NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2360 CE | ||||||||||
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Delta: 0.04
Vega: 0.29
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 1.5 | -0.15 | 27.17 | 572 | -217 | 371 | |||
| 20 Nov | 2214.15 | 1.65 | 0.00 | 24.52 | 345 | 102 | 588 | |||
| 19 Nov | 2214.15 | 1.65 | -0.35 | 24.52 | 345 | 102 | 588 | |||
| 18 Nov | 2213.20 | 2 | -0.25 | 22.91 | 525 | 176 | 487 | |||
| 14 Nov | 2182.80 | 2.25 | -1.95 | 22.69 | 396 | -28 | 309 | |||
| 13 Nov | 2235.25 | 4.2 | -1.60 | 18.50 | 411 | 14 | 343 | |||
| 12 Nov | 2256.20 | 5.8 | -4.35 | 18.20 | 650 | 37 | 340 | |||
| 11 Nov | 2279.05 | 10.15 | -4.25 | 16.37 | 697 | 9 | 303 | |||
| 8 Nov | 2295.65 | 14.4 | 3.95 | 15.98 | 417 | 34 | 297 | |||
| 7 Nov | 2262.85 | 10.45 | -2.85 | 17.24 | 175 | 15 | 264 | |||
| 6 Nov | 2275.60 | 13.3 | -0.20 | 17.18 | 160 | 4 | 250 | |||
| 5 Nov | 2262.45 | 13.5 | 1.55 | 18.18 | 225 | 11 | 246 | |||
| 4 Nov | 2246.20 | 11.95 | -12.70 | 19.27 | 321 | -56 | 235 | |||
| 1 Nov | 2282.30 | 24.65 | 0.90 | 19.36 | 27 | -4 | 290 | |||
| 31 Oct | 2262.95 | 23.75 | -5.50 | - | 170 | 48 | 292 | |||
| 30 Oct | 2276.30 | 29.25 | 2.60 | - | 245 | 52 | 243 | |||
| 29 Oct | 2267.40 | 26.65 | -3.35 | - | 143 | 93 | 191 | |||
| 28 Oct | 2272.05 | 30 | -0.45 | - | 147 | -1 | 95 | |||
| 25 Oct | 2260.70 | 30.45 | 1.25 | - | 90 | -9 | 96 | |||
| 24 Oct | 2258.65 | 29.2 | -24.80 | - | 147 | 43 | 104 | |||
| 23 Oct | 2327.15 | 54 | -14.00 | - | 59 | 40 | 60 | |||
| 22 Oct | 2350.25 | 68 | 1.25 | - | 30 | -2 | 21 | |||
| 21 Oct | 2354.65 | 66.75 | 2.75 | - | 63 | 21 | 22 | |||
| 18 Oct | 2350.25 | 64 | -162.80 | - | 2 | 1 | 1 | |||
| 17 Oct | 2378.70 | 226.8 | 226.80 | - | 0 | 0 | 0 | |||
| 17 Sept | 2546.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 2549.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 2531.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 2527.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 2526.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 2535.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 2516.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Sept | 2503.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 2504.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 2534.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 2530.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 2509.90 | 0 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2360 expiring on 28NOV2024
Delta for 2360 CE is 0.04
Historical price for 2360 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 27.17, the open interest changed by -217 which decreased total open position to 371
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 24.52, the open interest changed by 102 which increased total open position to 588
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 24.52, the open interest changed by 102 which increased total open position to 588
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 22.91, the open interest changed by 176 which increased total open position to 487
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 2.25, which was -1.95 lower than the previous day. The implied volatity was 22.69, the open interest changed by -28 which decreased total open position to 309
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 4.2, which was -1.60 lower than the previous day. The implied volatity was 18.50, the open interest changed by 14 which increased total open position to 343
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 5.8, which was -4.35 lower than the previous day. The implied volatity was 18.20, the open interest changed by 37 which increased total open position to 340
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 10.15, which was -4.25 lower than the previous day. The implied volatity was 16.37, the open interest changed by 9 which increased total open position to 303
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 14.4, which was 3.95 higher than the previous day. The implied volatity was 15.98, the open interest changed by 34 which increased total open position to 297
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 10.45, which was -2.85 lower than the previous day. The implied volatity was 17.24, the open interest changed by 15 which increased total open position to 264
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 13.3, which was -0.20 lower than the previous day. The implied volatity was 17.18, the open interest changed by 4 which increased total open position to 250
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 13.5, which was 1.55 higher than the previous day. The implied volatity was 18.18, the open interest changed by 11 which increased total open position to 246
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 11.95, which was -12.70 lower than the previous day. The implied volatity was 19.27, the open interest changed by -56 which decreased total open position to 235
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 24.65, which was 0.90 higher than the previous day. The implied volatity was 19.36, the open interest changed by -4 which decreased total open position to 290
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 23.75, 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 30 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 29.25, which was 2.60 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 26.65, which was -3.35 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 30, which was -0.45 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 30.45, which was 1.25 higher 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 29.2, which was -24.80 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 54, which was -14.00 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 68, which was 1.25 higher 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 66.75, which was 2.75 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 64, which was -162.80 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 226.8, which was 226.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept NESTLEIND was trading at 2546.85. 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 Sept NESTLEIND was trading at 2549.60. 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 13 Sept NESTLEIND was trading at 2531.40. 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 12 Sept NESTLEIND was trading at 2527.85. 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 Sept NESTLEIND was trading at 2526.85. 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 Sept NESTLEIND was trading at 2535.50. 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 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 4 Sept NESTLEIND was trading at 2534.75. 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 3 Sept NESTLEIND was trading at 2530.75. 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 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 2360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.45
