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

2163.5 3.10 (0.14%)

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Historical option data for NESTLEIND

20 Dec 2024 04:10 PM IST
NESTLEIND 26DEC2024 2360 CE
Delta: 0.04
Vega: 0.25
Theta: -0.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2163.50 1.8 0.30 37.84 32 -2 285
19 Dec 2160.40 1.5 -0.30 33.94 262 -52 285
18 Dec 2188.05 1.8 0.00 29.22 239 -56 337
17 Dec 2202.95 1.8 -0.60 25.09 581 7 398
16 Dec 2238.75 2.4 -1.80 19.80 424 95 389
13 Dec 2253.50 4.2 0.90 18.14 538 -15 296
12 Dec 2224.05 3.3 -0.90 20.46 593 4 311
11 Dec 2241.05 4.2 0.35 18.53 724 25 306
10 Dec 2214.45 3.85 -1.05 20.10 334 3 283
9 Dec 2228.85 4.9 -3.25 19.49 714 -32 279
6 Dec 2267.80 8.15 -0.20 16.19 346 40 311
5 Dec 2265.50 8.35 0.05 16.74 1,100 120 273
4 Dec 2257.80 8.3 -1.05 16.73 651 -7 154
3 Dec 2261.70 9.35 -0.20 15.92 350 43 161
2 Dec 2251.85 9.55 -0.15 16.97 254 12 119
29 Nov 2234.65 9.7 -2.30 17.77 331 42 107
28 Nov 2236.25 12 -5.65 17.66 95 50 64
27 Nov 2273.95 17.65 1.10 16.92 25 7 13
26 Nov 2265.25 16.55 0.00 16.54 1 0 5
25 Nov 2256.95 16.55 5.60 16.70 5 3 3
22 Nov 2247.30 10.95 -434.30 15.35 2 0 0
21 Nov 2211.20 445.25 0.00 4.75 0 0 0
20 Nov 2214.15 445.25 0.00 4.65 0 0 0
19 Nov 2214.15 445.25 0.00 4.65 0 0 0
18 Nov 2213.20 445.25 0.00 4.27 0 0 0
14 Nov 2182.80 445.25 0.00 4.87 0 0 0
13 Nov 2235.25 445.25 0.00 3.05 0 0 0
12 Nov 2256.20 445.25 0.00 2.77 0 0 0
11 Nov 2279.05 445.25 0.00 1.62 0 0 0
8 Nov 2295.65 445.25 0.00 1.20 0 0 0
7 Nov 2262.85 445.25 0.00 2.14 0 0 0
4 Nov 2246.20 445.25 445.25 2.62 0 0 0
29 Oct 2267.40 0 0.00 - 0 0 0
28 Oct 2272.05 0 0.00 - 0 0 0
25 Oct 2260.70 0 0.00 - 0 0 0
24 Oct 2258.65 0 0.00 - 0 0 0
21 Oct 2354.65 0 0.00 - 0 0 0
18 Oct 2350.25 0 0.00 - 0 0 0
16 Oct 2462.25 0 0.00 - 0 0 0
15 Oct 2484.25 0 0.00 - 0 0 0
14 Oct 2502.05 0 0.00 - 0 0 0
11 Oct 2511.80 0 0.00 - 0 0 0
10 Oct 2512.45 0 0.00 - 0 0 0
9 Oct 2516.00 0 - 0 0 0


For Nestle India Limited - strike price 2360 expiring on 26DEC2024

Delta for 2360 CE is 0.04

Historical price for 2360 CE is as follows

On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was 37.84, the open interest changed by -2 which decreased total open position to 285


On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 33.94, the open interest changed by -52 which decreased total open position to 285


On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 29.22, the open interest changed by -56 which decreased total open position to 337


On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 1.8, which was -0.60 lower than the previous day. The implied volatity was 25.09, the open interest changed by 7 which increased total open position to 398


On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 2.4, which was -1.80 lower than the previous day. The implied volatity was 19.80, the open interest changed by 95 which increased total open position to 389


On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 4.2, which was 0.90 higher than the previous day. The implied volatity was 18.14, the open interest changed by -15 which decreased total open position to 296


On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 3.3, which was -0.90 lower than the previous day. The implied volatity was 20.46, the open interest changed by 4 which increased total open position to 311


