NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2280 CE | ||||||||||
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Delta: 0.06
Vega: 0.34
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 1.85 | -0.85 | 25.14 | 654 | -13 | 686 | |||
| 19 Dec | 2160.40 | 2.7 | -1.70 | 25.45 | 849 | -46 | 699 | |||
| 18 Dec | 2188.05 | 4.4 | -1.25 | 22.46 | 771 | -23 | 745 | |||
| 17 Dec | 2202.95 | 5.65 | -4.80 | 19.58 | 1,075 | -51 | 768 | |||
| 16 Dec | 2238.75 | 10.45 | -6.90 | 15.05 | 938 | 80 | 810 | |||
| 13 Dec | 2253.50 | 17.35 | 5.75 | 14.61 | 1,473 | -38 | 730 | |||
| 12 Dec | 2224.05 | 11.6 | -4.70 | 17.10 | 1,180 | 82 | 768 | |||
| 11 Dec | 2241.05 | 16.3 | 2.10 | 15.75 | 1,529 | 18 | 685 | |||
| 10 Dec | 2214.45 | 14.2 | -2.80 | 18.01 | 793 | -20 | 670 | |||
| 9 Dec | 2228.85 | 17 | -13.80 | 17.24 | 1,610 | 35 | 699 | |||
| 6 Dec | 2267.80 | 30.8 | 0.95 | 15.15 | 667 | 113 | 666 | |||
| 5 Dec | 2265.50 | 29.85 | 1.20 | 15.76 | 1,427 | 71 | 552 | |||
| 4 Dec | 2257.80 | 28.65 | -3.80 | 15.56 | 798 | 61 | 482 | |||
| 3 Dec | 2261.70 | 32.45 | 0.70 | 14.92 | 456 | 7 | 423 | |||
| 2 Dec | 2251.85 | 31.75 | 1.10 | 16.45 | 387 | 10 | 415 | |||
| 29 Nov | 2234.65 | 30.65 | -5.95 | 17.74 | 385 | 55 | 407 | |||
| 28 Nov | 2236.25 | 36.6 | -11.25 | 18.03 | 560 | 72 | 353 | |||
| 27 Nov | 2273.95 | 47.85 | -0.20 | 16.73 | 242 | 26 | 280 | |||
| 26 Nov | 2265.25 | 48.05 | -0.95 | 17.24 | 867 | 190 | 253 | |||
| 25 Nov | 2256.95 | 49 | -10.20 | 18.03 | 106 | 62 | 64 | |||
| 22 Nov | 2247.30 | 59.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 59.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 59.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 59.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 59.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 59.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 2235.25 | 59.2 | -26.60 | 21.14 | 1 | 0 | 1 | |||
| 12 Nov | 2256.20 | 85.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 2279.05 | 85.8 | -434.15 | 21.43 | 1 | 0 | 0 | |||
| 8 Nov | 2295.65 | 519.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2262.85 | 519.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2246.20 | 519.95 | 519.95 | 0.21 | 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 | |||
| 21 Oct | 2354.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 2350.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2462.25 | 0 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2280 expiring on 26DEC2024
Delta for 2280 CE is 0.06
Historical price for 2280 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 1.85, which was -0.85 lower than the previous day. The implied volatity was 25.14, the open interest changed by -13 which decreased total open position to 686
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 2.7, which was -1.70 lower than the previous day. The implied volatity was 25.45, the open interest changed by -46 which decreased total open position to 699
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 4.4, which was -1.25 lower than the previous day. The implied volatity was 22.46, the open interest changed by -23 which decreased total open position to 745
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 5.65, which was -4.80 lower than the previous day. The implied volatity was 19.58, the open interest changed by -51 which decreased total open position to 768
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 10.45, which was -6.90 lower than the previous day. The implied volatity was 15.05, the open interest changed by 80 which increased total open position to 810
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 17.35, which was 5.75 higher than the previous day. The implied volatity was 14.61, the open interest changed by -38 which decreased total open position to 730
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 11.6, which was -4.70 lower than the previous day. The implied volatity was 17.10, the open interest changed by 82 which increased total open position to 768
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 16.3, which was 2.10 higher than the previous day. The implied volatity was 15.75, the open interest changed by 18 which increased total open position to 685
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 14.2, which was -2.80 lower than the previous day. The implied volatity was 18.01, the open interest changed by -20 which decreased total open position to 670
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 17, which was -13.80 lower than the previous day. The implied volatity was 17.24, the open interest changed by 35 which increased total open position to 699
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 30.8, which was 0.95 higher than the previous day. The implied volatity was 15.15, the open interest changed by 113 which increased total open position to 666
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 29.85, which was 1.20 higher than the previous day. The implied volatity was 15.76, the open interest changed by 71 which increased total open position to 552
