NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2140 CE | ||||||||||
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Delta: 0.80
Vega: 0.77
Theta: -1.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 32.35 | -2.85 | 12.36 | 730 | 17 | 141 | |||
| 19 Dec | 2160.40 | 35.2 | -34.80 | 14.92 | 469 | 104 | 125 | |||
| 18 Dec | 2188.05 | 70 | -17.95 | 29.76 | 4 | 0 | 25 | |||
| 17 Dec | 2202.95 | 87.95 | -16.35 | 32.53 | 1 | 0 | 26 | |||
| 16 Dec | 2238.75 | 104.3 | 14.40 | - | 4 | 0 | 22 | |||
| 13 Dec | 2253.50 | 89.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 12 Dec | 2224.05 | 89.9 | -18.05 | - | 10 | 2 | 21 | |||
| 11 Dec | 2241.05 | 107.95 | 14.95 | - | 7 | 0 | 19 | |||
| 10 Dec | 2214.45 | 93 | -11.95 | 16.74 | 15 | 1 | 17 | |||
| 9 Dec | 2228.85 | 104.95 | -22.75 | 18.96 | 1 | 0 | 16 | |||
| 6 Dec | 2267.80 | 127.7 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Dec | 2265.50 | 127.7 | 9.35 | - | 1 | 0 | 17 | |||
| 4 Dec | 2257.80 | 118.35 | -15.15 | - | 4 | 0 | 15 | |||
| 3 Dec | 2261.70 | 133.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2251.85 | 133.5 | 10.35 | 20.24 | 2 | 0 | 15 | |||
| 29 Nov | 2234.65 | 123.15 | -49.60 | 20.78 | 15 | 14 | 14 | |||
| 28 Nov | 2236.25 | 172.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 2273.95 | 172.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 2265.25 | 172.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Nov | 2256.95 | 172.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 172.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 172.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 172.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 172.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 172.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 172.75 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2140 expiring on 26DEC2024
Delta for 2140 CE is 0.80
Historical price for 2140 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 32.35, which was -2.85 lower than the previous day. The implied volatity was 12.36, the open interest changed by 17 which increased total open position to 141
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 35.2, which was -34.80 lower than the previous day. The implied volatity was 14.92, the open interest changed by 104 which increased total open position to 125
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 70, which was -17.95 lower than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 25
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 87.95, which was -16.35 lower than the previous day. The implied volatity was 32.53, the open interest changed by 0 which decreased total open position to 26
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 104.3, which was 14.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 89.9, 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 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 89.9, which was -18.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 21
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 107.95, which was 14.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 93, which was -11.95 lower than the previous day. The implied volatity was 16.74, the open interest changed by 1 which increased total open position to 17
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 104.95, which was -22.75 lower than the previous day. The implied volatity was 18.96, the open interest changed by 0 which decreased total open position to 16
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 127.7, 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 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 127.7, which was 9.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 118.35, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 133.5, 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 133.5, which was 10.35 higher than the previous day. The implied volatity was 20.24, the open interest changed by 0 which decreased total open position to 15
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 123.15, which was -49.60 lower than the previous day. The implied volatity was 20.78, the open interest changed by 14 which increased total open position to 14
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 172.75, 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 172.75, 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 172.75, 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 172.75, 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 172.75, 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 172.75, 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 172.75, 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 172.75, 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 172.75, 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 172.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 26DEC2024 2140 PE | |||||||
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Delta: -0.30
Vega: 0.96
Theta: -1.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 10.8 | -3.75 | 20.19 | 2,097 | -1 | 503 |
| 19 Dec | 2160.40 | 14.55 | 6.90 | 22.09 | 1,682 | 177 | 504 |
| 18 Dec | 2188.05 | 7.65 | 0.80 | 20.29 | 703 | 32 | 326 |
| 17 Dec | 2202.95 | 6.85 | 2.80 | 21.80 | 487 | 18 | 297 |
| 16 Dec | 2238.75 | 4.05 | 0.60 | 23.56 | 230 | -55 | 280 |
| 13 Dec | 2253.50 | 3.45 | -4.85 | 21.54 | 777 | -117 | 335 |
| 12 Dec | 2224.05 | 8.3 | 1.75 | 21.91 | 450 | 21 | 457 |
| 11 Dec | 2241.05 | 6.55 | -2.80 | 22.21 | 635 | 43 | 436 |
| 10 Dec | 2214.45 | 9.35 | -1.30 | 21.14 | 624 | 24 | 394 |
| 9 Dec | 2228.85 | 10.65 | 5.15 | 23.06 | 787 | 205 | 372 |
