NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2260 CE | ||||||||||
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Delta: 0.08
Vega: 0.42
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 2.35 | -1.00 | 22.91 | 1,221 | -77 | 982 | |||
| 19 Dec | 2160.40 | 3.35 | -2.50 | 23.31 | 1,411 | -280 | 1,059 | |||
| 18 Dec | 2188.05 | 5.85 | -2.35 | 20.72 | 1,356 | 32 | 1,338 | |||
| 17 Dec | 2202.95 | 8.2 | -8.60 | 18.40 | 2,208 | 5 | 1,308 | |||
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| 16 Dec | 2238.75 | 16.8 | -8.95 | 14.55 | 1,573 | 164 | 1,305 | |||
| 13 Dec | 2253.50 | 25.75 | 8.80 | 14.27 | 2,822 | -55 | 1,135 | |||
| 12 Dec | 2224.05 | 16.95 | -6.45 | 16.78 | 1,517 | 153 | 1,180 | |||
| 11 Dec | 2241.05 | 23.4 | 3.60 | 15.41 | 4,332 | 52 | 1,018 | |||
| 10 Dec | 2214.45 | 19.8 | -3.90 | 17.71 | 1,075 | 22 | 973 | |||
| 9 Dec | 2228.85 | 23.7 | -17.30 | 17.09 | 2,236 | 142 | 951 | |||
| 6 Dec | 2267.80 | 41 | 0.80 | 14.98 | 784 | 101 | 809 | |||
| 5 Dec | 2265.50 | 40.2 | 1.40 | 15.98 | 2,772 | -105 | 710 | |||
| 4 Dec | 2257.80 | 38.8 | -3.65 | 15.83 | 1,449 | 165 | 804 | |||
| 3 Dec | 2261.70 | 42.45 | 1.15 | 14.71 | 928 | 53 | 646 | |||
| 2 Dec | 2251.85 | 41.3 | 1.40 | 16.48 | 880 | 20 | 595 | |||
| 29 Nov | 2234.65 | 39.9 | -6.60 | 18.09 | 878 | 101 | 577 | |||
| 28 Nov | 2236.25 | 46.5 | -12.00 | 18.32 | 1,073 | 266 | 475 | |||
| 27 Nov | 2273.95 | 58.5 | -1.30 | 16.50 | 248 | 55 | 208 | |||
| 26 Nov | 2265.25 | 59.8 | -0.80 | 17.58 | 148 | 17 | 153 | |||
| 25 Nov | 2256.95 | 60.6 | 12.55 | 19.29 | 210 | 108 | 133 | |||
| 22 Nov | 2247.30 | 48.05 | 12.95 | 16.97 | 64 | 22 | 47 | |||
| 21 Nov | 2211.20 | 35.1 | -2.90 | 17.78 | 31 | 6 | 17 | |||
| 20 Nov | 2214.15 | 38 | 0.00 | 18.32 | 6 | 1 | 11 | |||
| 19 Nov | 2214.15 | 38 | -2.05 | 18.32 | 6 | 1 | 11 | |||
| 18 Nov | 2213.20 | 40.05 | -14.95 | 17.52 | 4 | 2 | 9 | |||
| 14 Nov | 2182.80 | 55 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 13 Nov | 2235.25 | 55 | -11.25 | 16.66 | 6 | 4 | 6 | |||
| 12 Nov | 2256.20 | 66.25 | -8.75 | 18.92 | 1 | 0 | 1 | |||
| 11 Nov | 2279.05 | 75 | -20.45 | 13.81 | 1 | 0 | 0 | |||
| 8 Nov | 2295.65 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2262.85 | 95.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2246.20 | 95.45 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2260 expiring on 26DEC2024
Delta for 2260 CE is 0.08
Historical price for 2260 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 2.35, which was -1.00 lower than the previous day. The implied volatity was 22.91, the open interest changed by -77 which decreased total open position to 982
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 3.35, which was -2.50 lower than the previous day. The implied volatity was 23.31, the open interest changed by -280 which decreased total open position to 1059
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 5.85, which was -2.35 lower than the previous day. The implied volatity was 20.72, the open interest changed by 32 which increased total open position to 1338
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 8.2, which was -8.60 lower than the previous day. The implied volatity was 18.40, the open interest changed by 5 which increased total open position to 1308
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 16.8, which was -8.95 lower than the previous day. The implied volatity was 14.55, the open interest changed by 164 which increased total open position to 1305
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 25.75, which was 8.80 higher than the previous day. The implied volatity was 14.27, the open interest changed by -55 which decreased total open position to 1135
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 16.95, which was -6.45 lower than the previous day. The implied volatity was 16.78, the open interest changed by 153 which increased total open position to 1180
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 23.4, which was 3.60 higher than the previous day. The implied volatity was 15.41, the open interest changed by 52 which increased total open position to 1018
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 19.8, which was -3.90 lower than the previous day. The implied volatity was 17.71, the open interest changed by 22 which increased total open position to 973
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 23.7, which was -17.30 lower than the previous day. The implied volatity was 17.09, the open interest changed by 142 which increased total open position to 951
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 41, which was 0.80 higher than the previous day. The implied volatity was 14.98, the open interest changed by 101 which increased total open position to 809
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 40.2, which was 1.40 higher than the previous day. The implied volatity was 15.98, the open interest changed by -105 which decreased total open position to 710
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 38.8, which was -3.65 lower than the previous day. The implied volatity was 15.83, the open interest changed by 165 which increased total open position to 804
