NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2300 CE | ||||||||||
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Delta: 0.05
Vega: 0.29
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 1.65 | -0.45 | 27.85 | 950 | -46 | 2,406 | |||
| 19 Dec | 2160.40 | 2.1 | -0.95 | 27.18 | 1,932 | -428 | 2,452 | |||
| 18 Dec | 2188.05 | 3.05 | -0.85 | 23.52 | 1,206 | -80 | 2,881 | |||
| 17 Dec | 2202.95 | 3.9 | -2.60 | 20.67 | 2,316 | -142 | 2,970 | |||
| 16 Dec | 2238.75 | 6.5 | -4.85 | 15.75 | 1,551 | 16 | 3,129 | |||
| 13 Dec | 2253.50 | 11.35 | 3.40 | 15.00 | 2,934 | -13 | 3,111 | |||
| 12 Dec | 2224.05 | 7.95 | -3.15 | 17.59 | 1,916 | -15 | 3,136 | |||
| 11 Dec | 2241.05 | 11.1 | 1.25 | 16.10 | 3,849 | -53 | 3,152 | |||
| 10 Dec | 2214.45 | 9.85 | -2.25 | 18.19 | 1,994 | 94 | 3,201 | |||
| 9 Dec | 2228.85 | 12.1 | -9.85 | 17.54 | 3,304 | 151 | 3,143 | |||
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| 6 Dec | 2267.80 | 21.95 | 0.45 | 15.02 | 1,608 | 88 | 2,989 | |||
| 5 Dec | 2265.50 | 21.5 | 0.10 | 15.63 | 4,528 | 528 | 2,903 | |||
| 4 Dec | 2257.80 | 21.4 | -2.75 | 15.82 | 1,987 | 195 | 2,366 | |||
| 3 Dec | 2261.70 | 24.15 | 0.25 | 15.06 | 1,730 | 481 | 2,170 | |||
| 2 Dec | 2251.85 | 23.9 | 0.65 | 16.46 | 1,035 | 0 | 1,690 | |||
| 29 Nov | 2234.65 | 23.25 | -6.55 | 17.58 | 1,841 | 575 | 1,680 | |||
| 28 Nov | 2236.25 | 29.8 | -8.05 | 18.46 | 1,509 | 371 | 1,105 | |||
| 27 Nov | 2273.95 | 37.85 | -1.35 | 16.63 | 733 | -1 | 735 | |||
| 26 Nov | 2265.25 | 39.2 | 1.20 | 17.49 | 1,041 | 232 | 736 | |||
| 25 Nov | 2256.95 | 38 | 6.60 | 18.02 | 750 | 207 | 498 | |||
| 22 Nov | 2247.30 | 31.4 | 10.50 | 17.19 | 399 | 71 | 362 | |||
| 21 Nov | 2211.20 | 20.9 | -3.30 | 17.33 | 180 | 15 | 290 | |||
| 20 Nov | 2214.15 | 24.2 | 0.00 | 18.19 | 150 | 38 | 276 | |||
| 19 Nov | 2214.15 | 24.2 | -0.95 | 18.19 | 150 | 39 | 276 | |||
| 18 Nov | 2213.20 | 25.15 | 2.45 | 17.29 | 219 | 54 | 237 | |||
| 14 Nov | 2182.80 | 22.7 | -18.80 | 18.32 | 280 | 124 | 180 | |||
| 13 Nov | 2235.25 | 41.5 | -6.15 | 18.11 | 33 | 13 | 58 | |||
| 12 Nov | 2256.20 | 47.65 | -14.35 | 18.34 | 59 | 33 | 44 | |||
| 11 Nov | 2279.05 | 62 | -2.95 | 17.29 | 13 | 2 | 11 | |||
| 8 Nov | 2295.65 | 64.95 | 19.95 | 15.90 | 11 | 5 | 6 | |||
| 7 Nov | 2262.85 | 45 | -30.75 | 14.19 | 1 | 0 | 0 | |||
| 4 Nov | 2246.20 | 75.75 | 0.93 | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2300 expiring on 26DEC2024
Delta for 2300 CE is 0.05
Historical price for 2300 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 27.85, the open interest changed by -46 which decreased total open position to 2406
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 2.1, which was -0.95 lower than the previous day. The implied volatity was 27.18, the open interest changed by -428 which decreased total open position to 2452
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was 23.52, the open interest changed by -80 which decreased total open position to 2881
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 3.9, which was -2.60 lower than the previous day. The implied volatity was 20.67, the open interest changed by -142 which decreased total open position to 2970
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 6.5, which was -4.85 lower than the previous day. The implied volatity was 15.75, the open interest changed by 16 which increased total open position to 3129
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 11.35, which was 3.40 higher than the previous day. The implied volatity was 15.00, the open interest changed by -13 which decreased total open position to 3111
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 7.95, which was -3.15 lower than the previous day. The implied volatity was 17.59, the open interest changed by -15 which decreased total open position to 3136
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 11.1, which was 1.25 higher than the previous day. The implied volatity was 16.10, the open interest changed by -53 which decreased total open position to 3152
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 9.85, which was -2.25 lower than the previous day. The implied volatity was 18.19, the open interest changed by 94 which increased total open position to 3201
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 12.1, which was -9.85 lower than the previous day. The implied volatity was 17.54, the open interest changed by 151 which increased total open position to 3143
