NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2180 CE | ||||||||||
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Delta: 0.40
Vega: 1.07
Theta: -1.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 11.45 | -2.45 | 14.89 | 4,292 | 67 | 426 | |||
| 19 Dec | 2160.40 | 13.9 | -16.40 | 16.05 | 2,249 | 195 | 355 | |||
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| 18 Dec | 2188.05 | 30.3 | -8.90 | 18.13 | 314 | 29 | 150 | |||
| 17 Dec | 2202.95 | 39.2 | -28.90 | 14.98 | 98 | 42 | 120 | |||
| 16 Dec | 2238.75 | 68.1 | -11.90 | - | 18 | 3 | 79 | |||
| 13 Dec | 2253.50 | 80 | 21.20 | - | 45 | 9 | 75 | |||
| 12 Dec | 2224.05 | 58.8 | -15.95 | 15.33 | 36 | 18 | 62 | |||
| 11 Dec | 2241.05 | 74.75 | 6.35 | 14.67 | 16 | 3 | 44 | |||
| 10 Dec | 2214.45 | 68.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 2228.85 | 68.4 | -24.65 | 15.85 | 66 | 1 | 41 | |||
| 6 Dec | 2267.80 | 93.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 2265.50 | 93.05 | 0.55 | 12.40 | 9 | 2 | 41 | |||
| 4 Dec | 2257.80 | 92.5 | -7.50 | 14.57 | 8 | 3 | 37 | |||
| 3 Dec | 2261.70 | 100 | 6.30 | 13.39 | 1 | 0 | 35 | |||
| 2 Dec | 2251.85 | 93.7 | 4.95 | 15.52 | 5 | 1 | 35 | |||
| 29 Nov | 2234.65 | 88.75 | -23.25 | 18.64 | 46 | 32 | 34 | |||
| 28 Nov | 2236.25 | 112 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 2273.95 | 112 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 2265.25 | 112 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 25 Nov | 2256.95 | 112 | 26.75 | 18.44 | 3 | 0 | 1 | |||
| 22 Nov | 2247.30 | 85.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 85.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 2214.15 | 85.25 | 0.00 | 20.73 | 1 | 1 | 0 | |||
| 19 Nov | 2214.15 | 85.25 | -58.80 | 20.73 | 1 | 0 | 0 | |||
| 18 Nov | 2213.20 | 144.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 144.05 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2180 expiring on 26DEC2024
Delta for 2180 CE is 0.40
Historical price for 2180 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 11.45, which was -2.45 lower than the previous day. The implied volatity was 14.89, the open interest changed by 67 which increased total open position to 426
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 13.9, which was -16.40 lower than the previous day. The implied volatity was 16.05, the open interest changed by 195 which increased total open position to 355
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 30.3, which was -8.90 lower than the previous day. The implied volatity was 18.13, the open interest changed by 29 which increased total open position to 150
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 39.2, which was -28.90 lower than the previous day. The implied volatity was 14.98, the open interest changed by 42 which increased total open position to 120
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 68.1, which was -11.90 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 79
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 80, which was 21.20 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 75
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 58.8, which was -15.95 lower than the previous day. The implied volatity was 15.33, the open interest changed by 18 which increased total open position to 62
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 74.75, which was 6.35 higher than the previous day. The implied volatity was 14.67, the open interest changed by 3 which increased total open position to 44
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 68.4, 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 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 68.4, which was -24.65 lower than the previous day. The implied volatity was 15.85, the open interest changed by 1 which increased total open position to 41
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 93.05, 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 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 93.05, which was 0.55 higher than the previous day. The implied volatity was 12.40, the open interest changed by 2 which increased total open position to 41
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 92.5, which was -7.50 lower than the previous day. The implied volatity was 14.57, the open interest changed by 3 which increased total open position to 37
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 100, which was 6.30 higher than the previous day. The implied volatity was 13.39, the open interest changed by 0 which decreased total open position to 35
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 93.7, which was 4.95 higher than the previous day. The implied volatity was 15.52, the open interest changed by 1 which increased total open position to 35
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 88.75, which was -23.25 lower than the previous day. The implied volatity was 18.64, the open interest changed by 32 which increased total open position to 34
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 112, 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 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 112, 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 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 112, 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 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 112, which was 26.75 higher than the previous day. The implied volatity was 18.44, the open interest changed by 0 which decreased total open position to 1
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 85.25, 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 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 85.25, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 85.25, which was 0.00 lower than the previous day. The implied volatity was 20.73, the open interest changed by 1 which increased total open position to 0
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 85.25, which was -58.80 lower than the previous day. The implied volatity was 20.73, 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 144.05, 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 144.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 26DEC2024 2180 PE | |||||||
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Delta: -0.57
Vega: 1.09