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 28.65, which was -3.80 lower than the previous day. The implied volatity was 15.56, the open interest changed by 61 which increased total open position to 482
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 32.45, which was 0.70 higher than the previous day. The implied volatity was 14.92, the open interest changed by 7 which increased total open position to 423
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 31.75, which was 1.10 higher than the previous day. The implied volatity was 16.45, the open interest changed by 10 which increased total open position to 415
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 30.65, which was -5.95 lower than the previous day. The implied volatity was 17.74, the open interest changed by 55 which increased total open position to 407
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 36.6, which was -11.25 lower than the previous day. The implied volatity was 18.03, the open interest changed by 72 which increased total open position to 353
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 47.85, which was -0.20 lower than the previous day. The implied volatity was 16.73, the open interest changed by 26 which increased total open position to 280
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 48.05, which was -0.95 lower than the previous day. The implied volatity was 17.24, the open interest changed by 190 which increased total open position to 253
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 49, which was -10.20 lower than the previous day. The implied volatity was 18.03, the open interest changed by 62 which increased total open position to 64
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 59.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 59.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 59.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 59.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 59.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 59.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 59.2, which was -26.60 lower than the previous day. The implied volatity was 21.14, the open interest changed by 0 which decreased total open position to 1
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 85.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 85.8, which was -434.15 lower than the previous day. The implied volatity was 21.43, 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 519.95, 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 519.95, 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 519.95, which was 519.95 higher than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NESTLEIND was trading at 2462.25. 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 2280 PE | |||||||
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Delta: -0.89
Vega: 0.53
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 116 | 18.95 | 31.73 | 22 | -9 | 175 |
| 19 Dec | 2160.40 | 97.05 | 0.00 | 0.00 | 0 | -8 | 0 |
| 18 Dec | 2188.05 | 97.05 | 17.10 | 29.65 | 15 | -3 | 189 |
| 17 Dec | 2202.95 | 79.95 | 29.85 | 24.80 | 67 | -45 | 188 |
| 16 Dec | 2238.75 | 50.1 | 7.05 | 21.93 | 90 | 8 | 234 |
| 13 Dec | 2253.50 | 43.05 | -22.85 | 19.92 | 63 | -13 | 227 |
| 12 Dec | 2224.05 | 65.9 | 12.30 | 20.53 | 68 | -9 | 240 |
| 11 Dec | 2241.05 | 53.6 | -13.95 | 20.23 | 77 | 0 | 247 |
| 10 Dec | 2214.45 | 67.55 | -0.05 | 19.47 | 49 | 16 | 246 |
| 9 Dec | 2228.85 | 67.6 | 27.80 | 22.99 | 108 | -45 | 231 |
| 6 Dec | 2267.80 | 39.8 | -4.50 | 18.20 | 185 | 17 | 275 |
| 5 Dec | 2265.50 | 44.3 | -4.45 | 18.33 | 339 | 103 | 259 |
| 4 Dec | 2257.80 | 48.75 | 3.20 | 19.12 | 172 | -1 | 157 |
| 3 Dec | 2261.70 | 45.55 | -7.45 | 19.47 | 101 | 5 | 158 |
| 2 Dec | 2251.85 | 53 | -8.30 | 19.94 | 23 | -1 | 153 |
| 29 Nov | 2234.65 | 61.3 | 3.65 | 18.78 | 103 | 11 | 154 |
| 28 Nov | 2236.25 | 57.65 | 12.35 | 19.40 | 229 | 73 | 144 |
| 27 Nov | 2273.95 | 45.3 | -3.75 | 19.68 | 23 | 6 | 70 |
| 26 Nov | 2265.25 | 49.05 | -4.05 | 20.20 | 30 | 23 | 66 |
| 25 Nov | 2256.95 | 53.1 | -12.90 | 20.78 | 39 | 42 | 42 |
| 22 Nov | 2247.30 | 66 | 62.70 | 20.97 | 28 | 18 | 18 |
| 21 Nov | 2211.20 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2235.25 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2279.05 | 3.3 | 0.00 | 1.12 | 0 | 0 | 0 |
| 8 Nov | 2295.65 | 3.3 | 0.00 | 1.57 | 0 | 0 | 0 |
| 7 Nov | 2262.85 | 3.3 | 0.00 | 0.48 | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2267.40 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2272.05 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2260.70 | 3.3 | 3.30 | - | 0 | 0 | 0 |
| 21 Oct | 2354.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2350.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2462.25 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2280 expiring on 26DEC2024
Delta for 2280 PE is -0.89
Historical price for 2280 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 116, which was 18.95 higher than the previous day. The implied volatity was 31.73, the open interest changed by -9 which decreased total open position to 175
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 97.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 97.05, which was 17.10 higher than the previous day. The implied volatity was 29.65, the open interest changed by -3 which decreased total open position to 189