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 21.95, which was 0.45 higher than the previous day. The implied volatity was 15.02, the open interest changed by 88 which increased total open position to 2989
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 21.5, which was 0.10 higher than the previous day. The implied volatity was 15.63, the open interest changed by 528 which increased total open position to 2903
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 21.4, which was -2.75 lower than the previous day. The implied volatity was 15.82, the open interest changed by 195 which increased total open position to 2366
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 24.15, which was 0.25 higher than the previous day. The implied volatity was 15.06, the open interest changed by 481 which increased total open position to 2170
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 23.9, which was 0.65 higher than the previous day. The implied volatity was 16.46, the open interest changed by 0 which decreased total open position to 1690
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 23.25, which was -6.55 lower than the previous day. The implied volatity was 17.58, the open interest changed by 575 which increased total open position to 1680
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 29.8, which was -8.05 lower than the previous day. The implied volatity was 18.46, the open interest changed by 371 which increased total open position to 1105
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 37.85, which was -1.35 lower than the previous day. The implied volatity was 16.63, the open interest changed by -1 which decreased total open position to 735
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 39.2, which was 1.20 higher than the previous day. The implied volatity was 17.49, the open interest changed by 232 which increased total open position to 736
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 38, which was 6.60 higher than the previous day. The implied volatity was 18.02, the open interest changed by 207 which increased total open position to 498
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 31.4, which was 10.50 higher than the previous day. The implied volatity was 17.19, the open interest changed by 71 which increased total open position to 362
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 20.9, which was -3.30 lower than the previous day. The implied volatity was 17.33, the open interest changed by 15 which increased total open position to 290
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 24.2, which was 0.00 lower than the previous day. The implied volatity was 18.19, the open interest changed by 38 which increased total open position to 276
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 24.2, which was -0.95 lower than the previous day. The implied volatity was 18.19, the open interest changed by 39 which increased total open position to 276
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 25.15, which was 2.45 higher than the previous day. The implied volatity was 17.29, the open interest changed by 54 which increased total open position to 237
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 22.7, which was -18.80 lower than the previous day. The implied volatity was 18.32, the open interest changed by 124 which increased total open position to 180
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 41.5, which was -6.15 lower than the previous day. The implied volatity was 18.11, the open interest changed by 13 which increased total open position to 58
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 47.65, which was -14.35 lower than the previous day. The implied volatity was 18.34, the open interest changed by 33 which increased total open position to 44
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 62, which was -2.95 lower than the previous day. The implied volatity was 17.29, the open interest changed by 2 which increased total open position to 11
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 64.95, which was 19.95 higher than the previous day. The implied volatity was 15.90, the open interest changed by 5 which increased total open position to 6
