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

2163.5 3.10 (0.14%)

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Historical option data for NESTLEIND

20 Dec 2024 04:10 PM IST
NESTLEIND 26DEC2024 2240 CE
Delta: 0.11
Vega: 0.51
Theta: -0.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2163.50 2.85 -1.70 20.15 2,363 -351 991
19 Dec 2160.40 4.55 -3.90 21.52 2,056 164 1,312
18 Dec 2188.05 8.45 -3.80 19.40 1,670 98 1,146
17 Dec 2202.95 12.25 -13.55 17.39 2,390 81 1,050
16 Dec 2238.75 25.8 -11.20 14.00 1,679 204 963
13 Dec 2253.50 37 12.85 14.08 3,496 -277 761
12 Dec 2224.05 24.15 -8.85 16.45 1,899 228 1,053
11 Dec 2241.05 33 5.50 15.27 4,341 14 823
10 Dec 2214.45 27.5 -4.25 17.65 1,781 95 805
9 Dec 2228.85 31.75 -21.75 16.70 2,056 403 708
6 Dec 2267.80 53.5 0.95 14.98 272 -19 305
5 Dec 2265.50 52.55 4.05 16.30 1,901 39 323
4 Dec 2257.80 48.5 -6.30 15.03 580 21 284
3 Dec 2261.70 54.8 3.20 14.72 500 7 264
2 Dec 2251.85 51.6 1.15 16.10 822 -46 258
29 Nov 2234.65 50.45 -7.75 18.38 662 140 305
28 Nov 2236.25 58.2 -14.40 18.78 261 128 171
27 Nov 2273.95 72.6 1.60 17.12 21 1 44
26 Nov 2265.25 71 -0.20 17.14 7 1 43
25 Nov 2256.95 71.2 13.00 17.92 47 0 43
22 Nov 2247.30 58.2 15.20 16.80 58 -3 40
21 Nov 2211.20 43 -5.10 17.60 35 11 34
20 Nov 2214.15 48.1 0.00 19.09 74 8 22
19 Nov 2214.15 48.1 0.15 19.09 74 7 22
18 Nov 2213.20 47.95 7.95 17.16 15 8 16
14 Nov 2182.80 40 -518.05 17.50 11 8 8
13 Nov 2235.25 558.05 0.00 - 0 0 0
12 Nov 2256.20 558.05 0.00 - 0 0 0
11 Nov 2279.05 558.05 0.00 - 0 0 0
8 Nov 2295.65 558.05 0.00 - 0 0 0
7 Nov 2262.85 558.05 0.00 - 0 0 0
6 Nov 2275.60 558.05 0.00 - 0 0 0
4 Nov 2246.20 558.05 0.00 - 0 0 0
31 Oct 2262.95 558.05 0.00 - 0 0 0
30 Oct 2276.30 558.05 558.05 - 0 0 0
29 Oct 2267.40 0 0.00 - 0 0 0
28 Oct 2272.05 0 0.00 - 0 0 0
25 Oct 2260.70 0 0.00 - 0 0 0
23 Oct 2327.15 0 0.00 - 0 0 0
22 Oct 2350.25 0 0.00 - 0 0 0
21 Oct 2354.65 0 0.00 - 0 0 0
18 Oct 2350.25 0 - 0 0 0


For Nestle India Limited - strike price 2240 expiring on 26DEC2024

Delta for 2240 CE is 0.11

Historical price for 2240 CE is as follows

On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 2.85, which was -1.70 lower than the previous day. The implied volatity was 20.15, the open interest changed by -351 which decreased total open position to 991


On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 4.55, which was -3.90 lower than the previous day. The implied volatity was 21.52, the open interest changed by 164 which increased total open position to 1312


On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 8.45, which was -3.80 lower than the previous day. The implied volatity was 19.40, the open interest changed by 98 which increased total open position to 1146


On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 12.25, which was -13.55 lower than the previous day. The implied volatity was 17.39, the open interest changed by 81 which increased total open position to 1050


On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 25.8, which was -11.20 lower than the previous day. The implied volatity was 14.00, the open interest changed by 204 which increased total open position to 963


On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 37, which was 12.85 higher than the previous day. The implied volatity was 14.08, the open interest changed by -277 which decreased total open position to 761


On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 24.15, which was -8.85 lower than the previous day. The implied volatity was 16.45, the open interest changed by 228 which increased total open position to 1053


On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 33, which was 5.50 higher than the previous day. The implied volatity was 15.27, the open interest changed by 14 which increased total open position to 823


On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 27.5, which was -4.25 lower than the previous day. The implied volatity was 17.65, the open interest changed by 95 which increased total open position to 805


On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 31.75, which was -21.75 lower than the previous day. The implied volatity was 16.70, the open interest changed by 403 which increased total open position to 708


On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 53.5, which was 0.95 higher than the previous day. The implied volatity was 14.98, the open interest changed by -19 which decreased total open position to 305


On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 52.55, which was 4.05 higher than the previous day. The implied volatity was 16.30, the open interest changed by 39 which increased total open position to 323


On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 48.5, which was -6.30 lower than the previous day. The implied volatity was 15.03, the open interest changed by 21 which increased total open position to 284


