NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.41
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 2.1 | -0.90 | 22.89 | 397 | -25 | 333 | |||
| 20 Nov | 2214.15 | 3 | 0.00 | 22.10 | 736 | -3 | 361 | |||
| 19 Nov | 2214.15 | 3 | -0.40 | 22.10 | 736 | 0 | 361 | |||
| 18 Nov | 2213.20 | 3.4 | -0.05 | 20.20 | 444 | -54 | 362 | |||
| 14 Nov | 2182.80 | 3.45 | -4.70 | 20.30 | 507 | -8 | 419 | |||
| 13 Nov | 2235.25 | 8.15 | -2.25 | 17.02 | 480 | 46 | 426 | |||
| 12 Nov | 2256.20 | 10.4 | -9.15 | 16.41 | 484 | 31 | 380 | |||
| 11 Nov | 2279.05 | 19.55 | -6.90 | 15.23 | 555 | 20 | 350 | |||
| 8 Nov | 2295.65 | 26.45 | 6.95 | 15.18 | 334 | -1 | 325 | |||
| 7 Nov | 2262.85 | 19.5 | -4.90 | 16.71 | 194 | 25 | 327 | |||
| 6 Nov | 2275.60 | 24.4 | 1.25 | 16.91 | 113 | 1 | 303 | |||
| 5 Nov | 2262.45 | 23.15 | 3.05 | 17.55 | 196 | 10 | 303 | |||
| 4 Nov | 2246.20 | 20.1 | -17.70 | 18.68 | 459 | 118 | 294 | |||
| 1 Nov | 2282.30 | 37.8 | 1.35 | 18.82 | 25 | -4 | 177 | |||
| 31 Oct | 2262.95 | 36.45 | -7.55 | - | 116 | 20 | 180 | |||
| 30 Oct | 2276.30 | 44 | 4.50 | - | 381 | 59 | 161 | |||
| 29 Oct | 2267.40 | 39.5 | -5.50 | - | 169 | -12 | 102 | |||
| 28 Oct | 2272.05 | 45 | 4.35 | - | 188 | 22 | 108 | |||
| 25 Oct | 2260.70 | 40.65 | -0.25 | - | 35 | 5 | 86 | |||
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| 24 Oct | 2258.65 | 40.9 | -215.65 | - | 115 | 80 | 80 | |||
| 23 Oct | 2327.15 | 256.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2350.25 | 256.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2354.65 | 256.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2350.25 | 256.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2378.70 | 256.55 | 256.55 | - | 0 | 0 | 0 | |||
| 9 Sept | 2516.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 2503.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 2504.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 2509.90 | 0 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2320 expiring on 28NOV2024
Delta for 2320 CE is 0.07
Historical price for 2320 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 2.1, which was -0.90 lower than the previous day. The implied volatity was 22.89, the open interest changed by -25 which decreased total open position to 333
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 22.10, the open interest changed by -3 which decreased total open position to 361
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 3, which was -0.40 lower than the previous day. The implied volatity was 22.10, the open interest changed by 0 which decreased total open position to 361
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 3.4, which was -0.05 lower than the previous day. The implied volatity was 20.20, the open interest changed by -54 which decreased total open position to 362
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 3.45, which was -4.70 lower than the previous day. The implied volatity was 20.30, the open interest changed by -8 which decreased total open position to 419
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 8.15, which was -2.25 lower than the previous day. The implied volatity was 17.02, the open interest changed by 46 which increased total open position to 426
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 10.4, which was -9.15 lower than the previous day. The implied volatity was 16.41, the open interest changed by 31 which increased total open position to 380
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 19.55, which was -6.90 lower than the previous day. The implied volatity was 15.23, the open interest changed by 20 which increased total open position to 350
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 26.45, which was 6.95 higher than the previous day. The implied volatity was 15.18, the open interest changed by -1 which decreased total open position to 325
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 19.5, which was -4.90 lower than the previous day. The implied volatity was 16.71, the open interest changed by 25 which increased total open position to 327
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 24.4, which was 1.25 higher than the previous day. The implied volatity was 16.91, the open interest changed by 1 which increased total open position to 303
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 23.15, which was 3.05 higher than the previous day. The implied volatity was 17.55, the open interest changed by 10 which increased total open position to 303
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 20.1, which was -17.70 lower than the previous day. The implied volatity was 18.68, the open interest changed by 118 which increased total open position to 294
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 37.8, which was 1.35 higher than the previous day. The implied volatity was 18.82, the open interest changed by -4 which decreased total open position to 177
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 36.45, which was -7.55 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 44, which was 4.50 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 39.5, which was -5.50 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 45, which was 4.35 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 40.65, which was -0.25 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 40.9, which was -215.65 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 256.55, 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 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 256.55, 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 256.55, 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 256.55, 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 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 256.55, which was 256.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept NESTLEIND was trading at 2516.75. 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 6 Sept NESTLEIND was trading at 2503.20. 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 5 Sept NESTLEIND was trading at 2504.90. 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 2 Sept NESTLEIND was trading at 2509.90. 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 28NOV2024 2320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 97.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 97.3 | 0.00 | - | 1 | 0 | 141 |
