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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 2160 CE
Delta: 0.70
Vega: 1.50
Theta: -1.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2182.80 50.9 -33.15 17.26 212 89 102
13 Nov 2235.25 84.05 -18.75 - 3 1 12
12 Nov 2256.20 102.8 -25.45 14.15 4 2 12
11 Nov 2279.05 128.25 11.75 - 3 0 8
8 Nov 2295.65 116.5 0.00 0.00 0 2 0
7 Nov 2262.85 116.5 -15.75 - 7 1 7
6 Nov 2275.60 132.25 12.85 17.91 1 0 6
5 Nov 2262.45 119.4 -272.15 11.64 6 4 4
4 Nov 2246.20 391.55 0.00 - 0 0 0
1 Nov 2282.30 391.55 0.00 - 0 0 0
31 Oct 2262.95 391.55 0.00 - 0 0 0
30 Oct 2276.30 391.55 0.00 - 0 0 0
29 Oct 2267.40 391.55 0.00 - 0 0 0
28 Oct 2272.05 391.55 0.00 - 0 0 0
25 Oct 2260.70 391.55 0.00 - 0 0 0
24 Oct 2258.65 391.55 - 0 0 0


For Nestle India Limited - strike price 2160 expiring on 28NOV2024

Delta for 2160 CE is 0.70

Historical price for 2160 CE is as follows

On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 50.9, which was -33.15 lower than the previous day. The implied volatity was 17.26, the open interest changed by 89 which increased total open position to 102


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 84.05, which was -18.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 102.8, which was -25.45 lower than the previous day. The implied volatity was 14.15, the open interest changed by 2 which increased total open position to 12


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 128.25, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 116.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 116.5, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 132.25, which was 12.85 higher than the previous day. The implied volatity was 17.91, the open interest changed by 0 which decreased total open position to 6


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 119.4, which was -272.15 lower than the previous day. The implied volatity was 11.64, the open interest changed by 4 which increased total open position to 4


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 391.55, 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 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 391.55, 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 391.55, 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 391.55, 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 391.55, 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 391.55, 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 391.55, 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 391.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NESTLEIND 28NOV2024 2160 PE
Delta: -0.34
Vega: 1.56
Theta: -0.98
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2182.80 20.75 11.10 21.25 454 75 253
13 Nov 2235.25 9.65 0.55 22.15 235 10 173
12 Nov 2256.20 9.1 3.20 22.54 377 -50 171
11 Nov 2279.05 5.9 -0.10 23.07 419 61 221
8 Nov 2295.65 6 -4.60 22.57 242 2 162
7 Nov 2262.85 10.6 1.15 22.85 112 25 164
6 Nov 2275.60 9.45 -4.00 22.64 40 -5 139
5 Nov 2262.45 13.45 -5.05 23.95 145 -26 144
4 Nov 2246.20 18.5 6.15 24.24 341 -142 166
1 Nov 2282.30 12.35 -3.40 23.77 4 2 309
31 Oct 2262.95 15.75 0.15 - 143 -43 307
30 Oct 2276.30 15.6 -1.35 - 167 38 350
29 Oct 2267.40 16.95 1.45 - 90 42 312
28 Oct 2272.05 15.5 -2.50 - 241 137 270
25 Oct 2260.70 18 -2.45 - 154 73 133
24 Oct 2258.65 20.45 - 147 61 61


For Nestle India Limited - strike price 2160 expiring on 28NOV2024

Delta for 2160 PE is -0.34

Historical price for 2160 PE is as follows

On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 20.75, which was 11.10 higher than the previous day. The implied volatity was 21.25, the open interest changed by 75 which increased total open position to 253


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 9.65, which was 0.55 higher than the previous day. The implied volatity was 22.15, the open interest changed by 10 which increased total open position to 173


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 9.1, which was 3.20 higher than the previous day. The implied volatity was 22.54, the open interest changed by -50 which decreased total open position to 171


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 5.9, which was -0.10 lower than the previous day. The implied volatity was 23.07, the open interest changed by 61 which increased total open position to 221


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 6, which was -4.60 lower than the previous day. The implied volatity was 22.57, the open interest changed by 2 which increased total open position to 162


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 10.6, which was 1.15 higher than the previous day. The implied volatity was 22.85, the open interest changed by 25 which increased total open position to 164


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 9.45, which was -4.00 lower than the previous day. The implied volatity was 22.64, the open interest changed by -5 which decreased total open position to 139


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 13.45, which was -5.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by -26 which decreased total open position to 144


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 18.5, which was 6.15 higher than the previous day. The implied volatity was 24.24, the open interest changed by -142 which decreased total open position to 166


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 12.35, which was -3.40 lower than the previous day. The implied volatity was 23.77, the open interest changed by 2 which increased total open position to 309


On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 15.75, which was 0.15 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 15.6, which was -1.35 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 16.95, which was 1.45 higher 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 15.5, which was -2.50 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 18, which was -2.45 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 20.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to