On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 54.8, which was 3.20 higher than the previous day. The implied volatity was 14.72, the open interest changed by 7 which increased total open position to 264


On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 51.6, which was 1.15 higher than the previous day. The implied volatity was 16.10, the open interest changed by -46 which decreased total open position to 258


On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 50.45, which was -7.75 lower than the previous day. The implied volatity was 18.38, the open interest changed by 140 which increased total open position to 305


On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 58.2, which was -14.40 lower than the previous day. The implied volatity was 18.78, the open interest changed by 128 which increased total open position to 171


On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 72.6, which was 1.60 higher than the previous day. The implied volatity was 17.12, the open interest changed by 1 which increased total open position to 44


On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 71, which was -0.20 lower than the previous day. The implied volatity was 17.14, the open interest changed by 1 which increased total open position to 43


On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 71.2, which was 13.00 higher than the previous day. The implied volatity was 17.92, the open interest changed by 0 which decreased total open position to 43


On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 58.2, which was 15.20 higher than the previous day. The implied volatity was 16.80, the open interest changed by -3 which decreased total open position to 40


On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 43, which was -5.10 lower than the previous day. The implied volatity was 17.60, the open interest changed by 11 which increased total open position to 34


On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 48.1, which was 0.00 lower than the previous day. The implied volatity was 19.09, the open interest changed by 8 which increased total open position to 22


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 48.1, which was 0.15 higher than the previous day. The implied volatity was 19.09, the open interest changed by 7 which increased total open position to 22


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 47.95, which was 7.95 higher than the previous day. The implied volatity was 17.16, the open interest changed by 8 which increased total open position to 16


On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 40, which was -518.05 lower than the previous day. The implied volatity was 17.50, the open interest changed by 8 which increased total open position to 8


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 558.05, 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 558.05, 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 558.05, 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 558.05, 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 558.05, 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 558.05, 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 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 558.05, 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 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 558.05, 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 30 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 558.05, which was 558.05 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 0, 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 28 Oct NESTLEIND was trading at 2272.05. The strike last trading price was 0, 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 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 0, 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 23 Oct NESTLEIND was trading at 2327.15. The strike last trading price was 0, 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 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 0, 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 21 Oct NESTLEIND was trading at 2354.65. The strike last trading price was 0, 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 18 Oct NESTLEIND was trading at 2350.25. 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 2240 PE
Delta: -0.80
Vega: 0.77
Theta: -1.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2163.50 80 -6.05 29.04 150 -43 319
19 Dec 2160.40 86.05 28.85 33.32 138 -65 362
18 Dec 2188.05 57.2 8.15 21.03 206 -46 427
17 Dec 2202.95 49.05 23.10 23.15 686 -89 473
16 Dec 2238.75 25.95 5.85 20.62 1,053 33 574
13 Dec 2253.50 20.1 -20.20 17.88 1,008 2 532
12 Dec 2224.05 40.3 9.45 20.34 1,453 1 535
11 Dec 2241.05 30.85 -10.15 19.75 1,857 13 535
10 Dec 2214.45 41 -0.10 18.90 769 136 522
9 Dec 2228.85 41.1 19.35 21.26 1,137 -51 380
6 Dec 2267.80 21.75 -3.85 17.86 392 84 435
5 Dec 2265.50 25.6 -4.05 18.22 1,085 67 355
4 Dec 2257.80 29.65 1.65 19.12 604 10 287
3 Dec 2261.70 28 -4.95 19.60 450 25 274
2 Dec 2251.85 32.95 -6.15 19.63 548 0 249
29 Nov 2234.65 39.1 0.45 18.45 451 14 250
28 Nov 2236.25 38.65 9.40 19.80 606 140 236
27 Nov 2273.95 29.25 -3.95 19.89 80 7 95
26 Nov 2265.25 33.2 -3.65 20.72 30 3 88
25 Nov 2256.95 36.85 -6.55 21.35 77 32 85
22 Nov 2247.30 43.4 -16.00 19.97 55 11 64
21 Nov 2211.20 59.4 14.40 19.72 11 1 54
20 Nov 2214.15 45 0.00 13.89 11 4 50
19 Nov 2214.15 45 -15.00 13.89 11 1 50
18 Nov 2213.20 60 -14.15 20.69 10 7 49
14 Nov 2182.80 74.15 21.15 20.16 12 -1 42
13 Nov 2235.25 53 5.40 21.59 26 21 43
12 Nov 2256.20 47.6 17.60 21.04 5 1 21
11 Nov 2279.05 30 0.00 18.84 1 0 19
8 Nov 2295.65 30 -13.50 19.38 4 3 19
7 Nov 2262.85 43.5 3.80 20.65 5 3 15
6 Nov 2275.60 39.7 -26.30 20.38 8 0 11
4 Nov 2246.20 66 23.05 24.84 6 3 10
31 Oct 2262.95 42.95 4.95 - 1 0 6
30 Oct 2276.30 38 0.00 - 1 0 5
29 Oct 2267.40 38 0.00 - 0 1 0
28 Oct 2272.05 38 14.20 - 1 0 4
25 Oct 2260.70 23.8 0.00 - 0 0 4
23 Oct 2327.15 23.8 -1.20 - 2 1 3
22 Oct 2350.25 25 0.00 - 0 0 2
21 Oct 2354.65 25 0.00 - 0 1 0
18 Oct 2350.25 25 - 2 1 2


