NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 1.21
Theta: -1.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 16.65 | -6.00 | 16.60 | 1,802 | 56 | 372 | |||
| 20 Nov | 2214.15 | 22.65 | 0.00 | 19.28 | 1,909 | -47 | 302 | |||
| 19 Nov | 2214.15 | 22.65 | -1.65 | 19.28 | 1,909 | -61 | 302 | |||
| 18 Nov | 2213.20 | 24.3 | 4.30 | 16.32 | 1,763 | 52 | 352 | |||
| 14 Nov | 2182.80 | 20 | -27.25 | 17.64 | 1,301 | 202 | 304 | |||
| 13 Nov | 2235.25 | 47.25 | -9.45 | 16.46 | 375 | 33 | 102 | |||
| 12 Nov | 2256.20 | 56.7 | -19.50 | 17.09 | 65 | 6 | 69 | |||
| 11 Nov | 2279.05 | 76.2 | -11.55 | 9.29 | 17 | 1 | 64 | |||
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| 8 Nov | 2295.65 | 87.75 | 19.10 | 10.59 | 39 | -1 | 63 | |||
| 7 Nov | 2262.85 | 68.65 | -12.10 | 14.74 | 50 | 4 | 63 | |||
| 6 Nov | 2275.60 | 80.75 | 5.00 | 16.84 | 10 | -2 | 57 | |||
| 5 Nov | 2262.45 | 75.75 | 8.75 | 17.63 | 58 | -4 | 59 | |||
| 4 Nov | 2246.20 | 67 | -29.00 | 19.38 | 195 | 34 | 65 | |||
| 1 Nov | 2282.30 | 96 | 6.30 | 18.52 | 1 | 0 | 31 | |||
| 31 Oct | 2262.95 | 89.7 | -11.95 | - | 29 | 7 | 32 | |||
| 30 Oct | 2276.30 | 101.65 | 5.45 | - | 16 | 9 | 23 | |||
| 29 Oct | 2267.40 | 96.2 | -12.25 | - | 16 | 13 | 15 | |||
| 28 Oct | 2272.05 | 108.45 | -455.35 | - | 2 | 1 | 1 | |||
| 25 Oct | 2260.70 | 563.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2258.65 | 563.8 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2220 expiring on 28NOV2024
Delta for 2220 CE is 0.44
Historical price for 2220 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 16.65, which was -6.00 lower than the previous day. The implied volatity was 16.60, the open interest changed by 56 which increased total open position to 372
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 22.65, which was 0.00 lower than the previous day. The implied volatity was 19.28, the open interest changed by -47 which decreased total open position to 302
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 22.65, which was -1.65 lower than the previous day. The implied volatity was 19.28, the open interest changed by -61 which decreased total open position to 302
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 24.3, which was 4.30 higher than the previous day. The implied volatity was 16.32, the open interest changed by 52 which increased total open position to 352
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 20, which was -27.25 lower than the previous day. The implied volatity was 17.64, the open interest changed by 202 which increased total open position to 304
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 47.25, which was -9.45 lower than the previous day. The implied volatity was 16.46, the open interest changed by 33 which increased total open position to 102
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 56.7, which was -19.50 lower than the previous day. The implied volatity was 17.09, the open interest changed by 6 which increased total open position to 69
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 76.2, which was -11.55 lower than the previous day. The implied volatity was 9.29, the open interest changed by 1 which increased total open position to 64
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 87.75, which was 19.10 higher than the previous day. The implied volatity was 10.59, the open interest changed by -1 which decreased total open position to 63
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 68.65, which was -12.10 lower than the previous day. The implied volatity was 14.74, the open interest changed by 4 which increased total open position to 63
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 80.75, which was 5.00 higher than the previous day. The implied volatity was 16.84, the open interest changed by -2 which decreased total open position to 57
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 75.75, which was 8.75 higher than the previous day. The implied volatity was 17.63, the open interest changed by -4 which decreased total open position to 59
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 67, which was -29.00 lower than the previous day. The implied volatity was 19.38, the open interest changed by 34 which increased total open position to 65
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 96, which was 6.30 higher than the previous day. The implied volatity was 18.52, the open interest changed by 0 which decreased total open position to 31
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 89.7, which was -11.95 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 101.65, which was 5.45 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 96.2, which was -12.25 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 108.45, which was -455.35 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 563.8, 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 563.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 1.21
