NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.50
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 2.6 | -1.70 | 20.70 | 1,150 | -183 | 1,657 | |||
| 20 Nov | 2214.15 | 4.3 | 0.00 | 21.08 | 2,424 | -76 | 1,849 | |||
| 19 Nov | 2214.15 | 4.3 | -0.70 | 21.08 | 2,424 | -67 | 1,849 | |||
| 18 Nov | 2213.20 | 5 | 0.30 | 19.32 | 1,386 | -2 | 1,909 | |||
| 14 Nov | 2182.80 | 4.7 | -6.65 | 19.46 | 1,934 | 66 | 1,910 | |||
| 13 Nov | 2235.25 | 11.35 | -4.10 | 16.22 | 1,512 | 64 | 1,912 | |||
| 12 Nov | 2256.20 | 15.45 | -10.80 | 16.29 | 2,208 | 133 | 1,847 | |||
| 11 Nov | 2279.05 | 26.25 | -9.10 | 14.40 | 2,351 | 95 | 1,718 | |||
| 8 Nov | 2295.65 | 35.35 | 10.35 | 14.90 | 3,792 | -11 | 1,624 | |||
| 7 Nov | 2262.85 | 25 | -6.95 | 15.94 | 1,783 | 155 | 1,636 | |||
| 6 Nov | 2275.60 | 31.95 | 1.45 | 16.69 | 1,408 | 51 | 1,481 | |||
| 5 Nov | 2262.45 | 30.5 | 4.00 | 17.53 | 1,332 | -97 | 1,429 | |||
| 4 Nov | 2246.20 | 26.5 | -19.90 | 18.73 | 2,867 | 617 | 1,529 | |||
| 1 Nov | 2282.30 | 46.4 | 1.40 | 18.82 | 173 | 4 | 909 | |||
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| 31 Oct | 2262.95 | 45 | -8.35 | - | 1,244 | 196 | 904 | |||
| 30 Oct | 2276.30 | 53.35 | 4.60 | - | 1,599 | 83 | 707 | |||
| 29 Oct | 2267.40 | 48.75 | -7.40 | - | 505 | 74 | 626 | |||
| 28 Oct | 2272.05 | 56.15 | 7.35 | - | 1,353 | 132 | 752 | |||
| 25 Oct | 2260.70 | 48.8 | -1.15 | - | 666 | -77 | 620 | |||
| 24 Oct | 2258.65 | 49.95 | -34.45 | - | 1,691 | 651 | 694 | |||
| 23 Oct | 2327.15 | 84.4 | -16.60 | - | 26 | 11 | 42 | |||
| 22 Oct | 2350.25 | 101 | -4.00 | - | 14 | 2 | 30 | |||
| 21 Oct | 2354.65 | 105 | 7.50 | - | 25 | 19 | 30 | |||
| 18 Oct | 2350.25 | 97.5 | -388.35 | - | 11 | 10 | 10 | |||
| 17 Oct | 2378.70 | 485.85 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2300 expiring on 28NOV2024
Delta for 2300 CE is 0.09
Historical price for 2300 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 2.6, which was -1.70 lower than the previous day. The implied volatity was 20.70, the open interest changed by -183 which decreased total open position to 1657
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 21.08, the open interest changed by -76 which decreased total open position to 1849
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 4.3, which was -0.70 lower than the previous day. The implied volatity was 21.08, the open interest changed by -67 which decreased total open position to 1849
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 5, which was 0.30 higher than the previous day. The implied volatity was 19.32, the open interest changed by -2 which decreased total open position to 1909
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 4.7, which was -6.65 lower than the previous day. The implied volatity was 19.46, the open interest changed by 66 which increased total open position to 1910
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 11.35, which was -4.10 lower than the previous day. The implied volatity was 16.22, the open interest changed by 64 which increased total open position to 1912
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 15.45, which was -10.80 lower than the previous day. The implied volatity was 16.29, the open interest changed by 133 which increased total open position to 1847
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 26.25, which was -9.10 lower than the previous day. The implied volatity was 14.40, the open interest changed by 95 which increased total open position to 1718
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 35.35, which was 10.35 higher than the previous day. The implied volatity was 14.90, the open interest changed by -11 which decreased total open position to 1624
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 25, which was -6.95 lower than the previous day. The implied volatity was 15.94, the open interest changed by 155 which increased total open position to 1636
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 31.95, which was 1.45 higher than the previous day. The implied volatity was 16.69, the open interest changed by 51 which increased total open position to 1481
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 30.5, which was 4.00 higher than the previous day. The implied volatity was 17.53, the open interest changed by -97 which decreased total open position to 1429
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 26.5, which was -19.90 lower than the previous day. The implied volatity was 18.73, the open interest changed by 617 which increased total open position to 1529
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 46.4, which was 1.40 higher than the previous day. The implied volatity was 18.82, the open interest changed by 4 which increased total open position to 909
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 45, which was -8.35 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 53.35, which was 4.60 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 48.75, which was -7.40 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 56.15, which was 7.35 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 48.8, 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 49.95, which was -34.45 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 84.4, which was -16.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 101, which was -4.00 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 105, which was 7.50 higher 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 97.5, which was -388.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 485.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.72
