NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2120 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 | 47.85 | -28.30 | - | 71 | 35 | 63 | |||
| 19 Dec | 2160.40 | 76.15 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Dec | 2188.05 | 76.15 | -17.35 | 19.19 | 1 | 0 | 29 | |||
| 17 Dec | 2202.95 | 93.5 | -15.10 | 20.67 | 12 | 3 | 26 | |||
| 16 Dec | 2238.75 | 108.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2253.50 | 108.6 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 12 Dec | 2224.05 | 108.6 | -22.30 | - | 13 | 8 | 23 | |||
| 11 Dec | 2241.05 | 130.9 | 22.40 | 16.82 | 1 | 0 | 15 | |||
| 10 Dec | 2214.45 | 108.5 | -12.30 | 10.78 | 8 | 0 | 15 | |||
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| 9 Dec | 2228.85 | 120.8 | -24.20 | 16.28 | 17 | 6 | 14 | |||
| 6 Dec | 2267.80 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2265.50 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2257.80 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2261.70 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2251.85 | 145 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 29 Nov | 2234.65 | 145 | -529.25 | 24.48 | 8 | 7 | 7 | |||
| 28 Nov | 2236.25 | 674.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 2273.95 | 674.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 2265.25 | 674.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2256.95 | 674.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 674.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 674.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 674.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 674.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 674.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 674.25 | 674.25 | - | 0 | 0 | 0 | |||
| 29 Oct | 2267.40 | 0 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2120 expiring on 26DEC2024
Delta for 2120 CE is -
Historical price for 2120 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 47.85, which was -28.30 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 63
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 76.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 76.15, which was -17.35 lower than the previous day. The implied volatity was 19.19, the open interest changed by 0 which decreased total open position to 29
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 93.5, which was -15.10 lower than the previous day. The implied volatity was 20.67, the open interest changed by 3 which increased total open position to 26
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 108.6, 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 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 108.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 108.6, which was -22.30 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 23
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 130.9, which was 22.40 higher than the previous day. The implied volatity was 16.82, the open interest changed by 0 which decreased total open position to 15
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 108.5, which was -12.30 lower than the previous day. The implied volatity was 10.78, the open interest changed by 0 which decreased total open position to 15
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 120.8, which was -24.20 lower than the previous day. The implied volatity was 16.28, the open interest changed by 6 which increased total open position to 14
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 145, 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 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 145, 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 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 145, 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 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 145, 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 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 145, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 145, which was -529.25 lower than the previous day. The implied volatity was 24.48, the open interest changed by 7 which increased total open position to 7
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 674.25, 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 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 674.25, 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 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 674.25, 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 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 674.25, 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 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 674.25, 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 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 674.25, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 674.25, 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 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 674.25, 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 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 674.25, 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 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 674.25, which was 674.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 26DEC2024 2120 PE | |||||||
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Delta: -0.20
