NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.63
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 3.5 | -2.60 | 18.71 | 1,328 | -10 | 1,112 | |||
| 20 Nov | 2214.15 | 6.1 | 0.00 | 18.25 | 1,970 | 102 | 1,122 | |||
| 19 Nov | 2214.15 | 6.1 | -0.70 | 18.25 | 1,970 | 102 | 1,122 | |||
| 18 Nov | 2213.20 | 6.8 | 0.40 | 17.86 | 1,270 | 104 | 1,022 | |||
| 14 Nov | 2182.80 | 6.4 | -9.85 | 18.56 | 1,044 | -43 | 918 | |||
| 13 Nov | 2235.25 | 16.25 | -5.55 | 15.66 | 849 | 0 | 960 | |||
| 12 Nov | 2256.20 | 21.8 | -13.90 | 15.94 | 1,501 | 40 | 993 | |||
| 11 Nov | 2279.05 | 35.7 | -9.50 | 13.87 | 1,267 | 48 | 954 | |||
| 8 Nov | 2295.65 | 45.2 | 11.20 | 14.10 | 1,167 | 13 | 907 | |||
| 7 Nov | 2262.85 | 34 | -7.10 | 16.06 | 735 | 20 | 892 | |||
| 6 Nov | 2275.60 | 41.1 | 1.60 | 16.45 | 943 | -11 | 873 | |||
| 5 Nov | 2262.45 | 39.5 | 5.70 | 17.56 | 673 | -15 | 885 | |||
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| 4 Nov | 2246.20 | 33.8 | -22.25 | 18.58 | 1,459 | 534 | 900 | |||
| 1 Nov | 2282.30 | 56.05 | 1.20 | 18.28 | 70 | 10 | 366 | |||
| 31 Oct | 2262.95 | 54.85 | -8.20 | - | 615 | 138 | 356 | |||
| 30 Oct | 2276.30 | 63.05 | 4.30 | - | 505 | 33 | 218 | |||
| 29 Oct | 2267.40 | 58.75 | -4.80 | - | 326 | 68 | 181 | |||
| 28 Oct | 2272.05 | 63.55 | 6.70 | - | 211 | 70 | 112 | |||
| 25 Oct | 2260.70 | 56.85 | -1.15 | - | 96 | -5 | 42 | |||
| 24 Oct | 2258.65 | 58 | -230.15 | - | 91 | 47 | 47 | |||
| 23 Oct | 2327.15 | 288.15 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2280 expiring on 28NOV2024
Delta for 2280 CE is 0.12
Historical price for 2280 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 3.5, which was -2.60 lower than the previous day. The implied volatity was 18.71, the open interest changed by -10 which decreased total open position to 1112
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 18.25, the open interest changed by 102 which increased total open position to 1122
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 6.1, which was -0.70 lower than the previous day. The implied volatity was 18.25, the open interest changed by 102 which increased total open position to 1122
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 6.8, which was 0.40 higher than the previous day. The implied volatity was 17.86, the open interest changed by 104 which increased total open position to 1022
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 6.4, which was -9.85 lower than the previous day. The implied volatity was 18.56, the open interest changed by -43 which decreased total open position to 918
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 16.25, which was -5.55 lower than the previous day. The implied volatity was 15.66, the open interest changed by 0 which decreased total open position to 960
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 21.8, which was -13.90 lower than the previous day. The implied volatity was 15.94, the open interest changed by 40 which increased total open position to 993
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 35.7, which was -9.50 lower than the previous day. The implied volatity was 13.87, the open interest changed by 48 which increased total open position to 954
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 45.2, which was 11.20 higher than the previous day. The implied volatity was 14.10, the open interest changed by 13 which increased total open position to 907
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 34, which was -7.10 lower than the previous day. The implied volatity was 16.06, the open interest changed by 20 which increased total open position to 892
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 41.1, which was 1.60 higher than the previous day. The implied volatity was 16.45, the open interest changed by -11 which decreased total open position to 873
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 39.5, which was 5.70 higher than the previous day. The implied volatity was 17.56, the open interest changed by -15 which decreased total open position to 885
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 33.8, which was -22.25 lower than the previous day. The implied volatity was 18.58, the open interest changed by 534 which increased total open position to 900
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 56.05, which was 1.20 higher than the previous day. The implied volatity was 18.28, the open interest changed by 10 which increased total open position to 366
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 54.85, which was -8.20 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 63.05, which was 4.30 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 58.75, which was -4.80 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 63.55, which was 6.70 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 56.85, which was -1.15 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 58, which was -230.15 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 288.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.80