| 19 Nov | 2214.15 | 97.3 | -22.35 | - | 1 | 0 | 141 |
| 18 Nov | 2213.20 | 119.65 | 0.00 | 0.00 | 0 | -5 | 0 |
| 14 Nov | 2182.80 | 119.65 | 30.65 | - | 19 | -4 | 142 |
| 13 Nov | 2235.25 | 89 | 10.65 | 25.21 | 30 | -8 | 147 |
| 12 Nov | 2256.20 | 78.35 | 20.45 | 22.65 | 17 | 3 | 157 |
| 11 Nov | 2279.05 | 57.9 | 8.20 | 22.63 | 133 | -6 | 153 |
| 8 Nov | 2295.65 | 49.7 | -24.50 | 19.92 | 74 | 7 | 159 |
| 7 Nov | 2262.85 | 74.2 | 11.15 | 23.23 | 5 | -2 | 152 |
| 6 Nov | 2275.60 | 63.05 | -9.95 | 20.44 | 25 | 3 | 153 |
| 5 Nov | 2262.45 | 73 | -13.25 | 21.95 | 33 | -7 | 141 |
| 4 Nov | 2246.20 | 86.25 | 11.30 | 22.02 | 30 | -13 | 148 |
| 1 Nov | 2282.30 | 74.95 | 0.00 | 0.00 | 0 | 10 | 0 |
| 31 Oct | 2262.95 | 74.95 | 7.70 | - | 39 | 11 | 162 |
| 30 Oct | 2276.30 | 67.25 | -7.55 | - | 141 | 84 | 152 |
| 29 Oct | 2267.40 | 74.8 | -0.15 | - | 50 | 12 | 70 |
| 28 Oct | 2272.05 | 74.95 | 44.95 | - | 87 | 58 | 58 |
| 25 Oct | 2260.70 | 30 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2258.65 | 30 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2327.15 | 30 | 0.00 | - | 0 | 1 | 0 |
| 22 Oct | 2350.25 | 30 | 0.00 | - | 1 | 0 | 2 |
| 21 Oct | 2354.65 | 30 | -4.60 | - | 3 | 0 | 5 |
| 18 Oct | 2350.25 | 34.6 | 4.55 | - | 5 | 3 | 5 |
| 17 Oct | 2378.70 | 30.05 | 30.05 | - | 2 | 0 | 0 |
| 9 Sept | 2516.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 2503.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 2504.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 2509.90 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2320 expiring on 28NOV2024
Delta for 2320 PE is 0.00
Historical price for 2320 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 97.3, 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 97.3, 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 141
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 97.3, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 141
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 119.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 119.65, which was 30.65 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 142
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 89, which was 10.65 higher than the previous day. The implied volatity was 25.21, the open interest changed by -8 which decreased total open position to 147
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 78.35, which was 20.45 higher than the previous day. The implied volatity was 22.65, the open interest changed by 3 which increased total open position to 157
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 57.9, which was 8.20 higher than the previous day. The implied volatity was 22.63, the open interest changed by -6 which decreased total open position to 153
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 49.7, which was -24.50 lower than the previous day. The implied volatity was 19.92, the open interest changed by 7 which increased total open position to 159
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 74.2, which was 11.15 higher than the previous day. The implied volatity was 23.23, the open interest changed by -2 which decreased total open position to 152
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 63.05, which was -9.95 lower than the previous day. The implied volatity was 20.44, the open interest changed by 3 which increased total open position to 153
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 73, which was -13.25 lower than the previous day. The implied volatity was 21.95, the open interest changed by -7 which decreased total open position to 141
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 86.25, which was 11.30 higher than the previous day. The implied volatity was 22.02, the open interest changed by -13 which decreased total open position to 148
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 74.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 74.95, which was 7.70 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 67.25, which was -7.55 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 74.8, which was -0.15 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 74.95, which was 44.95 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 30, 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 30, 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 30, 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 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 30, 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 30, which was -4.60 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 34.6, which was 4.55 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 30.05, which was 30.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept NESTLEIND was trading at 2516.75. 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 6 Sept NESTLEIND was trading at 2503.20. 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 5 Sept NESTLEIND was trading at 2504.90. 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 2 Sept NESTLEIND was trading at 2509.90. 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
