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[--[65.84.65.76]--]
NESTLEIND
Nestle India Limited

2163.5 3.10 (0.14%)

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Historical option data for NESTLEIND

20 Dec 2024 04:10 PM IST
NESTLEIND 26DEC2024 2320 CE
Delta: 0.04
Vega: 0.25
Theta: -0.65
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2163.50 1.4 -0.45 30.10 166 -28 294
19 Dec 2160.40 1.85 -0.75 29.48 478 -44 323
18 Dec 2188.05 2.6 -0.30 25.67 559 -106 368
17 Dec 2202.95 2.9 -1.65 22.08 739 -131 476
16 Dec 2238.75 4.55 -3.30 17.14 605 20 600
13 Dec 2253.50 7.85 2.05 15.92 1,338 -7 578
12 Dec 2224.05 5.8 -1.90 18.50 850 177 583
11 Dec 2241.05 7.7 0.65 16.69 781 -24 407
10 Dec 2214.45 7.05 -1.65 18.71 394 -40 429
9 Dec 2228.85 8.7 -7.00 18.01 924 37 466
6 Dec 2267.80 15.7 -0.35 15.26 691 77 428
5 Dec 2265.50 16.05 0.45 16.10 978 3 351
4 Dec 2257.80 15.6 -2.10 16.02 595 59 341
3 Dec 2261.70 17.7 -0.20 15.27 310 67 280
2 Dec 2251.85 17.9 0.40 16.64 196 27 219
29 Nov 2234.65 17.5 -5.15 17.56 336 36 186
28 Nov 2236.25 22.65 -6.85 18.20 235 50 150
27 Nov 2273.95 29.5 -1.55 16.60 142 57 100
26 Nov 2265.25 31.05 2.85 17.48 47 12 44
25 Nov 2256.95 28.2 13.30 16.61 51 23 28
22 Nov 2247.30 14.9 0.00 0.00 0 0 0
21 Nov 2211.20 14.9 0.00 0.00 0 1 0
20 Nov 2214.15 14.9 0.00 16.42 1 1 4
19 Nov 2214.15 14.9 -18.50 16.42 1 0 4
18 Nov 2213.20 33.4 0.00 0.00 0 0 0
14 Nov 2182.80 33.4 0.00 0.00 0 -1 0
13 Nov 2235.25 33.4 -8.60 17.85 5 0 5
12 Nov 2256.20 42 -28.00 19.59 6 3 4
11 Nov 2279.05 70 0.00 0.00 0 0 0
8 Nov 2295.65 70 0.00 0.00 0 0 0
7 Nov 2262.85 70 0.00 0.00 0 0 0
4 Nov 2246.20 70 0.00 0.00 0 0 0
1 Nov 2282.30 70 0.00 0.00 0 0 1
29 Oct 2267.40 70 0.00 - 0 0 0
28 Oct 2272.05 70 0.00 - 0 0 0
25 Oct 2260.70 70 0.00 - 1 0 1
24 Oct 2258.65 70 70.00 - 2 1 1
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 0.00 - 0 0 0
15 Oct 2484.25 0 0.00 - 0 0 0
14 Oct 2502.05 0 0.00 - 0 0 0
11 Oct 2511.80 0 0.00 - 0 0 0
10 Oct 2512.45 0 0.00 - 0 0 0
9 Oct 2516.00 0 - 0 0 0


For Nestle India Limited - strike price 2320 expiring on 26DEC2024

Delta for 2320 CE is 0.04

Historical price for 2320 CE is as follows

On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 30.10, the open interest changed by -28 which decreased total open position to 294


On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 29.48, the open interest changed by -44 which decreased total open position to 323


On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 2.6, which was -0.30 lower than the previous day. The implied volatity was 25.67, the open interest changed by -106 which decreased total open position to 368


On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 2.9, which was -1.65 lower than the previous day. The implied volatity was 22.08, the open interest changed by -131 which decreased total open position to 476


On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 4.55, which was -3.30 lower than the previous day. The implied volatity was 17.14, the open interest changed by 20 which increased total open position to 600


On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 7.85, which was 2.05 higher than the previous day. The implied volatity was 15.92, the open interest changed by -7 which decreased total open position to 578


On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 5.8, which was -1.90 lower than the previous day. The implied volatity was 18.50, the open interest changed by 177 which increased total open position to 583