On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 4.2, which was 0.35 higher than the previous day. The implied volatity was 18.53, the open interest changed by 25 which increased total open position to 306


On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 3.85, which was -1.05 lower than the previous day. The implied volatity was 20.10, the open interest changed by 3 which increased total open position to 283


On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 4.9, which was -3.25 lower than the previous day. The implied volatity was 19.49, the open interest changed by -32 which decreased total open position to 279


On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 8.15, which was -0.20 lower than the previous day. The implied volatity was 16.19, the open interest changed by 40 which increased total open position to 311


On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 8.35, which was 0.05 higher than the previous day. The implied volatity was 16.74, the open interest changed by 120 which increased total open position to 273


On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 8.3, which was -1.05 lower than the previous day. The implied volatity was 16.73, the open interest changed by -7 which decreased total open position to 154


On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 9.35, which was -0.20 lower than the previous day. The implied volatity was 15.92, the open interest changed by 43 which increased total open position to 161


On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 9.55, which was -0.15 lower than the previous day. The implied volatity was 16.97, the open interest changed by 12 which increased total open position to 119


On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 9.7, which was -2.30 lower than the previous day. The implied volatity was 17.77, the open interest changed by 42 which increased total open position to 107


On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 12, which was -5.65 lower than the previous day. The implied volatity was 17.66, the open interest changed by 50 which increased total open position to 64


On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 17.65, which was 1.10 higher than the previous day. The implied volatity was 16.92, the open interest changed by 7 which increased total open position to 13


On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 16.55, which was 0.00 lower than the previous day. The implied volatity was 16.54, the open interest changed by 0 which decreased total open position to 5


On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 16.55, which was 5.60 higher than the previous day. The implied volatity was 16.70, the open interest changed by 3 which increased total open position to 3


On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 10.95, which was -434.30 lower than the previous day. The implied volatity was 15.35, 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 445.25, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 445.25, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 445.25, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 445.25, which was 0.00 lower than the previous day. The implied volatity was 4.27, 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 445.25, which was 0.00 lower than the previous day. The implied volatity was 4.87, 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 445.25, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 445.25, which was 0.00 lower than the previous day. The implied volatity was 2.77, 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 445.25, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 445.25, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 445.25, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 445.25, which was 445.25 higher than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0


On 29 Oct NESTLEIND was trading at 2267.40. 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 28 Oct NESTLEIND was trading at 2272.05. 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 25 Oct NESTLEIND was trading at 2260.70. 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 24 Oct NESTLEIND was trading at 2258.65. 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 21 Oct NESTLEIND was trading at 2354.65. 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 18 Oct NESTLEIND was trading at 2350.25. 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 16 Oct NESTLEIND was trading at 2462.25. 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 15 Oct NESTLEIND was trading at 2484.25. 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 14 Oct NESTLEIND was trading at 2502.05. 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 11 Oct NESTLEIND was trading at 2511.80. 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 10 Oct NESTLEIND was trading at 2512.45. 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 9 Oct NESTLEIND was trading at 2516.00. 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 26DEC2024 2360 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2163.50 109 0.00 0.00 0 0 0
19 Dec 2160.40 109 0.00 0.00 0 0 0
18 Dec 2188.05 109 0.00 0.00 0 0 0
17 Dec 2202.95 109 0.00 0.00 0 0 0
16 Dec 2238.75 109 0.00 0.00 0 -2 0
13 Dec 2253.50 109 -28.95 26.06 5 -2 10
12 Dec 2224.05 137.95 25.05 27.14 3 -1 12
11 Dec 2241.05 112.9 -21.85 18.75 3 2 14
10 Dec 2214.45 134.75 0.00 0.00 0 0 0
9 Dec 2228.85 134.75 39.10 28.00 1 0 12
6 Dec 2267.80 95.65 -24.70 19.78 3 0 11
5 Dec 2265.50 120.35 14.30 30.44 3 1 12
4 Dec 2257.80 106.05 0.00 0.00 0 -1 0
3 Dec 2261.70 106.05 -9.25 24.05 1 0 12
2 Dec 2251.85 115.3 0.00 0.00 0 4 0
29 Nov 2234.65 115.3 -5.25 16.42 4 3 11
28 Nov 2236.25 120.55 16.55 23.65 1 0 8
27 Nov 2273.95 104 -22.60 24.50 3 2 7
26 Nov 2265.25 126.6 0.00 0.00 0 0 0
25 Nov 2256.95 126.6 0.00 0.00 0 0 0
22 Nov 2247.30 126.6 119.40 24.40 5 4 4
21 Nov 2211.20 7.2 0.00 - 0 0 0
20 Nov 2214.15 7.2 0.00 - 0 0 0
19 Nov 2214.15 7.2 0.00 - 0 0 0
18 Nov 2213.20 7.2 0.00 - 0 0 0
14 Nov 2182.80 7.2 0.00 - 0 0 0
13 Nov 2235.25 7.2 0.00 - 0 0 0
12 Nov 2256.20 7.2 0.00 - 0 0 0
11 Nov 2279.05 7.2 0.00 - 0 0 0
8 Nov 2295.65 7.2 0.00 - 0 0 0
7 Nov 2262.85 7.2 7.20 - 0 0 0
4 Nov 2246.20 0 0.00 - 0 0 0
29 Oct 2267.40 0 0.00 - 0 0 0
28 Oct 2272.05 0 0.00 - 0 0 0
25 Oct 2260.70 0 0.00 - 0 0 0
24 Oct 2258.65 0 0.00 - 0 0 0
21 Oct 2354.65 0 0.00 - 0 0 0
18 Oct 2350.25 0 0.00 - 0 0 0
16 Oct 2462.25 0 0.00 - 0 0 0
15 Oct 2484.25 0 0.00 - 0 0 0
14 Oct 2502.05 0 0.00 - 0 0 0
11 Oct 2511.80 0 0.00 - 0 0 0
10 Oct 2512.45 0 0.00 - 0 0 0
9 Oct 2516.00 0 - 0 0 0