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 79.95, which was 29.85 higher than the previous day. The implied volatity was 24.80, the open interest changed by -45 which decreased total open position to 188
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 50.1, which was 7.05 higher than the previous day. The implied volatity was 21.93, the open interest changed by 8 which increased total open position to 234
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 43.05, which was -22.85 lower than the previous day. The implied volatity was 19.92, the open interest changed by -13 which decreased total open position to 227
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 65.9, which was 12.30 higher than the previous day. The implied volatity was 20.53, the open interest changed by -9 which decreased total open position to 240
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 53.6, which was -13.95 lower than the previous day. The implied volatity was 20.23, the open interest changed by 0 which decreased total open position to 247
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 67.55, which was -0.05 lower than the previous day. The implied volatity was 19.47, the open interest changed by 16 which increased total open position to 246
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 67.6, which was 27.80 higher than the previous day. The implied volatity was 22.99, the open interest changed by -45 which decreased total open position to 231
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 39.8, which was -4.50 lower than the previous day. The implied volatity was 18.20, the open interest changed by 17 which increased total open position to 275
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 44.3, which was -4.45 lower than the previous day. The implied volatity was 18.33, the open interest changed by 103 which increased total open position to 259
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 48.75, which was 3.20 higher than the previous day. The implied volatity was 19.12, the open interest changed by -1 which decreased total open position to 157
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 45.55, which was -7.45 lower than the previous day. The implied volatity was 19.47, the open interest changed by 5 which increased total open position to 158
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 53, which was -8.30 lower than the previous day. The implied volatity was 19.94, the open interest changed by -1 which decreased total open position to 153
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 61.3, which was 3.65 higher than the previous day. The implied volatity was 18.78, the open interest changed by 11 which increased total open position to 154
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 57.65, which was 12.35 higher than the previous day. The implied volatity was 19.40, the open interest changed by 73 which increased total open position to 144
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 45.3, which was -3.75 lower than the previous day. The implied volatity was 19.68, the open interest changed by 6 which increased total open position to 70
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 49.05, which was -4.05 lower than the previous day. The implied volatity was 20.20, the open interest changed by 23 which increased total open position to 66
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 53.1, which was -12.90 lower than the previous day. The implied volatity was 20.78, the open interest changed by 42 which increased total open position to 42
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 66, which was 62.70 higher than the previous day. The implied volatity was 20.97, the open interest changed by 18 which increased total open position to 18
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 3.3, 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 3.3, 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 3.3, 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 3.3, 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 3.3, 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 3.3, 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 3.3, 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 3.3, which was 0.00 lower than the previous day. The implied volatity was 1.12, 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 3.3, which was 0.00 lower than the previous day. The implied volatity was 1.57, 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 3.3, which was 0.00 lower than the previous day. The implied volatity was 0.48, 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 3.3, 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 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 3.3, 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 3.3, 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 3.3, 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NESTLEIND was trading at 2462.25. 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