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 74.55 | -1.95 | 23.44 | 71 | -18 | 233 |
| 20 Nov | 2214.15 | 76.5 | 0.00 | 22.12 | 255 | 45 | 253 |
| 19 Nov | 2214.15 | 76.5 | -6.10 | 22.12 | 255 | 47 | 253 |
| 18 Nov | 2213.20 | 82.6 | -4.05 | 31.99 | 10 | -5 | 207 |
| 14 Nov | 2182.80 | 86.65 | 34.85 | 15.27 | 34 | -19 | 212 |
| 13 Nov | 2235.25 | 51.8 | 2.15 | 19.27 | 209 | -12 | 231 |
| 12 Nov | 2256.20 | 49.65 | 14.50 | 21.07 | 700 | -6 | 243 |
| 11 Nov | 2279.05 | 35.15 | 3.95 | 21.68 | 559 | -5 | 246 |
| 8 Nov | 2295.65 | 31.2 | -15.80 | 20.29 | 436 | 79 | 250 |
| 7 Nov | 2262.85 | 47 | 6.00 | 21.29 | 68 | -5 | 172 |
| 6 Nov | 2275.60 | 41 | -8.10 | 20.33 | 112 | 9 | 178 |
| 5 Nov | 2262.45 | 49.1 | -10.80 | 21.50 | 81 | -1 | 170 |
| 4 Nov | 2246.20 | 59.9 | 15.90 | 21.46 | 183 | -13 | 173 |
| 1 Nov | 2282.30 | 44 | -7.80 | 21.83 | 23 | 13 | 187 |
| 31 Oct | 2262.95 | 51.8 | 5.70 | - | 191 | 83 | 173 |
| 30 Oct | 2276.30 | 46.1 | -6.95 | - | 151 | 39 | 89 |
| 29 Oct | 2267.40 | 53.05 | 0.05 | - | 81 | 24 | 50 |
| 28 Oct | 2272.05 | 53 | 26.75 | - | 36 | 23 | 25 |
| 25 Oct | 2260.70 | 26.25 | 0.00 | - | 0 | 0 | 2 |
| 24 Oct | 2258.65 | 26.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2327.15 | 26.25 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2280 expiring on 28NOV2024
Delta for 2280 PE is -0.82
Historical price for 2280 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 74.55, which was -1.95 lower than the previous day. The implied volatity was 23.44, the open interest changed by -18 which decreased total open position to 233
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 76.5, which was 0.00 lower than the previous day. The implied volatity was 22.12, the open interest changed by 45 which increased total open position to 253
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 76.5, which was -6.10 lower than the previous day. The implied volatity was 22.12, the open interest changed by 47 which increased total open position to 253
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 82.6, which was -4.05 lower than the previous day. The implied volatity was 31.99, the open interest changed by -5 which decreased total open position to 207
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 86.65, which was 34.85 higher than the previous day. The implied volatity was 15.27, the open interest changed by -19 which decreased total open position to 212
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 51.8, which was 2.15 higher than the previous day. The implied volatity was 19.27, the open interest changed by -12 which decreased total open position to 231
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 49.65, which was 14.50 higher than the previous day. The implied volatity was 21.07, the open interest changed by -6 which decreased total open position to 243
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 35.15, which was 3.95 higher than the previous day. The implied volatity was 21.68, the open interest changed by -5 which decreased total open position to 246
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 31.2, which was -15.80 lower than the previous day. The implied volatity was 20.29, the open interest changed by 79 which increased total open position to 250
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 47, which was 6.00 higher than the previous day. The implied volatity was 21.29, the open interest changed by -5 which decreased total open position to 172
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 41, which was -8.10 lower than the previous day. The implied volatity was 20.33, the open interest changed by 9 which increased total open position to 178
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 49.1, which was -10.80 lower than the previous day. The implied volatity was 21.50, the open interest changed by -1 which decreased total open position to 170
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 59.9, which was 15.90 higher than the previous day. The implied volatity was 21.46, the open interest changed by -13 which decreased total open position to 173
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 44, which was -7.80 lower than the previous day. The implied volatity was 21.83, the open interest changed by 13 which increased total open position to 187
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 51.8, which was 5.70 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 46.1, which was -6.95 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 53.05, which was 0.05 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 53, which was 26.75 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 26.25, 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 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 26.25, 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 23 Oct NESTLEIND was trading at 2327.15. The strike last trading price was 26.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
