NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2220 CE | ||||||||||
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Delta: 0.15
Vega: 0.66
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 3.95 | -2.00 | 17.80 | 4,214 | -267 | 775 | |||
| 19 Dec | 2160.40 | 5.95 | -6.75 | 19.18 | 4,829 | 282 | 1,047 | |||
| 18 Dec | 2188.05 | 12.7 | -5.75 | 18.35 | 1,783 | 101 | 761 | |||
| 17 Dec | 2202.95 | 18.45 | -18.10 | 16.54 | 2,098 | 289 | 665 | |||
| 16 Dec | 2238.75 | 36.55 | -13.65 | 12.32 | 611 | 28 | 379 | |||
| 13 Dec | 2253.50 | 50.2 | 16.45 | 13.41 | 1,776 | -150 | 350 | |||
| 12 Dec | 2224.05 | 33.75 | -10.65 | 16.28 | 1,230 | 181 | 498 | |||
| 11 Dec | 2241.05 | 44.4 | 7.30 | 14.83 | 1,290 | 15 | 318 | |||
| 10 Dec | 2214.45 | 37.1 | -5.55 | 17.60 | 1,085 | 29 | 303 | |||
| 9 Dec | 2228.85 | 42.65 | -24.20 | 16.79 | 834 | 140 | 275 | |||
| 6 Dec | 2267.80 | 66.85 | 1.65 | 14.38 | 11 | -1 | 136 | |||
| 5 Dec | 2265.50 | 65.2 | 3.65 | 15.90 | 301 | 62 | 135 | |||
| 4 Dec | 2257.80 | 61.55 | -5.50 | 14.90 | 35 | 4 | 74 | |||
| 3 Dec | 2261.70 | 67.05 | 1.75 | 13.67 | 22 | -1 | 69 | |||
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| 2 Dec | 2251.85 | 65.3 | 3.85 | 16.53 | 183 | 23 | 70 | |||
| 29 Nov | 2234.65 | 61.45 | -3.90 | 18.28 | 105 | 43 | 47 | |||
| 28 Nov | 2236.25 | 65.35 | -51.65 | 16.71 | 5 | 2 | 3 | |||
| 27 Nov | 2273.95 | 117 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 2265.25 | 117 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 25 Nov | 2256.95 | 117 | 62.65 | 32.55 | 1 | 1 | 2 | |||
| 22 Nov | 2247.30 | 54.35 | -13.15 | 9.72 | 1 | 0 | 1 | |||
| 21 Nov | 2211.20 | 67.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 2214.15 | 67.5 | 0.00 | 21.84 | 2 | 1 | 1 | |||
| 19 Nov | 2214.15 | 67.5 | -50.75 | 21.84 | 2 | 1 | 1 | |||
| 18 Nov | 2213.20 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 118.25 | 0.00 | 0.28 | 0 | 0 | 0 | |||
| 13 Nov | 2235.25 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2279.05 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2295.65 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2262.85 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2275.60 | 118.25 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2220 expiring on 26DEC2024
Delta for 2220 CE is 0.15
Historical price for 2220 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 3.95, which was -2.00 lower than the previous day. The implied volatity was 17.80, the open interest changed by -267 which decreased total open position to 775
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 5.95, which was -6.75 lower than the previous day. The implied volatity was 19.18, the open interest changed by 282 which increased total open position to 1047
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 12.7, which was -5.75 lower than the previous day. The implied volatity was 18.35, the open interest changed by 101 which increased total open position to 761
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 18.45, which was -18.10 lower than the previous day. The implied volatity was 16.54, the open interest changed by 289 which increased total open position to 665
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 36.55, which was -13.65 lower than the previous day. The implied volatity was 12.32, the open interest changed by 28 which increased total open position to 379
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 50.2, which was 16.45 higher than the previous day. The implied volatity was 13.41, the open interest changed by -150 which decreased total open position to 350
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 33.75, which was -10.65 lower than the previous day. The implied volatity was 16.28, the open interest changed by 181 which increased total open position to 498
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 44.4, which was 7.30 higher than the previous day. The implied volatity was 14.83, the open interest changed by 15 which increased total open position to 318
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 37.1, which was -5.55 lower than the previous day. The implied volatity was 17.60, the open interest changed by 29 which increased total open position to 303
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 42.65, which was -24.20 lower than the previous day. The implied volatity was 16.79, the open interest changed by 140 which increased total open position to 275
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 66.85, which was 1.65 higher than the previous day. The implied volatity was 14.38, the open interest changed by -1 which decreased total open position to 136
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 65.2, which was 3.65 higher than the previous day. The implied volatity was 15.90, the open interest changed by 62 which increased total open position to 135
