NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 1.08
Theta: -1.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 20 | -2.40 | 13.89 | 2,174 | -6 | 287 | |||
| 19 Dec | 2160.40 | 22.4 | -21.05 | 15.12 | 2,067 | 254 | 289 | |||
| 18 Dec | 2188.05 | 43.45 | -11.90 | 18.37 | 49 | 10 | 34 | |||
| 17 Dec | 2202.95 | 55.35 | -29.10 | 15.68 | 16 | 0 | 24 | |||
| 16 Dec | 2238.75 | 84.45 | -15.55 | - | 6 | 0 | 24 | |||
| 13 Dec | 2253.50 | 100 | 27.35 | - | 7 | 3 | 25 | |||
| 12 Dec | 2224.05 | 72.65 | -18.95 | 12.51 | 15 | 5 | 20 | |||
| 11 Dec | 2241.05 | 91.6 | 13.90 | 13.43 | 14 | -3 | 14 | |||
| 10 Dec | 2214.45 | 77.7 | -4.30 | 17.92 | 3 | -1 | 16 | |||
| 9 Dec | 2228.85 | 82 | -28.95 | 13.11 | 15 | 3 | 16 | |||
| 6 Dec | 2267.80 | 110.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 2265.50 | 110.95 | -8.10 | 10.75 | 6 | 0 | 12 | |||
| 4 Dec | 2257.80 | 119.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 2261.70 | 119.05 | 0.25 | 14.45 | 4 | 1 | 12 | |||
| 2 Dec | 2251.85 | 118.8 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 29 Nov | 2234.65 | 118.8 | -516.50 | 26.62 | 11 | 10 | 10 | |||
| 28 Nov | 2236.25 | 635.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 2273.95 | 635.3 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 2265.25 | 635.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2256.95 | 635.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Nov | 2247.30 | 635.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 635.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 635.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 635.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 635.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 635.3 | 635.30 | - | 0 | 0 | 0 | |||
| 29 Oct | 2267.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2354.65 | 0 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2160 expiring on 26DEC2024
Delta for 2160 CE is 0.59
Historical price for 2160 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 20, which was -2.40 lower than the previous day. The implied volatity was 13.89, the open interest changed by -6 which decreased total open position to 287
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 22.4, which was -21.05 lower than the previous day. The implied volatity was 15.12, the open interest changed by 254 which increased total open position to 289
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 43.45, which was -11.90 lower than the previous day. The implied volatity was 18.37, the open interest changed by 10 which increased total open position to 34
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 55.35, which was -29.10 lower than the previous day. The implied volatity was 15.68, the open interest changed by 0 which decreased total open position to 24
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 84.45, which was -15.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 100, which was 27.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 25
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 72.65, which was -18.95 lower than the previous day. The implied volatity was 12.51, the open interest changed by 5 which increased total open position to 20
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 91.6, which was 13.90 higher than the previous day. The implied volatity was 13.43, the open interest changed by -3 which decreased total open position to 14
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 77.7, which was -4.30 lower than the previous day. The implied volatity was 17.92, the open interest changed by -1 which decreased total open position to 16
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 82, which was -28.95 lower than the previous day. The implied volatity was 13.11, the open interest changed by 3 which increased total open position to 16
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 110.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 110.95, which was -8.10 lower than the previous day. The implied volatity was 10.75, the open interest changed by 0 which decreased total open position to 12
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 119.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 119.05, which was 0.25 higher than the previous day. The implied volatity was 14.45, the open interest changed by 1 which increased total open position to 12
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 118.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 118.8, which was -516.50 lower than the previous day. The implied volatity was 26.62, the open interest changed by 10 which increased total open position to 10
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 635.3, 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 635.3, 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 635.3, 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 635.3, 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 635.3, 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 635.3, 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 635.3, 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 635.3, 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 635.3, 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 635.3, which was 635.30 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NESTLEIND was trading at 2354.65. 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 2160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 1.09
Theta: -1.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 18.15 | -4.35 | 20.05 | 2,544 | -104 | 525 |
| 19 Dec | 2160.40 | 22.5 | 10.20 | 22.10 | 2,489 | 155 | 628 |
| 18 Dec | 2188.05 | 12.3 | 1.90 | 19.79 | 685 | 36 | 474 |
| 17 Dec | 2202.95 | 10.4 | 4.75 | 21.12 | 707 | 57 | 438 |
| 16 Dec | 2238.75 | 5.65 | 1.00 | 22.41 | 464 | -16 | 379 |
| 13 Dec | 2253.50 | 4.65 | -6.45 | 20.39 | 716 | -9 | 395 |
| 12 Dec | 2224.05 | 11.1 | 2.25 | 20.95 | 617 | 5 | 405 |
| 11 Dec | 2241.05 | 8.85 | -3.45 | 21.42 | 581 | 112 | 394 |
| 10 Dec | 2214.45 | 12.3 | -1.50 | 20.19 | 316 | -27 | 280 |
| 9 Dec | 2228.85 | 13.8 | 6.65 | 22.29 | 505 | 11 | 298 |