On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 7.7, which was 0.65 higher than the previous day. The implied volatity was 16.69, the open interest changed by -24 which decreased total open position to 407


On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 7.05, which was -1.65 lower than the previous day. The implied volatity was 18.71, the open interest changed by -40 which decreased total open position to 429


On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 8.7, which was -7.00 lower than the previous day. The implied volatity was 18.01, the open interest changed by 37 which increased total open position to 466


On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 15.7, which was -0.35 lower than the previous day. The implied volatity was 15.26, the open interest changed by 77 which increased total open position to 428


On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 16.05, which was 0.45 higher than the previous day. The implied volatity was 16.10, the open interest changed by 3 which increased total open position to 351


On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 15.6, which was -2.10 lower than the previous day. The implied volatity was 16.02, the open interest changed by 59 which increased total open position to 341


On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 17.7, which was -0.20 lower than the previous day. The implied volatity was 15.27, the open interest changed by 67 which increased total open position to 280


On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 17.9, which was 0.40 higher than the previous day. The implied volatity was 16.64, the open interest changed by 27 which increased total open position to 219


On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 17.5, which was -5.15 lower than the previous day. The implied volatity was 17.56, the open interest changed by 36 which increased total open position to 186


On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 22.65, which was -6.85 lower than the previous day. The implied volatity was 18.20, the open interest changed by 50 which increased total open position to 150


On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 29.5, which was -1.55 lower than the previous day. The implied volatity was 16.60, the open interest changed by 57 which increased total open position to 100


On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 31.05, which was 2.85 higher than the previous day. The implied volatity was 17.48, the open interest changed by 12 which increased total open position to 44


On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 28.2, which was 13.30 higher than the previous day. The implied volatity was 16.61, the open interest changed by 23 which increased total open position to 28


On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 14.9, 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 14.9, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 14.9, which was 0.00 lower than the previous day. The implied volatity was 16.42, the open interest changed by 1 which increased total open position to 4


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 14.9, which was -18.50 lower than the previous day. The implied volatity was 16.42, the open interest changed by 0 which decreased total open position to 4


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 33.4, 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 33.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 33.4, which was -8.60 lower than the previous day. The implied volatity was 17.85, the open interest changed by 0 which decreased total open position to 5


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 42, which was -28.00 lower than the previous day. The implied volatity was 19.59, the open interest changed by 3 which increased total open position to 4


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 70, 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 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 70, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 70, 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 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 70, 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 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 70, 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 1


On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 70, 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 70, 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 70, 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 70, which was 70.00 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct NESTLEIND was trading at 2484.25. 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 14 Oct NESTLEIND was trading at 2502.05. 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 11 Oct NESTLEIND was trading at 2511.80. 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 10 Oct NESTLEIND was trading at 2512.45. 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 9 Oct NESTLEIND was trading at 2516.00. 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 2320 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2163.50 162.5 0.00 0.00 0 0 0
19 Dec 2160.40 162.5 89.35 46.59 7 0 15
18 Dec 2188.05 73.15 0.00 0.00 0 0 0
17 Dec 2202.95 73.15 0.00 0.00 0 0 0
16 Dec 2238.75 73.15 0.00 0.00 0 4 0
13 Dec 2253.50 73.15 -26.25 22.26 8 3 14
12 Dec 2224.05 99.4 18.30 22.60 3 -1 10
11 Dec 2241.05 81.1 -5.70 19.70 11 1 11
10 Dec 2214.45 86.8 -7.10 - 8 0 10
9 Dec 2228.85 93.9 31.65 21.61 2 0 9
6 Dec 2267.80 62.25 -11.00 17.49 6 2 9
5 Dec 2265.50 73.25 -3.80 20.49 1 0 8
4 Dec 2257.80 77.05 -5.40 20.81 10 4 8
3 Dec 2261.70 82.45 0.00 0.00 0 0 0
2 Dec 2251.85 82.45 6.05 22.18 4 0 4
29 Nov 2234.65 76.4 14.40 12.78 3 2 3
28 Nov 2236.25 62 57.05 9.01 1 0 0
27 Nov 2273.95 4.95 0.00 - 0 0 0
26 Nov 2265.25 4.95 0.00 - 0 0 0
25 Nov 2256.95 4.95 0.00 - 0 0 0
22 Nov 2247.30 4.95 0.00 - 0 0 0
21 Nov 2211.20 4.95 0.00 - 0 0 0
20 Nov 2214.15 4.95 0.00 - 0 0 0
19 Nov 2214.15 4.95 0.00 - 0 0 0
18 Nov 2213.20 4.95 0.00 - 0 0 0
14 Nov 2182.80 4.95 0.00 - 0 0 0
13 Nov 2235.25 4.95 0.00 - 0 0 0
12 Nov 2256.20 4.95 0.00 - 0 0 0
11 Nov 2279.05 4.95 0.00 - 0 0 0
8 Nov 2295.65 4.95 0.00 0.16 0 0 0
7 Nov 2262.85 4.95 0.00 - 0 0 0
4 Nov 2246.20 4.95 0.00 - 0 0 0
1 Nov 2282.30 4.95 0.00 - 0 0 0
29 Oct 2267.40 4.95 0.00 - 0 0 0
28 Oct 2272.05 4.95 0.00 - 0 0 0
25 Oct 2260.70 4.95 0.00 - 0 0 0
24 Oct 2258.65 4.95 0.00 - 0 0 0
21 Oct 2354.65 4.95 0.00 - 0 0 0
18 Oct 2350.25 4.95 0.00 - 0 0 0
16 Oct 2462.25 4.95 0.00 - 0 0 0
15 Oct 2484.25 4.95 0.00 - 0 0 0
14 Oct 2502.05 4.95 0.00 - 0 0 0
11 Oct 2511.80 4.95 0.00 - 0 0 0
10 Oct 2512.45 4.95 4.95 - 0 0 0
9 Oct 2516.00 0 - 0 0 0


