NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2120 CE | ||||||||||
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Delta: 0.97
Vega: 0.19
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.57
Theta: -0.96
Gamma: 0.00
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| 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
