NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2200 CE | ||||||||||
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Delta: 0.25
Vega: 0.87
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 6.4 | -2.50 | 16.03 | 4,239 | 10 | 1,277 | |||
| 19 Dec | 2160.40 | 8.9 | -10.60 | 17.51 | 3,119 | 352 | 1,269 | |||
| 18 Dec | 2188.05 | 19.5 | -7.80 | 17.70 | 2,613 | 139 | 920 | |||
| 17 Dec | 2202.95 | 27.3 | -23.80 | 15.74 | 1,564 | 316 | 787 | |||
| 16 Dec | 2238.75 | 51.1 | -14.85 | 10.27 | 574 | -10 | 482 | |||
| 13 Dec | 2253.50 | 65.95 | 20.50 | 12.71 | 1,262 | -123 | 499 | |||
| 12 Dec | 2224.05 | 45.45 | -11.85 | 16.02 | 898 | 36 | 620 | |||
| 11 Dec | 2241.05 | 57.3 | 8.80 | 13.74 | 1,417 | -141 | 585 | |||
| 10 Dec | 2214.45 | 48.5 | -6.35 | 17.48 | 1,004 | 248 | 724 | |||
| 9 Dec | 2228.85 | 54.85 | -27.75 | 16.52 | 1,343 | 216 | 480 | |||
| 6 Dec | 2267.80 | 82.6 | 1.65 | 14.10 | 180 | -24 | 264 | |||
| 5 Dec | 2265.50 | 80.95 | -0.05 | 16.38 | 868 | 13 | 284 | |||
| 4 Dec | 2257.80 | 81 | -4.00 | 17.65 | 68 | 3 | 276 | |||
| 3 Dec | 2261.70 | 85 | 6.90 | 15.08 | 51 | 9 | 270 | |||
| 2 Dec | 2251.85 | 78.1 | 3.20 | 15.70 | 72 | 4 | 260 | |||
| 29 Nov | 2234.65 | 74.9 | -9.30 | 18.65 | 281 | 79 | 254 | |||
| 28 Nov | 2236.25 | 84.2 | -17.70 | 19.23 | 173 | 62 | 175 | |||
| 27 Nov | 2273.95 | 101.9 | 2.90 | 17.28 | 32 | 4 | 114 | |||
| 26 Nov | 2265.25 | 99 | 1.60 | 16.89 | 29 | 0 | 111 | |||
| 25 Nov | 2256.95 | 97.4 | 14.50 | 17.24 | 72 | 57 | 112 | |||
| 22 Nov | 2247.30 | 82.9 | 20.40 | 16.56 | 209 | 58 | 113 | |||
| 21 Nov | 2211.20 | 62.5 | -4.70 | 17.19 | 52 | 18 | 55 | |||
| 20 Nov | 2214.15 | 67.2 | 0.00 | 18.64 | 57 | -1 | 36 | |||
| 19 Nov | 2214.15 | 67.2 | -0.80 | 18.64 | 57 | -2 | 36 | |||
| 18 Nov | 2213.20 | 68 | 9.10 | 16.57 | 72 | 2 | 38 | |||
| 14 Nov | 2182.80 | 58.9 | -33.65 | 17.63 | 46 | 28 | 35 | |||
| 13 Nov | 2235.25 | 92.55 | -504.00 | 17.32 | 8 | 7 | 7 | |||
| 12 Nov | 2256.20 | 596.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2279.05 | 596.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2295.65 | 596.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2262.85 | 596.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2275.60 | 596.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 2267.40 | 596.55 | 596.55 | - | 0 | 0 | 0 | |||
| 21 Oct | 2354.65 | 0 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2200 expiring on 26DEC2024
Delta for 2200 CE is 0.25
Historical price for 2200 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 6.4, which was -2.50 lower than the previous day. The implied volatity was 16.03, the open interest changed by 10 which increased total open position to 1277
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 8.9, which was -10.60 lower than the previous day. The implied volatity was 17.51, the open interest changed by 352 which increased total open position to 1269
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 19.5, which was -7.80 lower than the previous day. The implied volatity was 17.70, the open interest changed by 139 which increased total open position to 920
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 27.3, which was -23.80 lower than the previous day. The implied volatity was 15.74, the open interest changed by 316 which increased total open position to 787
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 51.1, which was -14.85 lower than the previous day. The implied volatity was 10.27, the open interest changed by -10 which decreased total open position to 482
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 65.95, which was 20.50 higher than the previous day. The implied volatity was 12.71, the open interest changed by -123 which decreased total open position to 499
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 45.45, which was -11.85 lower than the previous day. The implied volatity was 16.02, the open interest changed by 36 which increased total open position to 620
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 57.3, which was 8.80 higher than the previous day. The implied volatity was 13.74, the open interest changed by -141 which decreased total open position to 585
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 48.5, which was -6.35 lower than the previous day. The implied volatity was 17.48, the open interest changed by 248 which increased total open position to 724