For Nestle India Limited - strike price 2320 expiring on 26DEC2024

Delta for 2320 PE is 0.00

Historical price for 2320 PE is as follows

On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 162.5, 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 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 162.5, which was 89.35 higher than the previous day. The implied volatity was 46.59, the open interest changed by 0 which decreased total open position to 15


On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 73.15, 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 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 73.15, 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 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 73.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 73.15, which was -26.25 lower than the previous day. The implied volatity was 22.26, the open interest changed by 3 which increased total open position to 14


On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 99.4, which was 18.30 higher than the previous day. The implied volatity was 22.60, the open interest changed by -1 which decreased total open position to 10


On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 81.1, which was -5.70 lower than the previous day. The implied volatity was 19.70, the open interest changed by 1 which increased total open position to 11


On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 86.8, which was -7.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 93.9, which was 31.65 higher than the previous day. The implied volatity was 21.61, the open interest changed by 0 which decreased total open position to 9


On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 62.25, which was -11.00 lower than the previous day. The implied volatity was 17.49, the open interest changed by 2 which increased total open position to 9


On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 73.25, which was -3.80 lower than the previous day. The implied volatity was 20.49, the open interest changed by 0 which decreased total open position to 8


On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 77.05, which was -5.40 lower than the previous day. The implied volatity was 20.81, the open interest changed by 4 which increased total open position to 8


On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 82.45, 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 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 82.45, which was 6.05 higher than the previous day. The implied volatity was 22.18, the open interest changed by 0 which decreased total open position to 4


On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 76.4, which was 14.40 higher than the previous day. The implied volatity was 12.78, the open interest changed by 2 which increased total open position to 3


On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 62, which was 57.05 higher than the previous day. The implied volatity was 9.01, the open interest changed by 0 which decreased total open position to 0


On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 4.95, 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 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 4.95, 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 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 4.95, 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 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 4.95, 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 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 4.95, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 4.95, 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 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 4.95, 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 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 4.95, 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 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 4.95, 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 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 4.95, 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 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 4.95, 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 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 4.95, 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 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 4.95, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 4.95, 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 4.95, 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 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 4.95, 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 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 15 Oct NESTLEIND was trading at 2484.25. The strike last trading price was 4.95, 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 14 Oct NESTLEIND was trading at 2502.05. The strike last trading price was 4.95, 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 11 Oct NESTLEIND was trading at 2511.80. The strike last trading price was 4.95, 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 10 Oct NESTLEIND was trading at 2512.45. The strike last trading price was 4.95, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct NESTLEIND was trading at 2516.00. 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