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 42.45, which was 1.15 higher than the previous day. The implied volatity was 14.71, the open interest changed by 53 which increased total open position to 646
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 41.3, which was 1.40 higher than the previous day. The implied volatity was 16.48, the open interest changed by 20 which increased total open position to 595
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 39.9, which was -6.60 lower than the previous day. The implied volatity was 18.09, the open interest changed by 101 which increased total open position to 577
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 46.5, which was -12.00 lower than the previous day. The implied volatity was 18.32, the open interest changed by 266 which increased total open position to 475
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 58.5, which was -1.30 lower than the previous day. The implied volatity was 16.50, the open interest changed by 55 which increased total open position to 208
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 59.8, which was -0.80 lower than the previous day. The implied volatity was 17.58, the open interest changed by 17 which increased total open position to 153
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 60.6, which was 12.55 higher than the previous day. The implied volatity was 19.29, the open interest changed by 108 which increased total open position to 133
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 48.05, which was 12.95 higher than the previous day. The implied volatity was 16.97, the open interest changed by 22 which increased total open position to 47
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 35.1, which was -2.90 lower than the previous day. The implied volatity was 17.78, the open interest changed by 6 which increased total open position to 17
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 18.32, the open interest changed by 1 which increased total open position to 11
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 38, which was -2.05 lower than the previous day. The implied volatity was 18.32, the open interest changed by 1 which increased total open position to 11
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 40.05, which was -14.95 lower than the previous day. The implied volatity was 17.52, the open interest changed by 2 which increased total open position to 9
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 55, which was -11.25 lower than the previous day. The implied volatity was 16.66, the open interest changed by 4 which increased total open position to 6
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 66.25, which was -8.75 lower than the previous day. The implied volatity was 18.92, the open interest changed by 0 which decreased total open position to 1
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 75, which was -20.45 lower than the previous day. The implied volatity was 13.81, 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 95.45, 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 95.45, 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 95.45, 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 2260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.75
Theta: -1.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 101.3 | -3.00 | 35.56 | 74 | -8 | 318 |
| 19 Dec | 2160.40 | 104.3 | 31.25 | 36.15 | 49 | -20 | 328 |
| 18 Dec | 2188.05 | 73.05 | 10.25 | 20.90 | 80 | -22 | 349 |
| 17 Dec | 2202.95 | 62.8 | 25.75 | 23.08 | 178 | -16 | 373 |
| 16 Dec | 2238.75 | 37.05 | 7.70 | 21.26 | 359 | -14 | 390 |
| 13 Dec | 2253.50 | 29.35 | -22.60 | 18.18 | 295 | 3 | 402 |
| 12 Dec | 2224.05 | 51.95 | 10.00 | 20.23 | 432 | -41 | 397 |
| 11 Dec | 2241.05 | 41.95 | -11.95 | 20.31 | 792 | 78 | 436 |
| 10 Dec | 2214.45 | 53.9 | 2.20 | 19.42 | 131 | 4 | 354 |
| 9 Dec | 2228.85 | 51.7 | 21.70 | 21.08 | 823 | -18 | 350 |
| 6 Dec | 2267.80 | 30 | -3.90 | 18.06 | 532 | 66 | 385 |
| 5 Dec | 2265.50 | 33.9 | -4.60 | 18.16 | 777 | 15 | 319 |
| 4 Dec | 2257.80 | 38.5 | 2.20 | 19.14 | 726 | 54 | 303 |
| 3 Dec | 2261.70 | 36.3 | -5.30 | 19.64 | 257 | 14 | 248 |
| 2 Dec | 2251.85 | 41.6 | -6.80 | 19.49 | 177 | -3 | 234 |
| 29 Nov | 2234.65 | 48.4 | -8.90 | 18.15 | 294 | 51 | 234 |
| 28 Nov | 2236.25 | 57.3 | 20.70 | 23.55 | 299 | 106 | 182 |
| 27 Nov | 2273.95 | 36.6 | -3.40 | 19.75 | 47 | 13 | 76 |
| 26 Nov | 2265.25 | 40 | -5.65 | 20.24 | 86 | 57 | 63 |
| 25 Nov | 2256.95 | 45.65 | -21.75 | 20.90 | 6 | 5 | 5 |
| 22 Nov | 2247.30 | 67.4 | 0.00 | 0.25 | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2235.25 | 67.4 | 0.00 | 0.16 | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 67.4 | 0.00 | 0.55 | 0 | 0 | 0 |
| 11 Nov | 2279.05 | 67.4 | 0.00 | 1.89 | 0 | 0 | 0 |
| 8 Nov | 2295.65 | 67.4 | 0.00 | 2.15 | 0 | 0 | 0 |
| 7 Nov | 2262.85 | 67.4 | 67.40 | 1.23 | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 0 | 0.62 | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2260 expiring on 26DEC2024
Delta for 2260 PE is -0.81
