NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2200 CE | ||||||||||
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Delta: 0.60
Vega: 1.18
Theta: -1.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 27 | -6.40 | 16.70 | 1,688 | 59 | 514 | |||
| 20 Nov | 2214.15 | 33.4 | 0.00 | 19.39 | 1,582 | -83 | 451 | |||
| 19 Nov | 2214.15 | 33.4 | -1.75 | 19.39 | 1,582 | -87 | 451 | |||
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| 18 Nov | 2213.20 | 35.15 | 6.15 | 15.99 | 2,842 | 204 | 547 | |||
| 14 Nov | 2182.80 | 29 | -32.05 | 17.98 | 1,526 | 119 | 344 | |||
| 13 Nov | 2235.25 | 61.05 | -5.50 | 16.35 | 283 | 1 | 228 | |||
| 12 Nov | 2256.20 | 66.55 | -24.80 | 13.33 | 120 | 11 | 226 | |||
| 11 Nov | 2279.05 | 91.35 | -14.65 | - | 90 | -18 | 217 | |||
| 8 Nov | 2295.65 | 106 | 21.00 | - | 145 | 8 | 236 | |||
| 7 Nov | 2262.85 | 85 | -11.00 | 15.07 | 125 | 6 | 227 | |||
| 6 Nov | 2275.60 | 96 | 5.80 | 16.43 | 51 | 1 | 221 | |||
| 5 Nov | 2262.45 | 90.2 | 10.50 | 17.35 | 171 | 9 | 219 | |||
| 4 Nov | 2246.20 | 79.7 | -30.80 | 19.11 | 319 | 72 | 208 | |||
| 1 Nov | 2282.30 | 110.5 | 7.35 | 17.89 | 5 | 1 | 137 | |||
| 31 Oct | 2262.95 | 103.15 | -16.15 | - | 66 | 33 | 135 | |||
| 30 Oct | 2276.30 | 119.3 | 9.30 | - | 86 | 37 | 102 | |||
| 29 Oct | 2267.40 | 110 | -6.00 | - | 28 | 12 | 64 | |||
| 28 Oct | 2272.05 | 116 | 7.00 | - | 45 | -3 | 48 | |||
| 25 Oct | 2260.70 | 109 | -0.65 | - | 51 | -1 | 51 | |||
| 24 Oct | 2258.65 | 109.65 | - | 138 | 51 | 51 | ||||
For Nestle India Limited - strike price 2200 expiring on 28NOV2024
Delta for 2200 CE is 0.60
Historical price for 2200 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 27, which was -6.40 lower than the previous day. The implied volatity was 16.70, the open interest changed by 59 which increased total open position to 514
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 33.4, which was 0.00 lower than the previous day. The implied volatity was 19.39, the open interest changed by -83 which decreased total open position to 451
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 33.4, which was -1.75 lower than the previous day. The implied volatity was 19.39, the open interest changed by -87 which decreased total open position to 451
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 35.15, which was 6.15 higher than the previous day. The implied volatity was 15.99, the open interest changed by 204 which increased total open position to 547
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 29, which was -32.05 lower than the previous day. The implied volatity was 17.98, the open interest changed by 119 which increased total open position to 344
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 61.05, which was -5.50 lower than the previous day. The implied volatity was 16.35, the open interest changed by 1 which increased total open position to 228
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 66.55, which was -24.80 lower than the previous day. The implied volatity was 13.33, the open interest changed by 11 which increased total open position to 226
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 91.35, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 217
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 106, which was 21.00 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 236
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 85, which was -11.00 lower than the previous day. The implied volatity was 15.07, the open interest changed by 6 which increased total open position to 227
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 96, which was 5.80 higher than the previous day. The implied volatity was 16.43, the open interest changed by 1 which increased total open position to 221
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 90.2, which was 10.50 higher than the previous day. The implied volatity was 17.35, the open interest changed by 9 which increased total open position to 219
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 79.7, which was -30.80 lower than the previous day. The implied volatity was 19.11, the open interest changed by 72 which increased total open position to 208
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 110.5, which was 7.35 higher than the previous day. The implied volatity was 17.89, the open interest changed by 1 which increased total open position to 137
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 103.15, which was -16.15 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 119.3, which was 9.30 higher 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 110, which was -6.00 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 116, which was 7.00 higher 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 109, which was -0.65 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 109.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 1.19
