NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.57
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2182.80 | 2.75 | -2.95 | 21.48 | 427 | -45 | 329 | |||
| 13 Nov | 2235.25 | 5.7 | -1.50 | 17.63 | 569 | -9 | 374 | |||
| 12 Nov | 2256.20 | 7.2 | -6.70 | 16.88 | 578 | -10 | 398 | |||
| 11 Nov | 2279.05 | 13.9 | -5.90 | 15.66 | 725 | -43 | 402 | |||
| 8 Nov | 2295.65 | 19.8 | 5.85 | 15.66 | 471 | 76 | 446 | |||
| 7 Nov | 2262.85 | 13.95 | -4.00 | 16.73 | 307 | -18 | 372 | |||
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| 6 Nov | 2275.60 | 17.95 | 0.00 | 16.92 | 224 | 56 | 390 | |||
| 5 Nov | 2262.45 | 17.95 | 2.30 | 17.96 | 199 | 33 | 335 | |||
| 4 Nov | 2246.20 | 15.65 | -14.55 | 19.03 | 305 | 22 | 306 | |||
| 1 Nov | 2282.30 | 30.2 | 1.60 | 18.91 | 46 | 10 | 284 | |||
| 31 Oct | 2262.95 | 28.6 | -7.40 | - | 246 | 84 | 274 | |||
| 30 Oct | 2276.30 | 36 | 3.15 | - | 261 | 7 | 189 | |||
| 29 Oct | 2267.40 | 32.85 | -6.40 | - | 169 | 39 | 182 | |||
| 28 Oct | 2272.05 | 39.25 | 5.25 | - | 228 | 28 | 141 | |||
| 25 Oct | 2260.70 | 34 | -0.80 | - | 76 | 18 | 113 | |||
| 24 Oct | 2258.65 | 34.8 | -31.15 | - | 128 | 14 | 94 | |||
| 23 Oct | 2327.15 | 65.95 | -11.05 | - | 45 | 17 | 79 | |||
| 22 Oct | 2350.25 | 77 | -1.65 | - | 50 | 4 | 63 | |||
| 21 Oct | 2354.65 | 78.65 | 3.90 | - | 70 | 50 | 55 | |||
| 18 Oct | 2350.25 | 74.75 | -372.60 | - | 6 | 5 | 5 | |||
| 17 Oct | 2378.70 | 447.35 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2340 expiring on 28NOV2024
Delta for 2340 CE is 0.07
Historical price for 2340 CE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 2.75, which was -2.95 lower than the previous day. The implied volatity was 21.48, the open interest changed by -45 which decreased total open position to 329
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 5.7, which was -1.50 lower than the previous day. The implied volatity was 17.63, the open interest changed by -9 which decreased total open position to 374
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 7.2, which was -6.70 lower than the previous day. The implied volatity was 16.88, the open interest changed by -10 which decreased total open position to 398
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 13.9, which was -5.90 lower than the previous day. The implied volatity was 15.66, the open interest changed by -43 which decreased total open position to 402
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 19.8, which was 5.85 higher than the previous day. The implied volatity was 15.66, the open interest changed by 76 which increased total open position to 446
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 13.95, which was -4.00 lower than the previous day. The implied volatity was 16.73, the open interest changed by -18 which decreased total open position to 372
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 17.95, which was 0.00 lower than the previous day. The implied volatity was 16.92, the open interest changed by 56 which increased total open position to 390
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 17.95, which was 2.30 higher than the previous day. The implied volatity was 17.96, the open interest changed by 33 which increased total open position to 335
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 15.65, which was -14.55 lower than the previous day. The implied volatity was 19.03, the open interest changed by 22 which increased total open position to 306
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 30.2, which was 1.60 higher than the previous day. The implied volatity was 18.91, the open interest changed by 10 which increased total open position to 284
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 28.6, 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 30 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 36, which was 3.15 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 32.85, which was -6.40 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 39.25, which was 5.25 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 34, which was -0.80 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 34.8, which was -31.15 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 65.95, which was -11.05 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 77, which was -1.65 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 78.65, which was 3.90 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 74.75, which was -372.60 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 447.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2182.80 | 119.95 | 15.20 | - | 42 | 0 | 163 |