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 54.85, which was -27.75 lower than the previous day. The implied volatity was 16.52, the open interest changed by 216 which increased total open position to 480
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 82.6, which was 1.65 higher than the previous day. The implied volatity was 14.10, the open interest changed by -24 which decreased total open position to 264
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 80.95, which was -0.05 lower than the previous day. The implied volatity was 16.38, the open interest changed by 13 which increased total open position to 284
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 81, which was -4.00 lower than the previous day. The implied volatity was 17.65, the open interest changed by 3 which increased total open position to 276
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 85, which was 6.90 higher than the previous day. The implied volatity was 15.08, the open interest changed by 9 which increased total open position to 270
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 78.1, which was 3.20 higher than the previous day. The implied volatity was 15.70, the open interest changed by 4 which increased total open position to 260
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 74.9, which was -9.30 lower than the previous day. The implied volatity was 18.65, the open interest changed by 79 which increased total open position to 254
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 84.2, which was -17.70 lower than the previous day. The implied volatity was 19.23, the open interest changed by 62 which increased total open position to 175
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 101.9, which was 2.90 higher than the previous day. The implied volatity was 17.28, the open interest changed by 4 which increased total open position to 114
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 99, which was 1.60 higher than the previous day. The implied volatity was 16.89, the open interest changed by 0 which decreased total open position to 111
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 97.4, which was 14.50 higher than the previous day. The implied volatity was 17.24, the open interest changed by 57 which increased total open position to 112
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 82.9, which was 20.40 higher than the previous day. The implied volatity was 16.56, the open interest changed by 58 which increased total open position to 113
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 62.5, which was -4.70 lower than the previous day. The implied volatity was 17.19, the open interest changed by 18 which increased total open position to 55
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 67.2, which was 0.00 lower than the previous day. The implied volatity was 18.64, the open interest changed by -1 which decreased total open position to 36
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 67.2, which was -0.80 lower than the previous day. The implied volatity was 18.64, the open interest changed by -2 which decreased total open position to 36
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 68, which was 9.10 higher than the previous day. The implied volatity was 16.57, the open interest changed by 2 which increased total open position to 38
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 58.9, which was -33.65 lower than the previous day. The implied volatity was 17.63, the open interest changed by 28 which increased total open position to 35
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 92.55, which was -504.00 lower than the previous day. The implied volatity was 17.32, the open interest changed by 7 which increased total open position to 7
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 596.55, 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 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 596.55, 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 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 596.55, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 596.55, 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 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 596.55, 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 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 596.55, which was 596.55 higher 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 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.99
Theta: -1.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 44.35 | -3.85 | 23.01 | 1,067 | -283 | 823 |
