NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2160 CE | ||||||||||
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Delta: 0.82
Vega: 0.82
Theta: -1.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 58.25 | -2.15 | 19.54 | 89 | -3 | 118 | |||
| 20 Nov | 2214.15 | 60.4 | 0.00 | 20.09 | 38 | -10 | 122 | |||
| 19 Nov | 2214.15 | 60.4 | -4.80 | 20.09 | 38 | -9 | 122 | |||
| 18 Nov | 2213.20 | 65.2 | 14.30 | 16.13 | 323 | 28 | 133 | |||
| 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 | |||
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| 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 0.82
Historical price for 2160 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 58.25, which was -2.15 lower than the previous day. The implied volatity was 19.54, the open interest changed by -3 which decreased total open position to 118
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 60.4, which was 0.00 lower than the previous day. The implied volatity was 20.09, the open interest changed by -10 which decreased total open position to 122
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 60.4, which was -4.80 lower than the previous day. The implied volatity was 20.09, the open interest changed by -9 which decreased total open position to 122
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 65.2, which was 14.30 higher than the previous day. The implied volatity was 16.13, the open interest changed by 28 which increased total open position to 133
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.90
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 8.75 | -3.05 | 22.60 | 371 | 33 | 324 |
| 20 Nov | 2214.15 | 11.8 | 0.00 | 22.64 | 733 | 20 | 291 |
| 19 Nov | 2214.15 | 11.8 | 1.00 | 22.64 | 733 | 20 | 291 |
| 18 Nov | 2213.20 | 10.8 | -9.95 | 22.56 | 996 | 18 | 271 |
| 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 -0.22
Historical price for 2160 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 8.75, which was -3.05 lower than the previous day. The implied volatity was 22.60, the open interest changed by 33 which increased total open position to 324
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 11.8, which was 0.00 lower than the previous day. The implied volatity was 22.64, the open interest changed by 20 which increased total open position to 291
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 11.8, which was 1.00 higher than the previous day. The implied volatity was 22.64, the open interest changed by 20 which increased total open position to 291
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 10.8, which was -9.95 lower than the previous day. The implied volatity was 22.56, the open interest changed by 18 which increased total open position to 271
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