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 45, which was -30.75 lower than the previous day. The implied volatity was 14.19, 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 75.75, which was lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 26DEC2024 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.48
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 135.7 | -8.35 | 35.07 | 45 | -22 | 615 |
| 19 Dec | 2160.40 | 144.05 | 34.05 | 44.59 | 53 | -8 | 637 |
| 18 Dec | 2188.05 | 110 | 9.40 | 23.49 | 33 | -19 | 645 |
| 17 Dec | 2202.95 | 100.6 | 34.15 | 29.46 | 224 | -21 | 667 |
| 16 Dec | 2238.75 | 66.45 | 11.25 | 23.91 | 83 | -9 | 690 |
| 13 Dec | 2253.50 | 55.2 | -28.80 | 19.65 | 122 | -20 | 700 |
| 12 Dec | 2224.05 | 84 | 17.05 | 22.86 | 66 | -18 | 721 |
| 11 Dec | 2241.05 | 66.95 | -16.75 | 20.20 | 149 | 7 | 739 |
| 10 Dec | 2214.45 | 83.7 | 2.90 | 20.29 | 47 | -15 | 733 |
| 9 Dec | 2228.85 | 80.8 | 30.45 | 22.76 | 122 | 30 | 750 |
| 6 Dec | 2267.80 | 50.35 | -4.55 | 17.92 | 226 | 21 | 720 |
| 5 Dec | 2265.50 | 54.9 | -6.55 | 17.85 | 535 | -35 | 702 |
| 4 Dec | 2257.80 | 61.45 | 4.65 | 19.56 | 90 | -8 | 736 |
| 3 Dec | 2261.70 | 56.8 | -6.80 | 19.57 | 278 | 52 | 743 |
| 2 Dec | 2251.85 | 63.6 | -8.10 | 19.44 | 148 | -9 | 690 |
| 29 Nov | 2234.65 | 71.7 | 2.35 | 17.76 | 208 | 13 | 698 |
| 28 Nov | 2236.25 | 69.35 | 13.35 | 19.31 | 740 | 334 | 684 |
| 27 Nov | 2273.95 | 56 | -1.85 | 19.90 | 345 | 43 | 350 |
| 26 Nov | 2265.25 | 57.85 | -6.40 | 19.60 | 64 | 17 | 307 |
| 25 Nov | 2256.95 | 64.25 | -12.40 | 20.21 | 279 | -58 | 290 |
| 22 Nov | 2247.30 | 76.65 | -23.75 | 20.62 | 112 | -4 | 344 |
| 21 Nov | 2211.20 | 100.4 | 11.05 | 21.25 | 39 | 11 | 348 |
| 20 Nov | 2214.15 | 89.35 | 0.00 | 16.27 | 38 | 14 | 337 |
| 19 Nov | 2214.15 | 89.35 | -8.35 | 16.27 | 38 | 14 | 337 |
| 18 Nov | 2213.20 | 97.7 | -12.75 | 21.54 | 360 | 259 | 321 |
| 14 Nov | 2182.80 | 110.45 | 25.95 | 19.14 | 43 | -5 | 61 |
| 13 Nov | 2235.25 | 84.5 | 13.50 | 21.81 | 66 | 46 | 66 |
| 12 Nov | 2256.20 | 71 | 13.20 | 18.42 | 8 | 3 | 19 |
| 11 Nov | 2279.05 | 57.8 | -11.25 | 19.91 | 4 | 2 | 16 |
| 8 Nov | 2295.65 | 69.05 | -14.20 | 24.29 | 3 | 0 | 13 |
| 7 Nov | 2262.85 | 83.25 | -4.00 | 24.51 | 13 | 0 | 0 |
| 4 Nov | 2246.20 | 87.25 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2300 expiring on 26DEC2024
Delta for 2300 PE is -0.90
Historical price for 2300 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 135.7, which was -8.35 lower than the previous day. The implied volatity was 35.07, the open interest changed by -22 which decreased total open position to 615
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 144.05, which was 34.05 higher than the previous day. The implied volatity was 44.59, the open interest changed by -8 which decreased total open position to 637
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 110, which was 9.40 higher than the previous day. The implied volatity was 23.49, the open interest changed by -19 which decreased total open position to 645
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 100.6, which was 34.15 higher than the previous day. The implied volatity was 29.46, the open interest changed by -21 which decreased total open position to 667
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 66.45, which was 11.25 higher than the previous day. The implied volatity was 23.91, the open interest changed by -9 which decreased total open position to 690
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 55.2, which was -28.80 lower than the previous day. The implied volatity was 19.65, the open interest changed by -20 which decreased total open position to 700
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 84, which was 17.05 higher than the previous day. The implied volatity was 22.86, the open interest changed by -18 which decreased total open position to 721
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 66.95, which was -16.75 lower than the previous day. The implied volatity was 20.20, the open interest changed by 7 which increased total open position to 739
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 83.7, which was 2.90 higher than the previous day. The implied volatity was 20.29, the open interest changed by -15 which decreased total open position to 733
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 80.8, which was 30.45 higher than the previous day. The implied volatity was 22.76, the open interest changed by 30 which increased total open position to 750
