NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 1.25
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2182.80 | 9.15 | -15.85 | 17.92 | 1,082 | 62 | 523 | |||
| 13 Nov | 2235.25 | 25 | -5.55 | 16.24 | 1,189 | 66 | 459 | |||
| 12 Nov | 2256.20 | 30.55 | -16.75 | 15.84 | 1,213 | 60 | 393 | |||
| 11 Nov | 2279.05 | 47.3 | -10.70 | 13.19 | 849 | 28 | 334 | |||
| 8 Nov | 2295.65 | 58 | 14.20 | 13.68 | 834 | -146 | 304 | |||
| 7 Nov | 2262.85 | 43.8 | -9.20 | 15.71 | 964 | 120 | 446 | |||
| 6 Nov | 2275.60 | 53 | 2.65 | 16.70 | 584 | -8 | 326 | |||
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| 5 Nov | 2262.45 | 50.35 | 7.35 | 17.72 | 820 | 26 | 333 | |||
| 4 Nov | 2246.20 | 43 | -26.00 | 18.65 | 967 | 146 | 303 | |||
| 1 Nov | 2282.30 | 69 | 3.50 | 18.75 | 27 | 1 | 157 | |||
| 31 Oct | 2262.95 | 65.5 | -6.65 | - | 328 | 13 | 157 | |||
| 30 Oct | 2276.30 | 72.15 | 2.80 | - | 296 | 17 | 145 | |||
| 29 Oct | 2267.40 | 69.35 | -8.70 | - | 128 | 37 | 128 | |||
| 28 Oct | 2272.05 | 78.05 | 7.30 | - | 216 | 25 | 92 | |||
| 25 Oct | 2260.70 | 70.75 | 2.75 | - | 110 | 25 | 67 | |||
| 24 Oct | 2258.65 | 68 | -456.70 | - | 126 | 42 | 42 | |||
| 23 Oct | 2327.15 | 524.7 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2260 expiring on 28NOV2024
Delta for 2260 CE is 0.21
Historical price for 2260 CE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 9.15, which was -15.85 lower than the previous day. The implied volatity was 17.92, the open interest changed by 62 which increased total open position to 523
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 25, which was -5.55 lower than the previous day. The implied volatity was 16.24, the open interest changed by 66 which increased total open position to 459
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 30.55, which was -16.75 lower than the previous day. The implied volatity was 15.84, the open interest changed by 60 which increased total open position to 393
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 47.3, which was -10.70 lower than the previous day. The implied volatity was 13.19, the open interest changed by 28 which increased total open position to 334
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 58, which was 14.20 higher than the previous day. The implied volatity was 13.68, the open interest changed by -146 which decreased total open position to 304
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 43.8, which was -9.20 lower than the previous day. The implied volatity was 15.71, the open interest changed by 120 which increased total open position to 446
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 53, which was 2.65 higher than the previous day. The implied volatity was 16.70, the open interest changed by -8 which decreased total open position to 326
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 50.35, which was 7.35 higher than the previous day. The implied volatity was 17.72, the open interest changed by 26 which increased total open position to 333
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 43, which was -26.00 lower than the previous day. The implied volatity was 18.65, the open interest changed by 146 which increased total open position to 303
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 69, which was 3.50 higher than the previous day. The implied volatity was 18.75, the open interest changed by 1 which increased total open position to 157
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 65.5, which was -6.65 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 72.15, which was 2.80 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 69.35, which was -8.70 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 78.05, which was 7.30 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 70.75, which was 2.75 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 68, which was -456.70 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 524.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 1.35
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2182.80 | 76 | 35.75 | 20.61 | 354 | 16 | 464 |
| 13 Nov | 2235.25 | 40.25 | 1.95 | 19.44 | 649 | 1 | 447 |
| 12 Nov | 2256.20 | 38.3 | 11.70 | 20.78 | 1,406 | 173 | 492 |
| 11 Nov | 2279.05 | 26.6 | 4.10 | 21.51 | 655 | -37 | 319 |
| 8 Nov | 2295.65 | 22.5 | -14.50 | 19.66 | 556 | 45 | 356 |
| 7 Nov | 2262.85 | 37 | 4.35 | 21.09 | 388 | 20 | 308 |
| 6 Nov | 2275.60 | 32.65 | -7.60 | 20.56 | 367 | 33 | 286 |
| 5 Nov | 2262.45 | 40.25 | -11.75 | 21.81 | 397 | 30 | 252 |
| 4 Nov | 2246.20 | 52 | 14.00 | 22.71 | 436 | 18 | 222 |
| 1 Nov | 2282.30 | 38 | -4.45 | 22.84 | 16 | 5 | 203 |
| 31 Oct | 2262.95 | 42.45 | 3.30 | - | 372 | 97 | 199 |
| 30 Oct | 2276.30 | 39.15 | -6.45 | - | 220 | 24 | 103 |
| 29 Oct | 2267.40 | 45.6 | 5.60 | - | 121 | -13 | 79 |
| 28 Oct | 2272.05 | 40 | -6.00 | - | 122 | 69 | 91 |
| 25 Oct | 2260.70 | 46 | 45.10 | - | 33 | 22 | 22 |
| 24 Oct | 2258.65 | 0.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2327.15 | 0.9 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2260 expiring on 28NOV2024
Delta for 2260 PE is -0.75
Historical price for 2260 PE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 76, which was 35.75 higher than the previous day. The implied volatity was 20.61, the open interest changed by 16 which increased total open position to 464
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 40.25, which was 1.95 higher than the previous day. The implied volatity was 19.44, the open interest changed by 1 which increased total open position to 447
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 38.3, which was 11.70 higher than the previous day. The implied volatity was 20.78, the open interest changed by 173 which increased total open position to 492
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 26.6, which was 4.10 higher than the previous day. The implied volatity was 21.51, the open interest changed by -37 which decreased total open position to 319
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 22.5, which was -14.50 lower than the previous day. The implied volatity was 19.66, the open interest changed by 45 which increased total open position to 356
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 37, which was 4.35 higher than the previous day. The implied volatity was 21.09, the open interest changed by 20 which increased total open position to 308
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 32.65, which was -7.60 lower than the previous day. The implied volatity was 20.56, the open interest changed by 33 which increased total open position to 286
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 40.25, which was -11.75 lower than the previous day. The implied volatity was 21.81, the open interest changed by 30 which increased total open position to 252
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 52, which was 14.00 higher than the previous day. The implied volatity was 22.71, the open interest changed by 18 which increased total open position to 222
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 38, which was -4.45 lower than the previous day. The implied volatity was 22.84, the open interest changed by 5 which increased total open position to 203
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 42.45, which was 3.30 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 39.15, which was -6.45 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 45.6, which was 5.60 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 40, 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 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 46, which was 45.10 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 0.9, 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 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
