was -62.05 lower than the previous day. The implied volatity was 16.69, the open interest changed by 11 which increased total open position to 15


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 143.15, 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 143.15, 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 143.15, 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 143.15, 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 143.15, 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 143.15, 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 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 143.15, which was -285.05 lower than the previous day. The implied volatity was 17.98, the open interest changed by 3 which increased total open position to 3


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 428.2, 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 428.2, 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 428.2, 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 428.2, 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 428.2, 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 428.2, 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 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 428.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NESTLEIND 28NOV2024 2120 PE
Delta: -0.11
Vega: 0.57
Theta: -0.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2211.20 4.1 -2.00 25.27 725 100 236
20 Nov 2214.15 6.1 0.00 25.00 618 -32 136
19 Nov 2214.15 6.1 0.65 25.00 618 -32 136
18 Nov 2213.20 5.45 -6.10 24.45 352 44 168
14 Nov 2182.80 11.55 6.05 22.69 306 -31 126
13 Nov 2235.25 5.5 0.50 23.87 386 105 158
12 Nov 2256.20 5 1.45 23.40 2 0 54
11 Nov 2279.05 3.55 0.00 0.00 0 -31 0
8 Nov 2295.65 3.55 -3.60 23.93 141 -32 53
7 Nov 2262.85 7.15 1.05 24.82 85 31 89
6 Nov 2275.60 6.1 -2.55 24.24 66 14 59
5 Nov 2262.45 8.65 -4.20 25.19 34 7 44
4 Nov 2246.20 12.85 1.55 25.84 53 16 37
1 Nov 2282.30 11.3 0.00 0.00 0 21 0
31 Oct 2262.95 11.3 5.80 - 37 20 20
30 Oct 2276.30 5.5 0.00 - 0 0 0
29 Oct 2267.40 5.5 0.00 - 0 0 0
28 Oct 2272.05 5.5 0.00 - 0 0 0
25 Oct 2260.70 5.5 0.00 - 0 0 0
24 Oct 2258.65 5.5 - 0 0 0


For Nestle India Limited - strike price 2120 expiring on 28NOV2024

Delta for 2120 PE is -0.11

Historical price for 2120 PE is as follows

On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 4.1, which was -2.00 lower than the previous day. The implied volatity was 25.27, the open interest changed by 100 which increased total open position to 236


On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 25.00, the open interest changed by -32 which decreased total open position to 136


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 6.1, which was 0.65 higher than the previous day. The implied volatity was 25.00, the open interest changed by -32 which decreased total open position to 136


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 5.45, which was -6.10 lower than the previous day. The implied volatity was 24.45, the open interest changed by 44 which increased total open position to 168


On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 11.55, which was 6.05 higher than the previous day. The implied volatity was 22.69, the open interest changed by -31 which decreased total open position to 126


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 5.5, which was 0.50 higher than the previous day. The implied volatity was 23.87, the open interest changed by 105 which increased total open position to 158


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 5, which was 1.45 higher than the previous day. The implied volatity was 23.40, the open interest changed by 0 which decreased total open position to 54


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -31 which decreased total open position to 0


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 3.55, which was -3.60 lower than the previous day. The implied volatity was 23.93, the open interest changed by -32 which decreased total open position to 53


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 7.15, which was 1.05 higher than the previous day. The implied volatity was 24.82, the open interest changed by 31 which increased total open position to 89


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 6.1, which was -2.55 lower than the previous day. The implied volatity was 24.24, the open interest changed by 14 which increased total open position to 59


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 8.65, which was -4.20 lower than the previous day. The implied volatity was 25.19, the open interest changed by 7 which increased total open position to 44


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 12.85, which was 1.55 higher than the previous day. The implied volatity was 25.84, the open interest changed by 16 which increased total open position to 37


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 11.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0


On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 11.3, which was 5.80 higher 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 5.5, 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 5.5, 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 5.5, 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 5.5, 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 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to