| 6 Dec | 2267.80 | 5.5 | -1.50 | 21.24 | 18 | -1 | 167 |
| 5 Dec | 2265.50 | 7 | -1.20 | 21.51 | 361 | 51 | 167 |
| 4 Dec | 2257.80 | 8.2 | -0.05 | 21.70 | 198 | 14 | 116 |
| 3 Dec | 2261.70 | 8.25 | -1.75 | 22.29 | 62 | 30 | 103 |
| 2 Dec | 2251.85 | 10 | -2.65 | 22.07 | 83 | 17 | 73 |
| 29 Nov | 2234.65 | 12.65 | -5.15 | 20.95 | 110 | 49 | 56 |
| 28 Nov | 2236.25 | 17.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 2273.95 | 17.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 2265.25 | 17.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 17.8 | 0.00 | 0.00 | 0 | 5 | 0 |
| 22 Nov | 2247.30 | 17.8 | -5.85 | 22.61 | 2 | 0 | 6 |
| 21 Nov | 2211.20 | 23.65 | 5.65 | 21.74 | 6 | 1 | 2 |
| 20 Nov | 2214.15 | 18 | 0.00 | 18.35 | 1 | 1 | 0 |
| 19 Nov | 2214.15 | 18 | -8.05 | 18.35 | 1 | 0 | 0 |
| 18 Nov | 2213.20 | 26.05 | 0.00 | 3.62 | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 26.05 | 2.56 | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2140 expiring on 26DEC2024
Delta for 2140 PE is -0.30
Historical price for 2140 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 10.8, which was -3.75 lower than the previous day. The implied volatity was 20.19, the open interest changed by -1 which decreased total open position to 503
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 14.55, which was 6.90 higher than the previous day. The implied volatity was 22.09, the open interest changed by 177 which increased total open position to 504
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 7.65, which was 0.80 higher than the previous day. The implied volatity was 20.29, the open interest changed by 32 which increased total open position to 326
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 6.85, which was 2.80 higher than the previous day. The implied volatity was 21.80, the open interest changed by 18 which increased total open position to 297
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 4.05, which was 0.60 higher than the previous day. The implied volatity was 23.56, the open interest changed by -55 which decreased total open position to 280
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 3.45, which was -4.85 lower than the previous day. The implied volatity was 21.54, the open interest changed by -117 which decreased total open position to 335
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 8.3, which was 1.75 higher than the previous day. The implied volatity was 21.91, the open interest changed by 21 which increased total open position to 457
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 6.55, which was -2.80 lower than the previous day. The implied volatity was 22.21, the open interest changed by 43 which increased total open position to 436
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 9.35, which was -1.30 lower than the previous day. The implied volatity was 21.14, the open interest changed by 24 which increased total open position to 394
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 10.65, which was 5.15 higher than the previous day. The implied volatity was 23.06, the open interest changed by 205 which increased total open position to 372
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 5.5, which was -1.50 lower than the previous day. The implied volatity was 21.24, the open interest changed by -1 which decreased total open position to 167
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 7, which was -1.20 lower than the previous day. The implied volatity was 21.51, the open interest changed by 51 which increased total open position to 167
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 8.2, which was -0.05 lower than the previous day. The implied volatity was 21.70, the open interest changed by 14 which increased total open position to 116
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 8.25, which was -1.75 lower than the previous day. The implied volatity was 22.29, the open interest changed by 30 which increased total open position to 103
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 10, which was -2.65 lower than the previous day. The implied volatity was 22.07, the open interest changed by 17 which increased total open position to 73
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 12.65, which was -5.15 lower than the previous day. The implied volatity was 20.95, the open interest changed by 49 which increased total open position to 56
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 17.8, 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 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 17.8, 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 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 17.8, 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 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 17.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 17.8, which was -5.85 lower than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 6
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 23.65, which was 5.65 higher than the previous day. The implied volatity was 21.74, the open interest changed by 1 which increased total open position to 2
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 18.35, the open interest changed by 1 which increased total open position to 0
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 18, which was -8.05 lower than the previous day. The implied volatity was 18.35, 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 26.05, which was 0.00 lower than the previous day. The implied volatity was 3.62, 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 26.05, which was lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