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 61.55, which was -5.50 lower than the previous day. The implied volatity was 14.90, the open interest changed by 4 which increased total open position to 74
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 67.05, which was 1.75 higher than the previous day. The implied volatity was 13.67, the open interest changed by -1 which decreased total open position to 69
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 65.3, which was 3.85 higher than the previous day. The implied volatity was 16.53, the open interest changed by 23 which increased total open position to 70
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 61.45, which was -3.90 lower than the previous day. The implied volatity was 18.28, the open interest changed by 43 which increased total open position to 47
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 65.35, which was -51.65 lower than the previous day. The implied volatity was 16.71, the open interest changed by 2 which increased total open position to 3
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 117, 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 117, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 117, which was 62.65 higher than the previous day. The implied volatity was 32.55, the open interest changed by 1 which increased total open position to 2
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 54.35, which was -13.15 lower than the previous day. The implied volatity was 9.72, the open interest changed by 0 which decreased total open position to 1
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 67.5, 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 67.5, which was 0.00 lower than the previous day. The implied volatity was 21.84, the open interest changed by 1 which increased total open position to 1
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 67.5, which was -50.75 lower than the previous day. The implied volatity was 21.84, the open interest changed by 1 which increased total open position to 1
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 118.25, 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 118.25, which was 0.00 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 118.25, 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 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 2220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.89
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 62.7 | -2.25 | 27.10 | 137 | -21 | 267 |
| 19 Dec | 2160.40 | 64.95 | 23.25 | 27.10 | 239 | -101 | 289 |
| 18 Dec | 2188.05 | 41.7 | 6.40 | 19.92 | 556 | -20 | 389 |
| 17 Dec | 2202.95 | 35.3 | 17.20 | 21.89 | 1,075 | 45 | 415 |
| 16 Dec | 2238.75 | 18.1 | 4.35 | 20.80 | 637 | -19 | 376 |
| 13 Dec | 2253.50 | 13.75 | -15.10 | 18.15 | 1,523 | -197 | 396 |
| 12 Dec | 2224.05 | 28.85 | 6.75 | 19.54 | 1,166 | 230 | 595 |
| 11 Dec | 2241.05 | 22.1 | -8.90 | 19.51 | 786 | -9 | 366 |
| 10 Dec | 2214.45 | 31 | -0.40 | 19.02 | 791 | 126 | 373 |
| 9 Dec | 2228.85 | 31.4 | 14.40 | 21.11 | 1,266 | -14 | 246 |
| 6 Dec | 2267.80 | 17 | -2.25 | 18.73 | 89 | 6 | 259 |
| 5 Dec | 2265.50 | 19.25 | -3.75 | 18.51 | 771 | 62 | 253 |
| 4 Dec | 2257.80 | 23 | 1.40 | 19.48 | 139 | 1 | 192 |
| 3 Dec | 2261.70 | 21.6 | -3.30 | 19.82 | 154 | 32 | 189 |
| 2 Dec | 2251.85 | 24.9 | -5.30 | 19.42 | 417 | 49 | 158 |
| 29 Nov | 2234.65 | 30.2 | -0.85 | 18.32 | 291 | 67 | 108 |
| 28 Nov | 2236.25 | 31.05 | -19.60 | 20.01 | 50 | 38 | 38 |
| 27 Nov | 2273.95 | 50.65 | 0.00 | 3.11 | 0 | 0 | 0 |
| 26 Nov | 2265.25 | 50.65 | 0.00 | 2.91 | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 50.65 | 0.00 | 2.56 | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 50.65 | 0.00 | 1.81 | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 50.65 | 0.00 | 0.42 | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 50.65 | 0.00 | 0.42 | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 50.65 | 0.00 | 0.42 | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 50.65 | 0.00 | 0.72 | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 50.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2235.25 | 50.65 | 0.00 | 1.77 | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 50.65 | 0.00 | 2.15 | 0 | 0 | 0 |
| 11 Nov | 2279.05 | 50.65 | 0.00 | 3.08 | 0 | 0 | 0 |
| 8 Nov | 2295.65 | 50.65 | 0.00 | 3.32 | 0 | 0 | 0 |
| 7 Nov | 2262.85 | 50.65 | 0.00 | 2.42 | 0 | 0 | 0 |
| 6 Nov | 2275.60 | 50.65 | 2.72 | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2220 expiring on 26DEC2024
Delta for 2220 PE is -0.74
Historical price for 2220 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 62.7, which was -2.25 lower than the previous day. The implied volatity was 27.10, the open interest changed by -21 which decreased total open position to 267
