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

2503.2 -1.70 (-0.07%)

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Historical option data for NESTLEIND

06 Sep 2024 04:10 PM IST
NESTLEIND 2380 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 2503.20 132.55 -11.75 1,400 800 1,200
5 Sept 2504.90 144.3 -7.50 600 0 600
4 Sept 2534.75 151.8 0.00 0 0 0
3 Sept 2530.75 151.8 0.00 0 600 0
2 Sept 2509.90 151.8 -20.15 600 400 400
30 Aug 2500.75 171.95 0.00 0 0 0
29 Aug 2504.55 171.95 0.00 0 0 0
28 Aug 2492.50 171.95 0.00 0 0 0
16 Aug 2525.45 171.95 0.00 0 0 0
7 Aug 2522.80 171.95 0.00 0 0 0
5 Aug 2510.90 171.95 0.00 0 0 0
1 Aug 2484.00 171.95 0.00 0 0 0
31 Jul 2456.35 171.95 0.00 0 0 0
30 Jul 2457.65 171.95 0 0 0


For Nestle India Limited - strike price 2380 expiring on 26SEP2024

Delta for 2380 CE is -

Historical price for 2380 CE is as follows

On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 132.55, which was -11.75 lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 1200


On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 144.3, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600


On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 151.8, 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 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 151.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 0


On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 151.8, which was -20.15 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400


On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 171.95, 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 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 171.95, 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 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 171.95, 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 16 Aug NESTLEIND was trading at 2525.45. The strike last trading price was 171.95, 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 Aug NESTLEIND was trading at 2522.80. The strike last trading price was 171.95, 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 5 Aug NESTLEIND was trading at 2510.90. The strike last trading price was 171.95, 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 1 Aug NESTLEIND was trading at 2484.00. The strike last trading price was 171.95, 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 31 Jul NESTLEIND was trading at 2456.35. The strike last trading price was 171.95, 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 30 Jul NESTLEIND was trading at 2457.65. The strike last trading price was 171.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 2380 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 2503.20 4.55 -0.40 16,800 -3,600 11,800
5 Sept 2504.90 4.95 0.50 12,200 3,800 15,400
4 Sept 2534.75 4.45 0.65 4,800 1,200 11,400
3 Sept 2530.75 3.8 -1.70 11,400 -800 10,000
2 Sept 2509.90 5.5 -0.90 8,400 1,200 10,800
30 Aug 2500.75 6.4 -2.05 21,600 3,200 9,600
29 Aug 2504.55 8.45 -0.85 35,800 3,400 6,400
28 Aug 2492.50 9.3 -32.25 24,800 3,400 3,400
16 Aug 2525.45 41.55 0.00 0 0 0
7 Aug 2522.80 41.55 0.00 0 0 0
5 Aug 2510.90 41.55 0.00 0 0 0
1 Aug 2484.00 41.55 0.00 0 0 0
31 Jul 2456.35 41.55 0.00 0 0 0
30 Jul 2457.65 41.55 0 0 0


For Nestle India Limited - strike price 2380 expiring on 26SEP2024

Delta for 2380 PE is -

Historical price for 2380 PE is as follows

On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 4.55, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -3600 which decreased total open position to 11800


On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 4.95, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 15400


On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 4.45, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 11400


On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 3.8, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 10000


On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 5.5, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 10800


On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 6.4, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 9600


On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 8.45, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 6400


On 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 9.3, which was -32.25 lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 3400


On 16 Aug NESTLEIND was trading at 2525.45. The strike last trading price was 41.55, 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 Aug NESTLEIND was trading at 2522.80. The strike last trading price was 41.55, 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 5 Aug NESTLEIND was trading at 2510.90. The strike last trading price was 41.55, 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 1 Aug NESTLEIND was trading at 2484.00. The strike last trading price was 41.55, 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 31 Jul NESTLEIND was trading at 2456.35. The strike last trading price was 41.55, 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 30 Jul NESTLEIND was trading at 2457.65. The strike last trading price was 41.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0