| 13 Nov | 2235.25 | 104.75 | 12.10 | 25.66 | 7 | 0 | 163 |
| 12 Nov | 2256.20 | 92.65 | 20.25 | 22.32 | 8 | -1 | 164 |
| 11 Nov | 2279.05 | 72.4 | 7.45 | 23.71 | 74 | -6 | 165 |
| 8 Nov | 2295.65 | 64.95 | -23.25 | 21.58 | 22 | 0 | 171 |
| 7 Nov | 2262.85 | 88.2 | 10.75 | 23.62 | 57 | -6 | 171 |
| 6 Nov | 2275.60 | 77.45 | -20.65 | 21.18 | 15 | -1 | 177 |
| 5 Nov | 2262.45 | 98.1 | -9.80 | 27.61 | 8 | -4 | 178 |
| 4 Nov | 2246.20 | 107.9 | 19.80 | 25.77 | 35 | 20 | 182 |
| 1 Nov | 2282.30 | 88.1 | 0.00 | 0.00 | 0 | 51 | 0 |
| 31 Oct | 2262.95 | 88.1 | 8.80 | - | 108 | 49 | 160 |
| 30 Oct | 2276.30 | 79.3 | -8.25 | - | 101 | 37 | 111 |
| 29 Oct | 2267.40 | 87.55 | 3.35 | - | 27 | 18 | 73 |
| 28 Oct | 2272.05 | 84.2 | -5.50 | - | 84 | 25 | 53 |
| 25 Oct | 2260.70 | 89.7 | -32.75 | - | 20 | 17 | 28 |
| 24 Oct | 2258.65 | 122.45 | 82.70 | - | 2 | 0 | 11 |
| 23 Oct | 2327.15 | 39.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2350.25 | 39.75 | -1.25 | - | 6 | 0 | 11 |
| 21 Oct | 2354.65 | 41 | -1.95 | - | 6 | 2 | 10 |
| 18 Oct | 2350.25 | 42.95 | 6.55 | - | 13 | 6 | 8 |
| 17 Oct | 2378.70 | 36.4 | - | 2 | 0 | 0 | |
For Nestle India Limited - strike price 2340 expiring on 28NOV2024
Delta for 2340 PE is -
Historical price for 2340 PE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 119.95, which was 15.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 163
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 104.75, which was 12.10 higher than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 163
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 92.65, which was 20.25 higher than the previous day. The implied volatity was 22.32, the open interest changed by -1 which decreased total open position to 164
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 72.4, which was 7.45 higher than the previous day. The implied volatity was 23.71, the open interest changed by -6 which decreased total open position to 165
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 64.95, which was -23.25 lower than the previous day. The implied volatity was 21.58, the open interest changed by 0 which decreased total open position to 171
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 88.2, which was 10.75 higher than the previous day. The implied volatity was 23.62, the open interest changed by -6 which decreased total open position to 171
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 77.45, which was -20.65 lower than the previous day. The implied volatity was 21.18, the open interest changed by -1 which decreased total open position to 177
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 98.1, which was -9.80 lower than the previous day. The implied volatity was 27.61, the open interest changed by -4 which decreased total open position to 178
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 107.9, which was 19.80 higher than the previous day. The implied volatity was 25.77, the open interest changed by 20 which increased total open position to 182
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 88.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 51 which increased total open position to 0
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 88.1, which was 8.80 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 79.3, which was -8.25 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 87.55, which was 3.35 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 84.2, 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 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 89.7, which was -32.75 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 122.45, which was 82.70 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 39.75, 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 39.75, which was -1.25 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 41, which was -1.95 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 42.95, which was 6.55 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 36.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