| 19 Dec | 2160.40 | 48.2 | 19.20 | 24.61 | 1,476 | -142 | 1,107 |
| 18 Dec | 2188.05 | 29 | 5.00 | 19.50 | 2,324 | -139 | 1,250 |
| 17 Dec | 2202.95 | 24 | 11.70 | 20.98 | 2,781 | 473 | 1,391 |
| 16 Dec | 2238.75 | 12.3 | 2.90 | 21.11 | 989 | -12 | 926 |
| 13 Dec | 2253.50 | 9.4 | -11.70 | 18.68 | 1,722 | -400 | 943 |
| 12 Dec | 2224.05 | 21.1 | 4.80 | 19.82 | 1,214 | 210 | 1,350 |
| 11 Dec | 2241.05 | 16.3 | -6.10 | 20.04 | 2,997 | -1,245 | 1,140 |
| 10 Dec | 2214.45 | 22.4 | -1.35 | 18.93 | 3,052 | 247 | 2,389 |
| 9 Dec | 2228.85 | 23.75 | 11.05 | 21.42 | 7,308 | 1,348 | 2,162 |
| 6 Dec | 2267.80 | 12.7 | -2.15 | 19.21 | 641 | 122 | 818 |
| 5 Dec | 2265.50 | 14.85 | -2.90 | 19.19 | 2,473 | -109 | 693 |
| 4 Dec | 2257.80 | 17.75 | 0.95 | 19.92 | 511 | 18 | 803 |
| 3 Dec | 2261.70 | 16.8 | -3.20 | 20.28 | 759 | -124 | 784 |
| 2 Dec | 2251.85 | 20 | -4.30 | 20.13 | 398 | 20 | 909 |
| 29 Nov | 2234.65 | 24.3 | -0.70 | 18.93 | 793 | 170 | 889 |
| 28 Nov | 2236.25 | 25 | 6.00 | 20.40 | 856 | 369 | 719 |
| 27 Nov | 2273.95 | 19 | -2.80 | 20.73 | 161 | 16 | 349 |
| 26 Nov | 2265.25 | 21.8 | -2.20 | 21.35 | 95 | 17 | 332 |
| 25 Nov | 2256.95 | 24 | -6.20 | 21.60 | 248 | -350 | 315 |
| 22 Nov | 2247.30 | 30.2 | -11.30 | 20.86 | 751 | -271 | 394 |
| 21 Nov | 2211.20 | 41.5 | -1.50 | 20.22 | 731 | 441 | 662 |
| 20 Nov | 2214.15 | 43 | 0.00 | 20.11 | 117 | 53 | 223 |
| 19 Nov | 2214.15 | 43 | 0.50 | 20.11 | 117 | 55 | 223 |
| 18 Nov | 2213.20 | 42.5 | -12.50 | 21.02 | 92 | 47 | 168 |
| 14 Nov | 2182.80 | 55 | 20.50 | 20.79 | 96 | 56 | 121 |
| 13 Nov | 2235.25 | 34.5 | 1.50 | 20.64 | 28 | 21 | 64 |
| 12 Nov | 2256.20 | 33 | 9.00 | 21.10 | 38 | 30 | 41 |
| 11 Nov | 2279.05 | 24 | 1.00 | 20.91 | 10 | 6 | 9 |
| 8 Nov | 2295.65 | 23 | -9.00 | 20.86 | 2 | 0 | 2 |
| 7 Nov | 2262.85 | 32 | -8.00 | 21.37 | 3 | 1 | 2 |
| 6 Nov | 2275.60 | 40 | 38.65 | 25.00 | 2 | 1 | 1 |
| 29 Oct | 2267.40 | 1.35 | 1.35 | - | 0 | 0 | 0 |
| 21 Oct | 2354.65 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2200 expiring on 26DEC2024
Delta for 2200 PE is -0.68
Historical price for 2200 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 44.35, which was -3.85 lower than the previous day. The implied volatity was 23.01, the open interest changed by -283 which decreased total open position to 823
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 48.2, which was 19.20 higher than the previous day. The implied volatity was 24.61, the open interest changed by -142 which decreased total open position to 1107
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 29, which was 5.00 higher than the previous day. The implied volatity was 19.50, the open interest changed by -139 which decreased total open position to 1250
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 24, which was 11.70 higher than the previous day. The implied volatity was 20.98, the open interest changed by 473 which increased total open position to 1391
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 12.3, which was 2.90 higher than the previous day. The implied volatity was 21.11, the open interest changed by -12 which decreased total open position to 926
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 9.4, which was -11.70 lower than the previous day. The implied volatity was 18.68, the open interest changed by -400 which decreased total open position to 943
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 21.1, which was 4.80 higher than the previous day. The implied volatity was 19.82, the open interest changed by 210 which increased total open position to 1350
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 16.3, which was -6.10 lower than the previous day. The implied volatity was 20.04, the open interest changed by -1245 which decreased total open position to 1140
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 22.4, which was -1.35 lower than the previous day. The implied volatity was 18.93, the open interest changed by 247 which increased total open position to 2389
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 23.75, which was 11.05 higher than the previous day. The implied volatity was 21.42, the open interest changed by 1348 which increased total open position to 2162
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 12.7, which was -2.15 lower than the previous day. The implied volatity was 19.21, the open interest changed by 122 which increased total open position to 818