Theta: -1.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 19.8 | -3.60 | 20.92 | 1,150 | -83 | 594 |
| 20 Nov | 2214.15 | 23.4 | 0.00 | 20.86 | 1,919 | -8 | 678 |
| 19 Nov | 2214.15 | 23.4 | 1.50 | 20.86 | 1,919 | -7 | 678 |
| 18 Nov | 2213.20 | 21.9 | -14.70 | 21.44 | 1,443 | -144 | 694 |
| 14 Nov | 2182.80 | 36.6 | 19.75 | 20.33 | 3,384 | 111 | 836 |
| 13 Nov | 2235.25 | 16.85 | 0.50 | 20.44 | 814 | 18 | 726 |
| 12 Nov | 2256.20 | 16.35 | 5.60 | 21.40 | 513 | 37 | 726 |
| 11 Nov | 2279.05 | 10.75 | 0.55 | 22.01 | 554 | 20 | 689 |
| 8 Nov | 2295.65 | 10.2 | -8.30 | 21.29 | 588 | 14 | 668 |
| 7 Nov | 2262.85 | 18.5 | 3.10 | 22.37 | 1,012 | 54 | 653 |
| 6 Nov | 2275.60 | 15.4 | -4.65 | 21.46 | 471 | -135 | 599 |
| 5 Nov | 2262.45 | 20.05 | -8.05 | 22.38 | 288 | 24 | 733 |
| 4 Nov | 2246.20 | 28.1 | 8.20 | 23.27 | 1,899 | -42 | 709 |
| 1 Nov | 2282.30 | 19.9 | -2.30 | 23.32 | 118 | 45 | 741 |
| 31 Oct | 2262.95 | 22.2 | 0.25 | - | 763 | 308 | 696 |
| 30 Oct | 2276.30 | 21.95 | -3.55 | - | 248 | 7 | 388 |
| 29 Oct | 2267.40 | 25.5 | 2.00 | - | 177 | 9 | 380 |
| 28 Oct | 2272.05 | 23.5 | -2.50 | - | 540 | 36 | 368 |
| 25 Oct | 2260.70 | 26 | -3.00 | - | 226 | 32 | 332 |
| 24 Oct | 2258.65 | 29 | - | 657 | 303 | 303 | |
For Nestle India Limited - strike price 2200 expiring on 28NOV2024
Delta for 2200 PE is -0.42
Historical price for 2200 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 19.8, which was -3.60 lower than the previous day. The implied volatity was 20.92, the open interest changed by -83 which decreased total open position to 594
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 20.86, the open interest changed by -8 which decreased total open position to 678
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 23.4, which was 1.50 higher than the previous day. The implied volatity was 20.86, the open interest changed by -7 which decreased total open position to 678
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 21.9, which was -14.70 lower than the previous day. The implied volatity was 21.44, the open interest changed by -144 which decreased total open position to 694
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 36.6, which was 19.75 higher than the previous day. The implied volatity was 20.33, the open interest changed by 111 which increased total open position to 836
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 16.85, which was 0.50 higher than the previous day. The implied volatity was 20.44, the open interest changed by 18 which increased total open position to 726
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 16.35, which was 5.60 higher than the previous day. The implied volatity was 21.40, the open interest changed by 37 which increased total open position to 726
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 10.75, which was 0.55 higher than the previous day. The implied volatity was 22.01, the open interest changed by 20 which increased total open position to 689
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 10.2, which was -8.30 lower than the previous day. The implied volatity was 21.29, the open interest changed by 14 which increased total open position to 668
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 18.5, which was 3.10 higher than the previous day. The implied volatity was 22.37, the open interest changed by 54 which increased total open position to 653
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 15.4, which was -4.65 lower than the previous day. The implied volatity was 21.46, the open interest changed by -135 which decreased total open position to 599
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 20.05, which was -8.05 lower than the previous day. The implied volatity was 22.38, the open interest changed by 24 which increased total open position to 733
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 28.1, which was 8.20 higher than the previous day. The implied volatity was 23.27, the open interest changed by -42 which decreased total open position to 709
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 19.9, which was -2.30 lower than the previous day. The implied volatity was 23.32, the open interest changed by 45 which increased total open position to 741
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 22.2, which was 0.25 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 21.95, which was -3.55 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 25.5, which was 2.00 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 23.5, 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 26, which was -3.00 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 29, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