Vega: 0.77
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 6.35 | -2.75 | 20.88 | 1,158 | 7 | 310 |
| 19 Dec | 2160.40 | 9.1 | 3.90 | 22.40 | 992 | 47 | 299 |
| 18 Dec | 2188.05 | 5.2 | 0.55 | 21.67 | 482 | 19 | 252 |
| 17 Dec | 2202.95 | 4.65 | 1.70 | 22.82 | 219 | -11 | 234 |
| 16 Dec | 2238.75 | 2.95 | 0.10 | 24.77 | 145 | -2 | 250 |
| 13 Dec | 2253.50 | 2.85 | -3.55 | 23.19 | 566 | -45 | 255 |
| 12 Dec | 2224.05 | 6.4 | 1.30 | 23.08 | 542 | 34 | 301 |
| 11 Dec | 2241.05 | 5.1 | -2.15 | 23.34 | 383 | -95 | 269 |
| 10 Dec | 2214.45 | 7.25 | -1.10 | 22.22 | 328 | 23 | 363 |
| 9 Dec | 2228.85 | 8.35 | 4.05 | 23.98 | 831 | 254 | 337 |
| 6 Dec | 2267.80 | 4.3 | -1.20 | 22.12 | 96 | -5 | 86 |
| 5 Dec | 2265.50 | 5.5 | -0.85 | 22.34 | 183 | -25 | 91 |
| 4 Dec | 2257.80 | 6.35 | -0.30 | 22.35 | 66 | -27 | 116 |
| 3 Dec | 2261.70 | 6.65 | -1.45 | 23.12 | 48 | -3 | 144 |
| 2 Dec | 2251.85 | 8.1 | -2.35 | 22.89 | 97 | 7 | 147 |
| 29 Nov | 2234.65 | 10.45 | 9.95 | 21.84 | 280 | 140 | 140 |
| 28 Nov | 2236.25 | 0.5 | 0.00 | 5.96 | 0 | 0 | 0 |
| 27 Nov | 2273.95 | 0.5 | 0.00 | 7.30 | 0 | 0 | 0 |
| 26 Nov | 2265.25 | 0.5 | 0.00 | 7.18 | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 0.5 | 0.00 | 6.25 | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 0.5 | 0.00 | 5.34 | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 0.5 | 0.00 | 4.21 | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 0.5 | 0.00 | 4.15 | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 0.5 | 0.00 | 4.15 | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 0.5 | 0.00 | 4.35 | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 0.5 | 0.50 | 3.07 | 0 | 0 | 0 |
| 29 Oct | 2267.40 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2120 expiring on 26DEC2024
Delta for 2120 PE is -0.20
Historical price for 2120 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 6.35, which was -2.75 lower than the previous day. The implied volatity was 20.88, the open interest changed by 7 which increased total open position to 310
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 9.1, which was 3.90 higher than the previous day. The implied volatity was 22.40, the open interest changed by 47 which increased total open position to 299
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 5.2, which was 0.55 higher than the previous day. The implied volatity was 21.67, the open interest changed by 19 which increased total open position to 252
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 4.65, which was 1.70 higher than the previous day. The implied volatity was 22.82, the open interest changed by -11 which decreased total open position to 234
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 2.95, which was 0.10 higher than the previous day. The implied volatity was 24.77, the open interest changed by -2 which decreased total open position to 250
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 2.85, which was -3.55 lower than the previous day. The implied volatity was 23.19, the open interest changed by -45 which decreased total open position to 255
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 6.4, which was 1.30 higher than the previous day. The implied volatity was 23.08, the open interest changed by 34 which increased total open position to 301
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 5.1, which was -2.15 lower than the previous day. The implied volatity was 23.34, the open interest changed by -95 which decreased total open position to 269
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 7.25, which was -1.10 lower than the previous day. The implied volatity was 22.22, the open interest changed by 23 which increased total open position to 363
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 8.35, which was 4.05 higher than the previous day. The implied volatity was 23.98, the open interest changed by 254 which increased total open position to 337
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 4.3, which was -1.20 lower than the previous day. The implied volatity was 22.12, the open interest changed by -5 which decreased total open position to 86
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 5.5, which was -0.85 lower than the previous day. The implied volatity was 22.34, the open interest changed by -25 which decreased total open position to 91
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 6.35, which was -0.30 lower than the previous day. The implied volatity was 22.35, the open interest changed by -27 which decreased total open position to 116
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 6.65, which was -1.45 lower than the previous day. The implied volatity was 23.12, the open interest changed by -3 which decreased total open position to 144
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 8.1, which was -2.35 lower than the previous day. The implied volatity was 22.89, the open interest changed by 7 which increased total open position to 147
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 10.45, which was 9.95 higher than the previous day. The implied volatity was 21.84, the open interest changed by 140 which increased total open position to 140
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 7.30, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 0.5, which was 0.50 higher than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