| 6 Dec | 2267.80 | 7.15 | -1.80 | 20.44 | 156 | -4 | 290 |
| 5 Dec | 2265.50 | 8.95 | -1.70 | 20.71 | 657 | 60 | 294 |
| 4 Dec | 2257.80 | 10.65 | 0.25 | 21.10 | 278 | 5 | 232 |
| 3 Dec | 2261.70 | 10.4 | -2.20 | 21.33 | 297 | 77 | 226 |
| 2 Dec | 2251.85 | 12.6 | -2.95 | 21.40 | 204 | 24 | 148 |
| 29 Nov | 2234.65 | 15.55 | -1.45 | 20.17 | 180 | 67 | 122 |
| 28 Nov | 2236.25 | 17 | 5.00 | 21.85 | 63 | 8 | 13 |
| 27 Nov | 2273.95 | 12 | 11.15 | 21.57 | 5 | 4 | 4 |
| 26 Nov | 2265.25 | 0.85 | 0.00 | 5.11 | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 0.85 | 0.00 | 4.94 | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 0.85 | 0.00 | 4.13 | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 0.85 | 0.00 | 2.88 | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 0.85 | 0.00 | 2.77 | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 0.85 | 0.00 | 2.77 | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 0.85 | 0.00 | 2.76 | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 0.85 | 0.85 | 1.83 | 0 | 0 | 0 |
| 29 Oct | 2267.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2354.65 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2160 expiring on 26DEC2024
Delta for 2160 PE is -0.43
Historical price for 2160 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 18.15, which was -4.35 lower than the previous day. The implied volatity was 20.05, the open interest changed by -104 which decreased total open position to 525
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 22.5, which was 10.20 higher than the previous day. The implied volatity was 22.10, the open interest changed by 155 which increased total open position to 628
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 12.3, which was 1.90 higher than the previous day. The implied volatity was 19.79, the open interest changed by 36 which increased total open position to 474
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 10.4, which was 4.75 higher than the previous day. The implied volatity was 21.12, the open interest changed by 57 which increased total open position to 438
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 5.65, which was 1.00 higher than the previous day. The implied volatity was 22.41, the open interest changed by -16 which decreased total open position to 379
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 4.65, which was -6.45 lower than the previous day. The implied volatity was 20.39, the open interest changed by -9 which decreased total open position to 395
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 11.1, which was 2.25 higher than the previous day. The implied volatity was 20.95, the open interest changed by 5 which increased total open position to 405
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 8.85, which was -3.45 lower than the previous day. The implied volatity was 21.42, the open interest changed by 112 which increased total open position to 394
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 12.3, which was -1.50 lower than the previous day. The implied volatity was 20.19, the open interest changed by -27 which decreased total open position to 280
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 13.8, which was 6.65 higher than the previous day. The implied volatity was 22.29, the open interest changed by 11 which increased total open position to 298
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 7.15, which was -1.80 lower than the previous day. The implied volatity was 20.44, the open interest changed by -4 which decreased total open position to 290
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 8.95, which was -1.70 lower than the previous day. The implied volatity was 20.71, the open interest changed by 60 which increased total open position to 294
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 10.65, which was 0.25 higher than the previous day. The implied volatity was 21.10, the open interest changed by 5 which increased total open position to 232
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 10.4, which was -2.20 lower than the previous day. The implied volatity was 21.33, the open interest changed by 77 which increased total open position to 226
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 12.6, which was -2.95 lower than the previous day. The implied volatity was 21.40, the open interest changed by 24 which increased total open position to 148
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 15.55, which was -1.45 lower than the previous day. The implied volatity was 20.17, the open interest changed by 67 which increased total open position to 122
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 17, which was 5.00 higher than the previous day. The implied volatity was 21.85, the open interest changed by 8 which increased total open position to 13
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 12, which was 11.15 higher than the previous day. The implied volatity was 21.57, the open interest changed by 4 which increased total open position to 4
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 0.85, which was 0.00 lower than the previous day. The implied volatity was 4.94, 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 0.85, which was 0.00 lower than the previous day. The implied volatity was 4.13, 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 0.85, which was 0.00 lower than the previous day. The implied volatity was 2.88, 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 0.85, which was 0.00 lower than the previous day. The implied volatity was 2.77, 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 0.85, which was 0.00 lower than the previous day. The implied volatity was 2.77, 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 0.85, which was 0.00 lower than the previous day. The implied volatity was 2.76, 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 0.85, which was 0.85 higher than the previous day. The implied volatity was 1.83, 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NESTLEIND was trading at 2354.65. 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