Theta: -1.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 29.3 | -4.25 | 20.85 | 1,042 | 37 | 291 |
| 19 Dec | 2160.40 | 33.55 | 14.05 | 22.72 | 1,015 | -71 | 254 |
| 18 Dec | 2188.05 | 19.5 | 3.50 | 19.70 | 996 | -1 | 325 |
| 17 Dec | 2202.95 | 16 | 7.90 | 20.89 | 951 | 106 | 325 |
| 16 Dec | 2238.75 | 8.1 | 1.60 | 21.45 | 407 | -17 | 201 |
| 13 Dec | 2253.50 | 6.5 | -8.80 | 19.42 | 468 | 33 | 215 |
| 12 Dec | 2224.05 | 15.3 | 3.65 | 20.30 | 169 | 3 | 184 |
| 11 Dec | 2241.05 | 11.65 | -5.10 | 20.42 | 256 | -22 | 179 |
| 10 Dec | 2214.45 | 16.75 | -1.45 | 19.60 | 187 | 17 | 200 |
| 9 Dec | 2228.85 | 18.2 | 8.70 | 21.75 | 470 | 48 | 180 |
| 6 Dec | 2267.80 | 9.5 | -2.00 | 19.79 | 166 | 8 | 133 |
| 5 Dec | 2265.50 | 11.5 | -2.15 | 19.92 | 358 | 37 | 124 |
| 4 Dec | 2257.80 | 13.65 | 0.60 | 20.42 | 198 | 12 | 85 |
| 3 Dec | 2261.70 | 13.05 | -2.00 | 20.80 | 57 | -4 | 73 |
| 2 Dec | 2251.85 | 15.05 | -4.30 | 20.27 | 123 | 21 | 76 |
| 29 Nov | 2234.65 | 19.35 | 3.95 | 19.49 | 100 | 50 | 55 |
| 28 Nov | 2236.25 | 15.4 | -21.50 | 18.13 | 5 | 4 | 4 |
| 27 Nov | 2273.95 | 36.9 | 0.00 | 4.52 | 0 | 0 | 0 |
| 26 Nov | 2265.25 | 36.9 | 0.00 | 4.32 | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 36.9 | 0.00 | 3.97 | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 36.9 | 0.00 | 3.23 | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 36.9 | 0.00 | 2.05 | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 36.9 | 0.00 | 2.01 | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 36.9 | 0.00 | 2.01 | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 36.9 | 0.00 | 2.31 | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 36.9 | 1.28 | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2180 expiring on 26DEC2024
Delta for 2180 PE is -0.57
Historical price for 2180 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 29.3, which was -4.25 lower than the previous day. The implied volatity was 20.85, the open interest changed by 37 which increased total open position to 291
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 33.55, which was 14.05 higher than the previous day. The implied volatity was 22.72, the open interest changed by -71 which decreased total open position to 254
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 19.5, which was 3.50 higher than the previous day. The implied volatity was 19.70, the open interest changed by -1 which decreased total open position to 325
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 16, which was 7.90 higher than the previous day. The implied volatity was 20.89, the open interest changed by 106 which increased total open position to 325
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 8.1, which was 1.60 higher than the previous day. The implied volatity was 21.45, the open interest changed by -17 which decreased total open position to 201
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 6.5, which was -8.80 lower than the previous day. The implied volatity was 19.42, the open interest changed by 33 which increased total open position to 215
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 15.3, which was 3.65 higher than the previous day. The implied volatity was 20.30, the open interest changed by 3 which increased total open position to 184
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 11.65, which was -5.10 lower than the previous day. The implied volatity was 20.42, the open interest changed by -22 which decreased total open position to 179
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 16.75, which was -1.45 lower than the previous day. The implied volatity was 19.60, the open interest changed by 17 which increased total open position to 200
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 18.2, which was 8.70 higher than the previous day. The implied volatity was 21.75, the open interest changed by 48 which increased total open position to 180
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 9.5, which was -2.00 lower than the previous day. The implied volatity was 19.79, the open interest changed by 8 which increased total open position to 133
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 11.5, which was -2.15 lower than the previous day. The implied volatity was 19.92, the open interest changed by 37 which increased total open position to 124
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 13.65, which was 0.60 higher than the previous day. The implied volatity was 20.42, the open interest changed by 12 which increased total open position to 85
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 13.05, which was -2.00 lower than the previous day. The implied volatity was 20.80, the open interest changed by -4 which decreased total open position to 73
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 15.05, which was -4.30 lower than the previous day. The implied volatity was 20.27, the open interest changed by 21 which increased total open position to 76
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 19.35, which was 3.95 higher than the previous day. The implied volatity was 19.49, the open interest changed by 50 which increased total open position to 55
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 15.4, which was -21.50 lower than the previous day. The implied volatity was 18.13, the open interest changed by 4 which increased total open position to 4
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 36.9, which was 0.00 lower than the previous day. The implied volatity was 4.52, 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 36.9, which was 0.00 lower than the previous day. The implied volatity was 4.32, 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 36.9, which was 0.00 lower than the previous day. The implied volatity was 3.97, 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 36.9, which was 0.00 lower than the previous day. The implied volatity was 3.23, 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 36.9, which was 0.00 lower than the previous day. The implied volatity was 2.05, 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 36.9, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 36.9, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 36.9, which was 0.00 lower than the previous day. The implied volatity was 2.31, 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 36.9, which was lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
