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

2211.2 -2.95 (-0.13%)

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Historical option data for NESTLEIND

21 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2340 CE
Delta: 0.05
Vega: 0.34
Theta: -0.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2211.20 1.75 -0.50 25.04 375 -43 324
20 Nov 2214.15 2.25 0.00 23.42 493 3 366
19 Nov 2214.15 2.25 -0.25 23.42 493 2 366
18 Nov 2213.20 2.5 -0.25 21.41 398 38 367
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
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 0.05

Historical price for 2340 CE is as follows

On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 1.75, which was -0.50 lower than the previous day. The implied volatity was 25.04, the open interest changed by -43 which decreased total open position to 324


On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 23.42, the open interest changed by 3 which increased total open position to 366


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 23.42, the open interest changed by 2 which increased total open position to 366


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 21.41, the open interest changed by 38 which increased total open position to 367


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: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2211.20 114.3 0.00 0.00 0 -26 0
20 Nov 2214.15 114.3 0.00 - 55 -26 116
19 Nov 2214.15 114.3 -12.35 - 55 -26 116
18 Nov 2213.20 126.65 6.70 29.23 24 -19 143
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 0.00

Historical price for 2340 PE is as follows

On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 114.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -26 which decreased total open position to 0


On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 114.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 116


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 114.3, which was -12.35 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 116


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 126.65, which was 6.70 higher than the previous day. The implied volatity was 29.23, the open interest changed by -19 which decreased total open position to 143


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