NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2182.80 | 128.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 2235.25 | 128.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 128.3 | -22.65 | 23.73 | 2 | 0 | 6 | |||
| 11 Nov | 2279.05 | 150.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 2295.65 | 150.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 2262.85 | 150.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 2275.60 | 150.95 | 14.40 | 18.53 | 2 | -1 | 6 | |||
| 5 Nov | 2262.45 | 136.55 | 15.00 | - | 2 | 1 | 6 | |||
| 4 Nov | 2246.20 | 121.55 | -520.90 | 13.78 | 5 | 4 | 4 | |||
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| 1 Nov | 2282.30 | 642.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2262.95 | 642.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2276.30 | 642.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2267.40 | 642.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2272.05 | 642.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2260.70 | 642.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2258.65 | 642.45 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2140 expiring on 28NOV2024
Delta for 2140 CE is 0.00
Historical price for 2140 CE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 128.3, 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 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 128.3, 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 128.3, which was -22.65 lower than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 6
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 150.95, 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 150.95, 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 150.95, 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 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 150.95, which was 14.40 higher than the previous day. The implied volatity was 18.53, the open interest changed by -1 which decreased total open position to 6
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 136.55, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 121.55, which was -520.90 lower than the previous day. The implied volatity was 13.78, the open interest changed by 4 which increased total open position to 4
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 642.45, 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 642.45, 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 642.45, 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 642.45, 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 642.45, 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 642.45, 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 642.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 1.40
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2182.80 | 15.5 | 8.45 | 21.93 | 143 | 19 | 102 |
| 13 Nov | 2235.25 | 7.05 | 0.75 | 22.77 | 113 | -8 | 83 |
| 12 Nov | 2256.20 | 6.3 | 1.45 | 22.69 | 130 | 39 | 94 |
| 11 Nov | 2279.05 | 4.85 | 0.25 | 24.31 | 55 | 22 | 56 |
| 8 Nov | 2295.65 | 4.6 | -4.45 | 23.23 | 87 | -22 | 37 |
| 7 Nov | 2262.85 | 9.05 | 1.70 | 24.15 | 92 | 30 | 62 |
| 6 Nov | 2275.60 | 7.35 | -3.05 | 23.23 | 26 | 1 | 30 |
| 5 Nov | 2262.45 | 10.4 | -4.50 | 24.26 | 11 | 0 | 28 |
| 4 Nov | 2246.20 | 14.9 | 4.60 | 24.74 | 74 | 25 | 28 |
| 1 Nov | 2282.30 | 10.3 | -2.20 | 24.45 | 2 | 0 | 1 |
| 31 Oct | 2262.95 | 12.5 | 12.35 | - | 1 | 0 | 0 |
| 30 Oct | 2276.30 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2267.40 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2272.05 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2260.70 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2258.65 | 0.15 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2140 expiring on 28NOV2024
Delta for 2140 PE is -0.27
Historical price for 2140 PE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 15.5, which was 8.45 higher than the previous day. The implied volatity was 21.93, the open interest changed by 19 which increased total open position to 102
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 7.05, which was 0.75 higher than the previous day. The implied volatity was 22.77, the open interest changed by -8 which decreased total open position to 83
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 6.3, which was 1.45 higher than the previous day. The implied volatity was 22.69, the open interest changed by 39 which increased total open position to 94
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 4.85, which was 0.25 higher than the previous day. The implied volatity was 24.31, the open interest changed by 22 which increased total open position to 56
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 4.6, which was -4.45 lower than the previous day. The implied volatity was 23.23, the open interest changed by -22 which decreased total open position to 37
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 9.05, which was 1.70 higher than the previous day. The implied volatity was 24.15, the open interest changed by 30 which increased total open position to 62
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 7.35, which was -3.05 lower than the previous day. The implied volatity was 23.23, the open interest changed by 1 which increased total open position to 30
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 10.4, which was -4.50 lower than the previous day. The implied volatity was 24.26, the open interest changed by 0 which decreased total open position to 28
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 14.9, which was 4.60 higher than the previous day. The implied volatity was 24.74, the open interest changed by 25 which increased total open position to 28
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 10.3, which was -2.20 lower than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 1
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 12.5, which was 12.35 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 0.15, 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 0.15, 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 0.15, 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 0.15, 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 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