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 94 | -0.60 | 26.89 | 71 | -14 | 738 |
| 20 Nov | 2214.15 | 94.6 | 0.00 | 23.69 | 131 | -11 | 754 |
| 19 Nov | 2214.15 | 94.6 | 3.65 | 23.69 | 131 | -9 | 754 |
| 18 Nov | 2213.20 | 90.95 | -23.05 | 26.61 | 401 | -30 | 762 |
| 14 Nov | 2182.80 | 114 | 45.20 | 25.53 | 745 | -98 | 793 |
| 13 Nov | 2235.25 | 68.8 | 5.95 | 21.46 | 185 | -32 | 890 |
| 12 Nov | 2256.20 | 62.85 | 17.15 | 21.56 | 507 | 24 | 921 |
| 11 Nov | 2279.05 | 45.7 | 5.70 | 22.10 | 843 | -9 | 893 |
| 8 Nov | 2295.65 | 40 | -19.20 | 20.23 | 588 | -42 | 904 |
| 7 Nov | 2262.85 | 59.2 | 8.30 | 21.88 | 201 | 3 | 946 |
| 6 Nov | 2275.60 | 50.9 | -8.25 | 20.19 | 207 | -35 | 943 |
| 5 Nov | 2262.45 | 59.15 | -15.85 | 21.15 | 103 | -23 | 981 |
| 4 Nov | 2246.20 | 75 | 20.20 | 22.86 | 417 | -26 | 1,005 |
| 1 Nov | 2282.30 | 54.8 | -6.75 | 22.34 | 31 | 19 | 1,030 |
| 31 Oct | 2262.95 | 61.55 | 5.55 | - | 344 | 48 | 1,011 |
| 30 Oct | 2276.30 | 56 | -7.65 | - | 432 | 43 | 963 |
| 29 Oct | 2267.40 | 63.65 | 4.15 | - | 195 | 81 | 922 |
| 28 Oct | 2272.05 | 59.5 | -5.15 | - | 370 | 79 | 844 |
| 25 Oct | 2260.70 | 64.65 | -7.25 | - | 256 | 35 | 765 |
| 24 Oct | 2258.65 | 71.9 | 37.90 | - | 588 | 188 | 728 |
| 23 Oct | 2327.15 | 34 | 8.25 | - | 510 | 32 | 537 |
| 22 Oct | 2350.25 | 25.75 | -0.60 | - | 428 | -134 | 506 |
| 21 Oct | 2354.65 | 26.35 | -4.65 | - | 176 | 12 | 639 |
| 18 Oct | 2350.25 | 31 | 6.00 | - | 624 | 353 | 625 |
| 17 Oct | 2378.70 | 25 | - | 319 | 256 | 256 | |
For Nestle India Limited - strike price 2300 expiring on 28NOV2024
Delta for 2300 PE is -0.85
Historical price for 2300 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 94, which was -0.60 lower than the previous day. The implied volatity was 26.89, the open interest changed by -14 which decreased total open position to 738
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 94.6, which was 0.00 lower than the previous day. The implied volatity was 23.69, the open interest changed by -11 which decreased total open position to 754
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 94.6, which was 3.65 higher than the previous day. The implied volatity was 23.69, the open interest changed by -9 which decreased total open position to 754
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 90.95, which was -23.05 lower than the previous day. The implied volatity was 26.61, the open interest changed by -30 which decreased total open position to 762
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 114, which was 45.20 higher than the previous day. The implied volatity was 25.53, the open interest changed by -98 which decreased total open position to 793
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 68.8, which was 5.95 higher than the previous day. The implied volatity was 21.46, the open interest changed by -32 which decreased total open position to 890
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 62.85, which was 17.15 higher than the previous day. The implied volatity was 21.56, the open interest changed by 24 which increased total open position to 921
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 45.7, which was 5.70 higher than the previous day. The implied volatity was 22.10, the open interest changed by -9 which decreased total open position to 893
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 40, which was -19.20 lower than the previous day. The implied volatity was 20.23, the open interest changed by -42 which decreased total open position to 904
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 59.2, which was 8.30 higher than the previous day. The implied volatity was 21.88, the open interest changed by 3 which increased total open position to 946
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 50.9, which was -8.25 lower than the previous day. The implied volatity was 20.19, the open interest changed by -35 which decreased total open position to 943
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 59.15, which was -15.85 lower than the previous day. The implied volatity was 21.15, the open interest changed by -23 which decreased total open position to 981
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 75, which was 20.20 higher than the previous day. The implied volatity was 22.86, the open interest changed by -26 which decreased total open position to 1005
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 54.8, which was -6.75 lower than the previous day. The implied volatity was 22.34, the open interest changed by 19 which increased total open position to 1030
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 61.55, which was 5.55 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 56, which was -7.65 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 63.65, which was 4.15 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 59.5, which was -5.15 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 64.65, which was -7.25 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 71.9, which was 37.90 higher 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 34, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 25.75, which was -0.60 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 26.35, which was -4.65 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 31, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