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 14.85, which was -2.90 lower than the previous day. The implied volatity was 19.19, the open interest changed by -109 which decreased total open position to 693
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 17.75, which was 0.95 higher than the previous day. The implied volatity was 19.92, the open interest changed by 18 which increased total open position to 803
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 16.8, which was -3.20 lower than the previous day. The implied volatity was 20.28, the open interest changed by -124 which decreased total open position to 784
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 20, which was -4.30 lower than the previous day. The implied volatity was 20.13, the open interest changed by 20 which increased total open position to 909
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 24.3, which was -0.70 lower than the previous day. The implied volatity was 18.93, the open interest changed by 170 which increased total open position to 889
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 25, which was 6.00 higher than the previous day. The implied volatity was 20.40, the open interest changed by 369 which increased total open position to 719
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 19, which was -2.80 lower than the previous day. The implied volatity was 20.73, the open interest changed by 16 which increased total open position to 349
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 21.8, which was -2.20 lower than the previous day. The implied volatity was 21.35, the open interest changed by 17 which increased total open position to 332
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 24, which was -6.20 lower than the previous day. The implied volatity was 21.60, the open interest changed by -350 which decreased total open position to 315
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 30.2, which was -11.30 lower than the previous day. The implied volatity was 20.86, the open interest changed by -271 which decreased total open position to 394
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 41.5, which was -1.50 lower than the previous day. The implied volatity was 20.22, the open interest changed by 441 which increased total open position to 662
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 20.11, the open interest changed by 53 which increased total open position to 223
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 43, which was 0.50 higher than the previous day. The implied volatity was 20.11, the open interest changed by 55 which increased total open position to 223
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 42.5, which was -12.50 lower than the previous day. The implied volatity was 21.02, the open interest changed by 47 which increased total open position to 168
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 55, which was 20.50 higher than the previous day. The implied volatity was 20.79, the open interest changed by 56 which increased total open position to 121
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 34.5, which was 1.50 higher than the previous day. The implied volatity was 20.64, the open interest changed by 21 which increased total open position to 64
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 33, which was 9.00 higher than the previous day. The implied volatity was 21.10, the open interest changed by 30 which increased total open position to 41
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 24, which was 1.00 higher than the previous day. The implied volatity was 20.91, the open interest changed by 6 which increased total open position to 9
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 23, which was -9.00 lower than the previous day. The implied volatity was 20.86, the open interest changed by 0 which decreased total open position to 2
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 32, which was -8.00 lower than the previous day. The implied volatity was 21.37, the open interest changed by 1 which increased total open position to 2
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 40, which was 38.65 higher than the previous day. The implied volatity was 25.00, the open interest changed by 1 which increased total open position to 1
On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 1.35, which was 1.35 higher 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