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 151 | 13.50 | 32.61 | 3 | -1 | 165 |
| 20 Nov | 2214.15 | 137.5 | 0.00 | - | 1 | -1 | 167 |
| 19 Nov | 2214.15 | 137.5 | -2.50 | - | 1 | 0 | 167 |
| 18 Nov | 2213.20 | 140 | 0.00 | 0.00 | 0 | -2 | 0 |
| 14 Nov | 2182.80 | 140 | 20.50 | - | 2 | 0 | 169 |
| 13 Nov | 2235.25 | 119.5 | 11.60 | 24.61 | 7 | 0 | 172 |
| 12 Nov | 2256.20 | 107.9 | 6.05 | 21.77 | 11 | 6 | 173 |
| 11 Nov | 2279.05 | 101.85 | 17.75 | 32.53 | 8 | 1 | 168 |
| 8 Nov | 2295.65 | 84.1 | -18.75 | 24.69 | 1 | 0 | 167 |
| 7 Nov | 2262.85 | 102.85 | 12.90 | 23.83 | 7 | -1 | 169 |
| 6 Nov | 2275.60 | 89.95 | -12.70 | 20.40 | 6 | 3 | 170 |
| 5 Nov | 2262.45 | 102.65 | -25.45 | 23.07 | 9 | 0 | 167 |
| 4 Nov | 2246.20 | 128.1 | 25.90 | 28.68 | 3 | 1 | 166 |
| 1 Nov | 2282.30 | 102.2 | 0.00 | 0.00 | 0 | 20 | 0 |
| 31 Oct | 2262.95 | 102.2 | 9.40 | - | 39 | 18 | 163 |
| 30 Oct | 2276.30 | 92.8 | -7.70 | - | 117 | 57 | 143 |
| 29 Oct | 2267.40 | 100.5 | 1.30 | - | 38 | 21 | 84 |
| 28 Oct | 2272.05 | 99.2 | -5.30 | - | 67 | 38 | 60 |
| 25 Oct | 2260.70 | 104.5 | -30.50 | - | 6 | 0 | 22 |
| 24 Oct | 2258.65 | 135 | 70.00 | - | 17 | 2 | 21 |
| 23 Oct | 2327.15 | 65 | 22.15 | - | 30 | 9 | 18 |
| 22 Oct | 2350.25 | 42.85 | -15.15 | - | 13 | 6 | 9 |
| 21 Oct | 2354.65 | 58 | 0.00 | - | 0 | 1 | 0 |
| 18 Oct | 2350.25 | 58 | 14.05 | - | 2 | 0 | 2 |
| 17 Oct | 2378.70 | 43.95 | 43.95 | - | 4 | 2 | 2 |
| 17 Sept | 2546.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 2549.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 2531.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 2527.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 2526.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 2535.50 | 0 | 0.00 | - | 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 |
| 4 Sept | 2534.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 2530.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 2509.90 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2360 expiring on 28NOV2024
Delta for 2360 PE is -0.92
Historical price for 2360 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 151, which was 13.50 higher than the previous day. The implied volatity was 32.61, the open interest changed by -1 which decreased total open position to 165
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 137.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 167
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 137.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 167
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 140, 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 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 140, which was 20.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 169
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 119.5, which was 11.60 higher than the previous day. The implied volatity was 24.61, the open interest changed by 0 which decreased total open position to 172
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 107.9, which was 6.05 higher than the previous day. The implied volatity was 21.77, the open interest changed by 6 which increased total open position to 173
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 101.85, which was 17.75 higher than the previous day. The implied volatity was 32.53, the open interest changed by 1 which increased total open position to 168
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 84.1, which was -18.75 lower than the previous day. The implied volatity was 24.69, the open interest changed by 0 which decreased total open position to 167
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 102.85, which was 12.90 higher than the previous day. The implied volatity was 23.83, the open interest changed by -1 which decreased total open position to 169
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 89.95, which was -12.70 lower than the previous day. The implied volatity was 20.40, the open interest changed by 3 which increased total open position to 170
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 102.65, which was -25.45 lower than the previous day. The implied volatity was 23.07, the open interest changed by 0 which decreased total open position to 167
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 128.1, which was 25.90 higher than the previous day. The implied volatity was 28.68, the open interest changed by 1 which increased total open position to 166
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 102.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 102.2, which was 9.40 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 92.8, which was -7.70 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 100.5, which was 1.30 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 99.2, which was -5.30 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 104.5, which was -30.50 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 135, which was 70.00 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 65, which was 22.15 higher 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 42.85, which was -15.15 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 58, 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 58, which was 14.05 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 43.95, which was 43.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept NESTLEIND was trading at 2546.85. 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 Sept NESTLEIND was trading at 2549.60. 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 13 Sept NESTLEIND was trading at 2531.40. 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 12 Sept NESTLEIND was trading at 2527.85. 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 Sept NESTLEIND was trading at 2526.85. 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 Sept NESTLEIND was trading at 2535.50. 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 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 4 Sept NESTLEIND was trading at 2534.75. 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 3 Sept NESTLEIND was trading at 2530.75. 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 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