Theta: -1.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 28.5 | -4.15 | 19.99 | 661 | -35 | 186 |
| 20 Nov | 2214.15 | 32.65 | 0.00 | 20.35 | 1,253 | 1 | 222 |
| 19 Nov | 2214.15 | 32.65 | 1.55 | 20.35 | 1,253 | 2 | 222 |
| 18 Nov | 2213.20 | 31.1 | -17.60 | 21.57 | 496 | 10 | 219 |
| 14 Nov | 2182.80 | 48.7 | 25.70 | 20.79 | 1,264 | 36 | 210 |
| 13 Nov | 2235.25 | 23 | 1.05 | 20.09 | 505 | 19 | 175 |
| 12 Nov | 2256.20 | 21.95 | 7.70 | 21.04 | 258 | 13 | 156 |
| 11 Nov | 2279.05 | 14.25 | 1.25 | 21.44 | 120 | 26 | 143 |
| 8 Nov | 2295.65 | 13 | -10.10 | 20.50 | 100 | 4 | 117 |
| 7 Nov | 2262.85 | 23.1 | 3.10 | 21.71 | 63 | 2 | 113 |
| 6 Nov | 2275.60 | 20 | -6.05 | 21.14 | 70 | -4 | 111 |
| 5 Nov | 2262.45 | 26.05 | -8.90 | 22.38 | 112 | -3 | 114 |
| 4 Nov | 2246.20 | 34.95 | 12.00 | 23.09 | 247 | 23 | 116 |
| 1 Nov | 2282.30 | 22.95 | -5.60 | 22.17 | 17 | -1 | 93 |
| 31 Oct | 2262.95 | 28.55 | 2.10 | - | 51 | 4 | 95 |
| 30 Oct | 2276.30 | 26.45 | -4.20 | - | 117 | 28 | 91 |
| 29 Oct | 2267.40 | 30.65 | 0.30 | - | 18 | 9 | 61 |
| 28 Oct | 2272.05 | 30.35 | 2.20 | - | 60 | 46 | 47 |
| 25 Oct | 2260.70 | 28.15 | 27.65 | - | 4 | 1 | 1 |
| 24 Oct | 2258.65 | 0.5 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2220 expiring on 28NOV2024
Delta for 2220 PE is -0.54
Historical price for 2220 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 28.5, which was -4.15 lower than the previous day. The implied volatity was 19.99, the open interest changed by -35 which decreased total open position to 186
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 32.65, which was 0.00 lower than the previous day. The implied volatity was 20.35, the open interest changed by 1 which increased total open position to 222
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 32.65, which was 1.55 higher than the previous day. The implied volatity was 20.35, the open interest changed by 2 which increased total open position to 222
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 31.1, which was -17.60 lower than the previous day. The implied volatity was 21.57, the open interest changed by 10 which increased total open position to 219
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 48.7, which was 25.70 higher than the previous day. The implied volatity was 20.79, the open interest changed by 36 which increased total open position to 210
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 23, which was 1.05 higher than the previous day. The implied volatity was 20.09, the open interest changed by 19 which increased total open position to 175
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 21.95, which was 7.70 higher than the previous day. The implied volatity was 21.04, the open interest changed by 13 which increased total open position to 156
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 14.25, which was 1.25 higher than the previous day. The implied volatity was 21.44, the open interest changed by 26 which increased total open position to 143
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 13, which was -10.10 lower than the previous day. The implied volatity was 20.50, the open interest changed by 4 which increased total open position to 117
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 23.1, which was 3.10 higher than the previous day. The implied volatity was 21.71, the open interest changed by 2 which increased total open position to 113
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 20, which was -6.05 lower than the previous day. The implied volatity was 21.14, the open interest changed by -4 which decreased total open position to 111
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 26.05, which was -8.90 lower than the previous day. The implied volatity was 22.38, the open interest changed by -3 which decreased total open position to 114
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 34.95, which was 12.00 higher than the previous day. The implied volatity was 23.09, the open interest changed by 23 which increased total open position to 116
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 22.95, which was -5.60 lower than the previous day. The implied volatity was 22.17, the open interest changed by -1 which decreased total open position to 93
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 28.55, which was 2.10 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 26.45, which was -4.20 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 30.65, which was 0.30 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 30.35, which was 2.20 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 28.15, which was 27.65 higher 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 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
