NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2340 CE | ||||||||||
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Delta: 0.04
Vega: 0.22
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 1.25 | -0.35 | 32.49 | 105 | 14 | 389 | |||
| 19 Dec | 2160.40 | 1.6 | -0.50 | 31.53 | 186 | -73 | 381 | |||
| 18 Dec | 2188.05 | 2.1 | -0.25 | 27.34 | 399 | -81 | 456 | |||
| 17 Dec | 2202.95 | 2.35 | -0.95 | 23.80 | 642 | -56 | 539 | |||
| 16 Dec | 2238.75 | 3.3 | -2.45 | 18.54 | 401 | -24 | 601 | |||
| 13 Dec | 2253.50 | 5.75 | 1.45 | 17.10 | 1,038 | 101 | 622 | |||
| 12 Dec | 2224.05 | 4.3 | -1.40 | 19.43 | 754 | 129 | 520 | |||
| 11 Dec | 2241.05 | 5.7 | 0.50 | 17.67 | 943 | 56 | 381 | |||
| 10 Dec | 2214.45 | 5.2 | -1.15 | 19.41 | 515 | 43 | 329 | |||
| 9 Dec | 2228.85 | 6.35 | -4.80 | 18.61 | 730 | 97 | 281 | |||
| 6 Dec | 2267.80 | 11.15 | -0.45 | 15.60 | 495 | 11 | 185 | |||
| 5 Dec | 2265.50 | 11.6 | 0.35 | 16.39 | 1,040 | -34 | 170 | |||
| 4 Dec | 2257.80 | 11.25 | -1.70 | 16.27 | 310 | -19 | 203 | |||
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| 3 Dec | 2261.70 | 12.95 | 0.20 | 15.60 | 152 | 41 | 223 | |||
| 2 Dec | 2251.85 | 12.75 | -0.30 | 16.56 | 136 | 17 | 180 | |||
| 29 Nov | 2234.65 | 13.05 | -3.55 | 17.63 | 285 | 57 | 165 | |||
| 28 Nov | 2236.25 | 16.6 | -5.40 | 17.87 | 140 | 59 | 108 | |||
| 27 Nov | 2273.95 | 22 | -2.00 | 16.34 | 72 | 40 | 47 | |||
| 26 Nov | 2265.25 | 24 | -35.05 | 17.39 | 8 | 7 | 7 | |||
| 25 Nov | 2256.95 | 59.05 | 0.00 | 2.55 | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 59.05 | 0.00 | 2.87 | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 59.05 | 0.00 | 4.07 | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 59.05 | 0.00 | 3.95 | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 59.05 | 0.00 | 3.95 | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 59.05 | 0.00 | 3.61 | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 59.05 | 0.00 | 4.25 | 0 | 0 | 0 | |||
| 13 Nov | 2235.25 | 59.05 | 0.00 | 2.55 | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 59.05 | 0.00 | 2.16 | 0 | 0 | 0 | |||
| 11 Nov | 2279.05 | 59.05 | 0.00 | 0.99 | 0 | 0 | 0 | |||
| 8 Nov | 2295.65 | 59.05 | 0.00 | 0.57 | 0 | 0 | 0 | |||
| 7 Nov | 2262.85 | 59.05 | 0.00 | 1.49 | 0 | 0 | 0 | |||
| 4 Nov | 2246.20 | 59.05 | 2.04 | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2340 expiring on 26DEC2024
Delta for 2340 CE is 0.04
Historical price for 2340 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 32.49, the open interest changed by 14 which increased total open position to 389
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 31.53, the open interest changed by -73 which decreased total open position to 381
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by -81 which decreased total open position to 456
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 2.35, which was -0.95 lower than the previous day. The implied volatity was 23.80, the open interest changed by -56 which decreased total open position to 539
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 3.3, which was -2.45 lower than the previous day. The implied volatity was 18.54, the open interest changed by -24 which decreased total open position to 601
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 5.75, which was 1.45 higher than the previous day. The implied volatity was 17.10, the open interest changed by 101 which increased total open position to 622
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 4.3, which was -1.40 lower than the previous day. The implied volatity was 19.43, the open interest changed by 129 which increased total open position to 520
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 5.7, which was 0.50 higher than the previous day. The implied volatity was 17.67, the open interest changed by 56 which increased total open position to 381
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 5.2, which was -1.15 lower than the previous day. The implied volatity was 19.41, the open interest changed by 43 which increased total open position to 329
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 6.35, which was -4.80 lower than the previous day. The implied volatity was 18.61, the open interest changed by 97 which increased total open position to 281
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 11.15, which was -0.45 lower than the previous day. The implied volatity was 15.60, the open interest changed by 11 which increased total open position to 185
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 11.6, which was 0.35 higher than the previous day. The implied volatity was 16.39, the open interest changed by -34 which decreased total open position to 170
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 11.25, which was -1.70 lower than the previous day. The implied volatity was 16.27, the open interest changed by -19 which decreased total open position to 203
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 12.95, which was 0.20 higher than the previous day. The implied volatity was 15.60, the open interest changed by 41 which increased total open position to 223
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 12.75, which was -0.30 lower than the previous day. The implied volatity was 16.56, the open interest changed by 17 which increased total open position to 180
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 13.05, which was -3.55 lower than the previous day. The implied volatity was 17.63, the open interest changed by 57 which increased total open position to 165
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 16.6, which was -5.40 lower than the previous day. The implied volatity was 17.87, the open interest changed by 59 which increased total open position to 108
