NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 1.47
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2182.80 | 13.6 | -21.35 | 17.68 | 1,446 | 110 | 360 | |||
| 13 Nov | 2235.25 | 34.95 | -6.55 | 16.28 | 1,112 | 39 | 250 | |||
| 12 Nov | 2256.20 | 41.5 | -20.30 | 15.79 | 445 | 56 | 210 | |||
| 11 Nov | 2279.05 | 61.8 | -13.10 | 12.80 | 178 | -5 | 155 | |||
| 8 Nov | 2295.65 | 74.9 | 18.40 | 14.71 | 226 | 6 | 161 | |||
| 7 Nov | 2262.85 | 56.5 | -9.55 | 15.87 | 345 | -6 | 153 | |||
| 6 Nov | 2275.60 | 66.05 | 4.55 | 16.72 | 248 | -13 | 159 | |||
| 5 Nov | 2262.45 | 61.5 | 7.60 | 17.29 | 449 | -12 | 173 | |||
| 4 Nov | 2246.20 | 53.9 | -27.10 | 18.83 | 527 | 86 | 184 | |||
| 1 Nov | 2282.30 | 81 | 4.20 | 18.23 | 4 | 0 | 97 | |||
| 31 Oct | 2262.95 | 76.8 | -12.80 | - | 55 | 16 | 98 | |||
| 30 Oct | 2276.30 | 89.6 | 6.90 | - | 92 | 38 | 82 | |||
| 29 Oct | 2267.40 | 82.7 | -5.30 | - | 43 | 21 | 43 | |||
| 28 Oct | 2272.05 | 88 | 11.85 | - | 24 | 13 | 22 | |||
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| 25 Oct | 2260.70 | 76.15 | -1.00 | - | 5 | 0 | 9 | |||
| 24 Oct | 2258.65 | 77.15 | -244.20 | - | 20 | 10 | 10 | |||
| 23 Oct | 2327.15 | 321.35 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2240 expiring on 28NOV2024
Delta for 2240 CE is 0.29
Historical price for 2240 CE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 13.6, which was -21.35 lower than the previous day. The implied volatity was 17.68, the open interest changed by 110 which increased total open position to 360
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 34.95, which was -6.55 lower than the previous day. The implied volatity was 16.28, the open interest changed by 39 which increased total open position to 250
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 41.5, which was -20.30 lower than the previous day. The implied volatity was 15.79, the open interest changed by 56 which increased total open position to 210
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 61.8, which was -13.10 lower than the previous day. The implied volatity was 12.80, the open interest changed by -5 which decreased total open position to 155
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 74.9, which was 18.40 higher than the previous day. The implied volatity was 14.71, the open interest changed by 6 which increased total open position to 161
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 56.5, which was -9.55 lower than the previous day. The implied volatity was 15.87, the open interest changed by -6 which decreased total open position to 153
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 66.05, which was 4.55 higher than the previous day. The implied volatity was 16.72, the open interest changed by -13 which decreased total open position to 159
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 61.5, which was 7.60 higher than the previous day. The implied volatity was 17.29, the open interest changed by -12 which decreased total open position to 173
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 53.9, which was -27.10 lower than the previous day. The implied volatity was 18.83, the open interest changed by 86 which increased total open position to 184
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 81, which was 4.20 higher than the previous day. The implied volatity was 18.23, the open interest changed by 0 which decreased total open position to 97
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 76.8, which was -12.80 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 89.6, which was 6.90 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 82.7, which was -5.30 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 88, which was 11.85 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 76.15, which was -1.00 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 77.15, which was -244.20 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 321.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 1.54
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2182.80 | 61.95 | 30.65 | 20.95 | 1,537 | 30 | 321 |
| 13 Nov | 2235.25 | 31.3 | 1.80 | 20.06 | 1,048 | -35 | 294 |
| 12 Nov | 2256.20 | 29.5 | 9.85 | 21.00 | 1,887 | 19 | 328 |
| 11 Nov | 2279.05 | 19.65 | 1.85 | 21.42 | 401 | -43 | 308 |
| 8 Nov | 2295.65 | 17.8 | -12.10 | 20.42 | 395 | -6 | 350 |
| 7 Nov | 2262.85 | 29.9 | 4.40 | 21.63 | 391 | 37 | 347 |
| 6 Nov | 2275.60 | 25.5 | -6.50 | 20.73 | 220 | -32 | 310 |
| 5 Nov | 2262.45 | 32 | -10.85 | 21.83 | 299 | -2 | 342 |
| 4 Nov | 2246.20 | 42.85 | 13.35 | 22.88 | 1,043 | 51 | 345 |
| 1 Nov | 2282.30 | 29.5 | -6.35 | 22.33 | 16 | 9 | 292 |
| 31 Oct | 2262.95 | 35.85 | 3.55 | - | 110 | -12 | 278 |
| 30 Oct | 2276.30 | 32.3 | -4.70 | - | 132 | 22 | 291 |
| 29 Oct | 2267.40 | 37 | 1.90 | - | 76 | 13 | 269 |
| 28 Oct | 2272.05 | 35.1 | -2.45 | - | 97 | 36 | 255 |
| 25 Oct | 2260.70 | 37.55 | -4.10 | - | 93 | 9 | 219 |
| 24 Oct | 2258.65 | 41.65 | 22.65 | - | 369 | 207 | 210 |
| 23 Oct | 2327.15 | 19 | - | 3 | 1 | 1 | |
For Nestle India Limited - strike price 2240 expiring on 28NOV2024
Delta for 2240 PE is -0.68
Historical price for 2240 PE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 61.95, which was 30.65 higher than the previous day. The implied volatity was 20.95, the open interest changed by 30 which increased total open position to 321
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 31.3, which was 1.80 higher than the previous day. The implied volatity was 20.06, the open interest changed by -35 which decreased total open position to 294
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 29.5, which was 9.85 higher than the previous day. The implied volatity was 21.00, the open interest changed by 19 which increased total open position to 328
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 19.65, which was 1.85 higher than the previous day. The implied volatity was 21.42, the open interest changed by -43 which decreased total open position to 308
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 17.8, which was -12.10 lower than the previous day. The implied volatity was 20.42, the open interest changed by -6 which decreased total open position to 350
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 29.9, which was 4.40 higher than the previous day. The implied volatity was 21.63, the open interest changed by 37 which increased total open position to 347
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 25.5, which was -6.50 lower than the previous day. The implied volatity was 20.73, the open interest changed by -32 which decreased total open position to 310
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 32, which was -10.85 lower than the previous day. The implied volatity was 21.83, the open interest changed by -2 which decreased total open position to 342
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 42.85, which was 13.35 higher than the previous day. The implied volatity was 22.88, the open interest changed by 51 which increased total open position to 345
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 29.5, which was -6.35 lower than the previous day. The implied volatity was 22.33, the open interest changed by 9 which increased total open position to 292
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 35.85, which was 3.55 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 32.3, which was -4.70 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 37, which was 1.90 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 35.1, which was -2.45 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 37.55, which was -4.10 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 41.65, which was 22.65 higher 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 19, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
