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

2182.8 -52.45 (-2.35%)

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Historical option data for NESTLEIND

14 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2320 CE
Delta: 0.09
Vega: 0.68
Theta: -0.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.09

Historical price for 2320 CE is as follows

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: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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 -

Historical price for 2320 PE is as follows

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