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

2182.8 -52.45 (-2.35%)

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Historical option data for NESTLEIND

14 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2140 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
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
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