NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 1.67
Theta: -1.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2182.80 | 39.65 | -34.80 | 18.08 | 289 | 87 | 101 | |||
| 13 Nov | 2235.25 | 74.45 | -17.80 | 14.15 | 14 | -1 | 12 | |||
| 12 Nov | 2256.20 | 92.25 | -16.05 | 21.07 | 19 | 7 | 14 | |||
| 11 Nov | 2279.05 | 108.3 | -18.80 | - | 4 | 0 | 8 | |||
| 8 Nov | 2295.65 | 127.1 | 27.65 | 13.51 | 5 | 0 | 8 | |||
| 7 Nov | 2262.85 | 99.45 | -15.05 | 11.94 | 9 | 2 | 9 | |||
| 6 Nov | 2275.60 | 114.5 | 21.50 | 17.74 | 1 | 0 | 8 | |||
| 5 Nov | 2262.45 | 93 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 4 Nov | 2246.20 | 93 | -28.70 | 18.38 | 14 | 7 | 9 | |||
| 1 Nov | 2282.30 | 121.7 | 0.00 | 0.00 | 0 | 2 | 0 | |||
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| 31 Oct | 2262.95 | 121.7 | -481.40 | - | 4 | 1 | 1 | |||
| 30 Oct | 2276.30 | 603.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2267.40 | 603.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2272.05 | 603.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2260.70 | 603.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2258.65 | 603.1 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2180 expiring on 28NOV2024
Delta for 2180 CE is 0.59
Historical price for 2180 CE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 39.65, which was -34.80 lower than the previous day. The implied volatity was 18.08, the open interest changed by 87 which increased total open position to 101
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 74.45, which was -17.80 lower than the previous day. The implied volatity was 14.15, the open interest changed by -1 which decreased total open position to 12
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 92.25, which was -16.05 lower than the previous day. The implied volatity was 21.07, the open interest changed by 7 which increased total open position to 14
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 108.3, which was -18.80 lower 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 127.1, which was 27.65 higher than the previous day. The implied volatity was 13.51, the open interest changed by 0 which decreased total open position to 8
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 99.45, which was -15.05 lower than the previous day. The implied volatity was 11.94, the open interest changed by 2 which increased total open position to 9
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 114.5, which was 21.50 higher than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 8
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 93, which was -28.70 lower than the previous day. The implied volatity was 18.38, the open interest changed by 7 which increased total open position to 9
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 121.7, 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 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 121.7, which was -481.40 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 603.1, 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 603.1, 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 603.1, 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 603.1, 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 603.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 1.67
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2182.80 | 27.95 | 15.20 | 20.86 | 578 | 113 | 254 |
| 13 Nov | 2235.25 | 12.75 | 1.40 | 21.28 | 161 | 27 | 141 |
| 12 Nov | 2256.20 | 11.35 | 3.25 | 21.29 | 158 | -25 | 120 |
| 11 Nov | 2279.05 | 8.1 | 0.20 | 22.64 | 269 | 68 | 145 |
| 8 Nov | 2295.65 | 7.9 | -6.35 | 21.98 | 112 | 31 | 76 |
| 7 Nov | 2262.85 | 14.25 | 2.00 | 22.71 | 36 | 3 | 45 |
| 6 Nov | 2275.60 | 12.25 | -4.00 | 22.16 | 41 | 8 | 43 |
| 5 Nov | 2262.45 | 16.25 | -6.70 | 23.06 | 29 | -2 | 34 |
| 4 Nov | 2246.20 | 22.95 | 7.95 | 23.79 | 58 | 19 | 35 |
| 1 Nov | 2282.30 | 15 | -4.05 | 22.98 | 2 | 1 | 15 |
| 31 Oct | 2262.95 | 19.05 | 18.75 | - | 37 | 14 | 14 |
| 30 Oct | 2276.30 | 0.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2267.40 | 0.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2272.05 | 0.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2260.70 | 0.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2258.65 | 0.3 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2180 expiring on 28NOV2024
Delta for 2180 PE is -0.42
Historical price for 2180 PE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 27.95, which was 15.20 higher than the previous day. The implied volatity was 20.86, the open interest changed by 113 which increased total open position to 254
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 12.75, which was 1.40 higher than the previous day. The implied volatity was 21.28, the open interest changed by 27 which increased total open position to 141
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 11.35, which was 3.25 higher than the previous day. The implied volatity was 21.29, the open interest changed by -25 which decreased total open position to 120
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 8.1, which was 0.20 higher than the previous day. The implied volatity was 22.64, the open interest changed by 68 which increased total open position to 145
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 7.9, which was -6.35 lower than the previous day. The implied volatity was 21.98, the open interest changed by 31 which increased total open position to 76
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 14.25, which was 2.00 higher than the previous day. The implied volatity was 22.71, the open interest changed by 3 which increased total open position to 45
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 12.25, which was -4.00 lower than the previous day. The implied volatity was 22.16, the open interest changed by 8 which increased total open position to 43
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 16.25, which was -6.70 lower than the previous day. The implied volatity was 23.06, the open interest changed by -2 which decreased total open position to 34
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 22.95, which was 7.95 higher than the previous day. The implied volatity was 23.79, the open interest changed by 19 which increased total open position to 35
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 15, which was -4.05 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 15
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 19.05, which was 18.75 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 0.3, 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 0.3, 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 0.3, 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 0.3, 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 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