For Nestle India Limited - strike price 2240 expiring on 26DEC2024

Delta for 2240 PE is -0.80

Historical price for 2240 PE is as follows

On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 80, which was -6.05 lower than the previous day. The implied volatity was 29.04, the open interest changed by -43 which decreased total open position to 319


On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 86.05, which was 28.85 higher than the previous day. The implied volatity was 33.32, the open interest changed by -65 which decreased total open position to 362


On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 57.2, which was 8.15 higher than the previous day. The implied volatity was 21.03, the open interest changed by -46 which decreased total open position to 427


On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 49.05, which was 23.10 higher than the previous day. The implied volatity was 23.15, the open interest changed by -89 which decreased total open position to 473


On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 25.95, which was 5.85 higher than the previous day. The implied volatity was 20.62, the open interest changed by 33 which increased total open position to 574


On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 20.1, which was -20.20 lower than the previous day. The implied volatity was 17.88, the open interest changed by 2 which increased total open position to 532


On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 40.3, which was 9.45 higher than the previous day. The implied volatity was 20.34, the open interest changed by 1 which increased total open position to 535


On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 30.85, which was -10.15 lower than the previous day. The implied volatity was 19.75, the open interest changed by 13 which increased total open position to 535


On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 41, which was -0.10 lower than the previous day. The implied volatity was 18.90, the open interest changed by 136 which increased total open position to 522


On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 41.1, which was 19.35 higher than the previous day. The implied volatity was 21.26, the open interest changed by -51 which decreased total open position to 380


On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 21.75, which was -3.85 lower than the previous day. The implied volatity was 17.86, the open interest changed by 84 which increased total open position to 435


On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 25.6, which was -4.05 lower than the previous day. The implied volatity was 18.22, the open interest changed by 67 which increased total open position to 355


On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 29.65, which was 1.65 higher than the previous day. The implied volatity was 19.12, the open interest changed by 10 which increased total open position to 287


On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 28, which was -4.95 lower than the previous day. The implied volatity was 19.60, the open interest changed by 25 which increased total open position to 274


On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 32.95, which was -6.15 lower than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 249


On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 39.1, which was 0.45 higher than the previous day. The implied volatity was 18.45, the open interest changed by 14 which increased total open position to 250


On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 38.65, which was 9.40 higher than the previous day. The implied volatity was 19.80, the open interest changed by 140 which increased total open position to 236


On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 29.25, which was -3.95 lower than the previous day. The implied volatity was 19.89, the open interest changed by 7 which increased total open position to 95


On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 33.2, which was -3.65 lower than the previous day. The implied volatity was 20.72, the open interest changed by 3 which increased total open position to 88


On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 36.85, which was -6.55 lower than the previous day. The implied volatity was 21.35, the open interest changed by 32 which increased total open position to 85


On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 43.4, which was -16.00 lower than the previous day. The implied volatity was 19.97, the open interest changed by 11 which increased total open position to 64


On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 59.4, which was 14.40 higher than the previous day. The implied volatity was 19.72, the open interest changed by 1 which increased total open position to 54


On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was 13.89, the open interest changed by 4 which increased total open position to 50


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 45, which was -15.00 lower than the previous day. The implied volatity was 13.89, the open interest changed by 1 which increased total open position to 50


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 60, which was -14.15 lower than the previous day. The implied volatity was 20.69, the open interest changed by 7 which increased total open position to 49


On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 74.15, which was 21.15 higher than the previous day. The implied volatity was 20.16, the open interest changed by -1 which decreased total open position to 42


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 53, which was 5.40 higher than the previous day. The implied volatity was 21.59, the open interest changed by 21 which increased total open position to 43


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 47.6, which was 17.60 higher than the previous day. The implied volatity was 21.04, the open interest changed by 1 which increased total open position to 21


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 18.84, the open interest changed by 0 which decreased total open position to 19


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 30, which was -13.50 lower than the previous day. The implied volatity was 19.38, the open interest changed by 3 which increased total open position to 19


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 43.5, which was 3.80 higher than the previous day. The implied volatity was 20.65, the open interest changed by 3 which increased total open position to 15


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 39.7, which was -26.30 lower than the previous day. The implied volatity was 20.38, the open interest changed by 0 which decreased total open position to 11


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 66, which was 23.05 higher than the previous day. The implied volatity was 24.84, the open interest changed by 3 which increased total open position to 10


On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 42.95, which was 4.95 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 38, 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 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 38, 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 28 Oct NESTLEIND was trading at 2272.05. The strike last trading price was 38, which was 14.20 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 23.8, 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 23 Oct NESTLEIND was trading at 2327.15. The strike last trading price was 23.8, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 25, 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 21 Oct NESTLEIND was trading at 2354.65. The strike last trading price was 25, 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 18 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to