Historical price for 2260 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 101.3, which was -3.00 lower than the previous day. The implied volatity was 35.56, the open interest changed by -8 which decreased total open position to 318
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 104.3, which was 31.25 higher than the previous day. The implied volatity was 36.15, the open interest changed by -20 which decreased total open position to 328
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 73.05, which was 10.25 higher than the previous day. The implied volatity was 20.90, the open interest changed by -22 which decreased total open position to 349
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 62.8, which was 25.75 higher than the previous day. The implied volatity was 23.08, the open interest changed by -16 which decreased total open position to 373
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 37.05, which was 7.70 higher than the previous day. The implied volatity was 21.26, the open interest changed by -14 which decreased total open position to 390
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 29.35, which was -22.60 lower than the previous day. The implied volatity was 18.18, the open interest changed by 3 which increased total open position to 402
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 51.95, which was 10.00 higher than the previous day. The implied volatity was 20.23, the open interest changed by -41 which decreased total open position to 397
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 41.95, which was -11.95 lower than the previous day. The implied volatity was 20.31, the open interest changed by 78 which increased total open position to 436
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 53.9, which was 2.20 higher than the previous day. The implied volatity was 19.42, the open interest changed by 4 which increased total open position to 354
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 51.7, which was 21.70 higher than the previous day. The implied volatity was 21.08, the open interest changed by -18 which decreased total open position to 350
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 30, which was -3.90 lower than the previous day. The implied volatity was 18.06, the open interest changed by 66 which increased total open position to 385
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 33.9, which was -4.60 lower than the previous day. The implied volatity was 18.16, the open interest changed by 15 which increased total open position to 319
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 38.5, which was 2.20 higher than the previous day. The implied volatity was 19.14, the open interest changed by 54 which increased total open position to 303
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 36.3, which was -5.30 lower than the previous day. The implied volatity was 19.64, the open interest changed by 14 which increased total open position to 248
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 41.6, which was -6.80 lower than the previous day. The implied volatity was 19.49, the open interest changed by -3 which decreased total open position to 234
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 48.4, which was -8.90 lower than the previous day. The implied volatity was 18.15, the open interest changed by 51 which increased total open position to 234
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 57.3, which was 20.70 higher than the previous day. The implied volatity was 23.55, the open interest changed by 106 which increased total open position to 182
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 36.6, which was -3.40 lower than the previous day. The implied volatity was 19.75, the open interest changed by 13 which increased total open position to 76
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 40, which was -5.65 lower than the previous day. The implied volatity was 20.24, the open interest changed by 57 which increased total open position to 63
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 45.65, which was -21.75 lower than the previous day. The implied volatity was 20.90, the open interest changed by 5 which increased total open position to 5
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 67.4, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 67.4, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 67.4, 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 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 67.4, 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 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 67.4, 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 67.4, 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 67.4, which was 0.00 lower than the previous day. The implied volatity was 0.16, 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 67.4, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 67.4, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 67.4, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 67.4, which was 67.40 higher than the previous day. The implied volatity was 1.23, 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 0, which was lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
