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[--[65.84.65.76]--]
NESTLEIND
Nestle India Limited

2182.8 -52.45 (-2.35%)

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Historical option data for NESTLEIND

14 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2200 CE
Delta: 0.49
Vega: 1.71
Theta: -1.38
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 0.49

Historical price for 2200 CE is as follows

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
Delta: -0.51
Vega: 1.71
Theta: -0.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.51

Historical price for 2200 PE is as follows

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