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 50.35, which was -4.55 lower than the previous day. The implied volatity was 17.92, the open interest changed by 21 which increased total open position to 720
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 54.9, which was -6.55 lower than the previous day. The implied volatity was 17.85, the open interest changed by -35 which decreased total open position to 702
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 61.45, which was 4.65 higher than the previous day. The implied volatity was 19.56, the open interest changed by -8 which decreased total open position to 736
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 56.8, which was -6.80 lower than the previous day. The implied volatity was 19.57, the open interest changed by 52 which increased total open position to 743
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 63.6, which was -8.10 lower than the previous day. The implied volatity was 19.44, the open interest changed by -9 which decreased total open position to 690
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 71.7, which was 2.35 higher than the previous day. The implied volatity was 17.76, the open interest changed by 13 which increased total open position to 698
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 69.35, which was 13.35 higher than the previous day. The implied volatity was 19.31, the open interest changed by 334 which increased total open position to 684
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 56, which was -1.85 lower than the previous day. The implied volatity was 19.90, the open interest changed by 43 which increased total open position to 350
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 57.85, which was -6.40 lower than the previous day. The implied volatity was 19.60, the open interest changed by 17 which increased total open position to 307
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 64.25, which was -12.40 lower than the previous day. The implied volatity was 20.21, the open interest changed by -58 which decreased total open position to 290
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 76.65, which was -23.75 lower than the previous day. The implied volatity was 20.62, the open interest changed by -4 which decreased total open position to 344
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 100.4, which was 11.05 higher than the previous day. The implied volatity was 21.25, the open interest changed by 11 which increased total open position to 348
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 89.35, which was 0.00 lower than the previous day. The implied volatity was 16.27, the open interest changed by 14 which increased total open position to 337
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 89.35, which was -8.35 lower than the previous day. The implied volatity was 16.27, the open interest changed by 14 which increased total open position to 337
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 97.7, which was -12.75 lower than the previous day. The implied volatity was 21.54, the open interest changed by 259 which increased total open position to 321
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 110.45, which was 25.95 higher than the previous day. The implied volatity was 19.14, the open interest changed by -5 which decreased total open position to 61
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 84.5, which was 13.50 higher than the previous day. The implied volatity was 21.81, the open interest changed by 46 which increased total open position to 66
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 71, which was 13.20 higher than the previous day. The implied volatity was 18.42, the open interest changed by 3 which increased total open position to 19
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 57.8, which was -11.25 lower than the previous day. The implied volatity was 19.91, the open interest changed by 2 which increased total open position to 16
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 69.05, which was -14.20 lower than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 13
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 83.25, which was -4.00 lower than the previous day. The implied volatity was 24.51, 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 87.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