For Nestle India Limited - strike price 2360 expiring on 26DEC2024

Delta for 2360 PE is 0.00

Historical price for 2360 PE is as follows

On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 109, 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 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 109, 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 109, 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 109, 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 109, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 109, which was -28.95 lower than the previous day. The implied volatity was 26.06, the open interest changed by -2 which decreased total open position to 10


On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 137.95, which was 25.05 higher than the previous day. The implied volatity was 27.14, the open interest changed by -1 which decreased total open position to 12


On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 112.9, which was -21.85 lower than the previous day. The implied volatity was 18.75, the open interest changed by 2 which increased total open position to 14


On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 134.75, 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 134.75, which was 39.10 higher than the previous day. The implied volatity was 28.00, the open interest changed by 0 which decreased total open position to 12


On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 95.65, which was -24.70 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 11


On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 120.35, which was 14.30 higher than the previous day. The implied volatity was 30.44, the open interest changed by 1 which increased total open position to 12


On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 106.05, which was -9.25 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 12


On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 115.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 115.3, which was -5.25 lower than the previous day. The implied volatity was 16.42, the open interest changed by 3 which increased total open position to 11


On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 120.55, which was 16.55 higher than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 8


On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 104, which was -22.60 lower than the previous day. The implied volatity was 24.50, the open interest changed by 2 which increased total open position to 7


On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 126.6, 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 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 126.6, 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 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 126.6, which was 119.40 higher than the previous day. The implied volatity was 24.40, the open interest changed by 4 which increased total open position to 4


On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, 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 7.2, which was 7.20 higher 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 0, 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 29 Oct NESTLEIND was trading at 2267.40. 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 28 Oct NESTLEIND was trading at 2272.05. 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 25 Oct NESTLEIND was trading at 2260.70. 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 24 Oct NESTLEIND was trading at 2258.65. 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 21 Oct NESTLEIND was trading at 2354.65. 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 18 Oct NESTLEIND was trading at 2350.25. 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 16 Oct NESTLEIND was trading at 2462.25. 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 15 Oct NESTLEIND was trading at 2484.25. 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 14 Oct NESTLEIND was trading at 2502.05. 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 11 Oct NESTLEIND was trading at 2511.80. 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 10 Oct NESTLEIND was trading at 2512.45. 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 9 Oct NESTLEIND was trading at 2516.00. 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