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 64.95, which was 23.25 higher than the previous day. The implied volatity was 27.10, the open interest changed by -101 which decreased total open position to 289
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 41.7, which was 6.40 higher than the previous day. The implied volatity was 19.92, the open interest changed by -20 which decreased total open position to 389
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 35.3, which was 17.20 higher than the previous day. The implied volatity was 21.89, the open interest changed by 45 which increased total open position to 415
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 18.1, which was 4.35 higher than the previous day. The implied volatity was 20.80, the open interest changed by -19 which decreased total open position to 376
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 13.75, which was -15.10 lower than the previous day. The implied volatity was 18.15, the open interest changed by -197 which decreased total open position to 396
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 28.85, which was 6.75 higher than the previous day. The implied volatity was 19.54, the open interest changed by 230 which increased total open position to 595
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 22.1, which was -8.90 lower than the previous day. The implied volatity was 19.51, the open interest changed by -9 which decreased total open position to 366
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 31, which was -0.40 lower than the previous day. The implied volatity was 19.02, the open interest changed by 126 which increased total open position to 373
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 31.4, which was 14.40 higher than the previous day. The implied volatity was 21.11, the open interest changed by -14 which decreased total open position to 246
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 17, which was -2.25 lower than the previous day. The implied volatity was 18.73, the open interest changed by 6 which increased total open position to 259
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 19.25, which was -3.75 lower than the previous day. The implied volatity was 18.51, the open interest changed by 62 which increased total open position to 253
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 23, which was 1.40 higher than the previous day. The implied volatity was 19.48, the open interest changed by 1 which increased total open position to 192
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 21.6, which was -3.30 lower than the previous day. The implied volatity was 19.82, the open interest changed by 32 which increased total open position to 189
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 24.9, which was -5.30 lower than the previous day. The implied volatity was 19.42, the open interest changed by 49 which increased total open position to 158
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 30.2, which was -0.85 lower than the previous day. The implied volatity was 18.32, the open interest changed by 67 which increased total open position to 108
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 31.05, which was -19.60 lower than the previous day. The implied volatity was 20.01, the open interest changed by 38 which increased total open position to 38
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 50.65, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 50.65, which was 0.00 lower than the previous day. The implied volatity was 2.91, 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 50.65, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 50.65, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 50.65, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 50.65, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 50.65, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 50.65, which was 0.00 lower than the previous day. The implied volatity was 0.72, 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 50.65, 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 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 50.65, which was 0.00 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 50.65, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 50.65, which was 0.00 lower than the previous day. The implied volatity was 3.08, 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 50.65, which was 0.00 lower than the previous day. The implied volatity was 3.32, 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 50.65, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 50.65, which was lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