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 22, which was -2.00 lower than the previous day. The implied volatity was 16.34, the open interest changed by 40 which increased total open position to 47
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 24, which was -35.05 lower than the previous day. The implied volatity was 17.39, the open interest changed by 7 which increased total open position to 7
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 59.05, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 4.07, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 3.95, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 3.95, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 4.25, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 0.99, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 59.05, which was 0.00 lower than the previous day. The implied volatity was 1.49, 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 59.05, which was lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 26DEC2024 2340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 168 | 60.45 | - | 3 | 0 | 106 |
| 19 Dec | 2160.40 | 107.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2188.05 | 107.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2202.95 | 107.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 2238.75 | 107.55 | 19.00 | 33.12 | 3 | 0 | 106 |
| 13 Dec | 2253.50 | 88.55 | -31.75 | 22.43 | 29 | -11 | 107 |
| 12 Dec | 2224.05 | 120.3 | 13.40 | 26.41 | 4 | 3 | 118 |
| 11 Dec | 2241.05 | 106.9 | 20.45 | 27.05 | 2 | 0 | 114 |
| 10 Dec | 2214.45 | 86.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2228.85 | 86.45 | 0.00 | 0.00 | 0 | 3 | 0 |
| 6 Dec | 2267.80 | 86.45 | 6.85 | 22.96 | 3 | 1 | 112 |
| 5 Dec | 2265.50 | 79.6 | -20.65 | 16.04 | 24 | 3 | 111 |
| 4 Dec | 2257.80 | 100.25 | 17.25 | 25.52 | 3 | 1 | 108 |
| 3 Dec | 2261.70 | 83 | -11.00 | 19.63 | 8 | 1 | 106 |
| 2 Dec | 2251.85 | 94 | -7.35 | 21.03 | 4 | 0 | 103 |
| 29 Nov | 2234.65 | 101.35 | -5.20 | 17.93 | 60 | 46 | 103 |
| 28 Nov | 2236.25 | 106.55 | -3.55 | 23.88 | 66 | 57 | 57 |
| 27 Nov | 2273.95 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2265.25 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2235.25 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2279.05 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2295.65 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2262.85 | 110.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 110.1 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2340 expiring on 26DEC2024
Delta for 2340 PE is -
Historical price for 2340 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 168, which was 60.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 106
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 107.55, 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 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 107.55, 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 107.55, 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 107.55, which was 19.00 higher than the previous day. The implied volatity was 33.12, the open interest changed by 0 which decreased total open position to 106
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 88.55, which was -31.75 lower than the previous day. The implied volatity was 22.43, the open interest changed by -11 which decreased total open position to 107
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 120.3, which was 13.40 higher than the previous day. The implied volatity was 26.41, the open interest changed by 3 which increased total open position to 118
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 106.9, which was 20.45 higher than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 114
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 86.45, 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 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 86.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 86.45, which was 6.85 higher than the previous day. The implied volatity was 22.96, the open interest changed by 1 which increased total open position to 112
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 79.6, which was -20.65 lower than the previous day. The implied volatity was 16.04, the open interest changed by 3 which increased total open position to 111
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 100.25, which was 17.25 higher than the previous day. The implied volatity was 25.52, the open interest changed by 1 which increased total open position to 108
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 83, which was -11.00 lower than the previous day. The implied volatity was 19.63, the open interest changed by 1 which increased total open position to 106
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 94, which was -7.35 lower than the previous day. The implied volatity was 21.03, the open interest changed by 0 which decreased total open position to 103
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 101.35, which was -5.20 lower than the previous day. The implied volatity was 17.93, the open interest changed by 46 which increased total open position to 103
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 106.55, which was -3.55 lower than the previous day. The implied volatity was 23.88, the open interest changed by 57 which increased total open position to 57
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 110.1, 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 110.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
