NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2380 CE | ||||||||||
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Delta: 0.03
Vega: 0.20
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 1.35 | 0.05 | 38.82 | 5 | 0 | 248 | |||
| 19 Dec | 2160.40 | 1.3 | -0.30 | 35.77 | 148 | -15 | 247 | |||
| 18 Dec | 2188.05 | 1.6 | 0.05 | 31.18 | 174 | -47 | 265 | |||
| 17 Dec | 2202.95 | 1.55 | -0.35 | 26.85 | 273 | -19 | 312 | |||
| 16 Dec | 2238.75 | 1.9 | -1.35 | 21.31 | 395 | 85 | 331 | |||
| 13 Dec | 2253.50 | 3.25 | 0.70 | 19.37 | 438 | 56 | 247 | |||
| 12 Dec | 2224.05 | 2.55 | -0.55 | 21.44 | 433 | -1 | 192 | |||
| 11 Dec | 2241.05 | 3.1 | 0.15 | 19.34 | 299 | -3 | 195 | |||
| 10 Dec | 2214.45 | 2.95 | -0.85 | 20.92 | 420 | -25 | 199 | |||
| 9 Dec | 2228.85 | 3.8 | -2.20 | 20.34 | 458 | 26 | 225 | |||
| 6 Dec | 2267.80 | 6 | -0.10 | 16.80 | 298 | -4 | 200 | |||
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| 5 Dec | 2265.50 | 6.1 | 0.00 | 17.21 | 1,094 | -18 | 204 | |||
| 4 Dec | 2257.80 | 6.1 | -0.60 | 17.19 | 319 | 13 | 222 | |||
| 3 Dec | 2261.70 | 6.7 | -0.20 | 16.25 | 199 | 63 | 209 | |||
| 2 Dec | 2251.85 | 6.9 | -0.40 | 17.20 | 289 | 88 | 146 | |||
| 29 Nov | 2234.65 | 7.3 | -37.90 | 18.05 | 133 | 59 | 59 | |||
| 28 Nov | 2236.25 | 45.2 | 0.00 | 4.73 | 0 | 0 | 0 | |||
| 27 Nov | 2273.95 | 45.2 | 0.00 | 3.61 | 0 | 0 | 0 | |||
| 26 Nov | 2265.25 | 45.2 | 0.00 | 3.64 | 0 | 0 | 0 | |||
| 25 Nov | 2256.95 | 45.2 | 0.00 | 3.86 | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 45.2 | 0.00 | 4.17 | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 45.2 | 0.00 | 5.41 | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 45.2 | 0.00 | 5.26 | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 45.2 | 0.00 | 5.26 | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 45.2 | 0.00 | 4.91 | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 45.2 | 0.00 | 5.47 | 0 | 0 | 0 | |||
| 13 Nov | 2235.25 | 45.2 | 0.00 | 3.67 | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 45.2 | 0.00 | 3.27 | 0 | 0 | 0 | |||
| 11 Nov | 2279.05 | 45.2 | 0.00 | 2.30 | 0 | 0 | 0 | |||
| 8 Nov | 2295.65 | 45.2 | 0.00 | 1.85 | 0 | 0 | 0 | |||
| 7 Nov | 2262.85 | 45.2 | 0.00 | 2.59 | 0 | 0 | 0 | |||
| 4 Nov | 2246.20 | 45.2 | 3.16 | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2380 expiring on 26DEC2024
Delta for 2380 CE is 0.03
Historical price for 2380 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 38.82, the open interest changed by 0 which decreased total open position to 248
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 35.77, the open interest changed by -15 which decreased total open position to 247
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 31.18, the open interest changed by -47 which decreased total open position to 265
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 26.85, the open interest changed by -19 which decreased total open position to 312
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 1.9, which was -1.35 lower than the previous day. The implied volatity was 21.31, the open interest changed by 85 which increased total open position to 331
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 3.25, which was 0.70 higher than the previous day. The implied volatity was 19.37, the open interest changed by 56 which increased total open position to 247
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 2.55, which was -0.55 lower than the previous day. The implied volatity was 21.44, the open interest changed by -1 which decreased total open position to 192
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 3.1, which was 0.15 higher than the previous day. The implied volatity was 19.34, the open interest changed by -3 which decreased total open position to 195
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 2.95, which was -0.85 lower than the previous day. The implied volatity was 20.92, the open interest changed by -25 which decreased total open position to 199
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 3.8, which was -2.20 lower than the previous day. The implied volatity was 20.34, the open interest changed by 26 which increased total open position to 225
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 6, which was -0.10 lower than the previous day. The implied volatity was 16.80, the open interest changed by -4 which decreased total open position to 200
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 17.21, the open interest changed by -18 which decreased total open position to 204
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 6.1, which was -0.60 lower than the previous day. The implied volatity was 17.19, the open interest changed by 13 which increased total open position to 222
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 6.7, which was -0.20 lower than the previous day. The implied volatity was 16.25, the open interest changed by 63 which increased total open position to 209
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 6.9, which was -0.40 lower than the previous day. The implied volatity was 17.20, the open interest changed by 88 which increased total open position to 146
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 7.3, which was -37.90 lower than the previous day. The implied volatity was 18.05, the open interest changed by 59 which increased total open position to 59
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 45.2, which was 0.00 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 45.2, which was 0.00 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 45.2, which was 0.00 lower than the previous day. The implied volatity was 3.64, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 3.86, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 5.41, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 5.26, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 5.26, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 4.91, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 2.30, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 45.2, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 45.2, which was lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 26DEC2024 2380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 155.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 2160.40 | 155.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2188.05 | 155.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2202.95 | 155.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 2238.75 | 155.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 2253.50 | 155.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2224.05 | 155.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2241.05 | 155.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2214.45 | 155.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2228.85 | 155.25 | 41.75 | 31.12 | 2 | 0 | 5 |
| 6 Dec | 2267.80 | 113.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 2265.50 | 113.5 | -13.35 | 16.37 | 1 | 0 | 5 |
| 4 Dec | 2257.80 | 126.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 2261.70 | 126.85 | -5.15 | 27.22 | 1 | 0 | 4 |
| 2 Dec | 2251.85 | 132 | 0.00 | 0.00 | 0 | 4 | 0 |
| 29 Nov | 2234.65 | 132 | -3.85 | 15.76 | 4 | 0 | 0 |
| 28 Nov | 2236.25 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 2273.95 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2265.25 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2235.25 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2279.05 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2295.65 | 135.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2262.85 | 135.85 | 135.85 | - | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2380 expiring on 26DEC2024
Delta for 2380 PE is 0.00
Historical price for 2380 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 155.25, 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 155.25, 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 155.25, 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 155.25, 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 155.25, 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 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 155.25, 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 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 155.25, 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 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 155.25, 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 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 155.25, 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 155.25, which was 41.75 higher than the previous day. The implied volatity was 31.12, the open interest changed by 0 which decreased total open position to 5
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 113.5, 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 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 113.5, which was -13.35 lower than the previous day. The implied volatity was 16.37, the open interest changed by 0 which decreased total open position to 5
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 126.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 126.85, which was -5.15 lower than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 4
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 132, 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 132, which was -3.85 lower than the previous day. The implied volatity was 15.76, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 135.85, 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 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 135.85, 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 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 135.85, 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 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 135.85, 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 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 135.85, 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 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 135.85, 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 135.85, 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 135.85, 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 135.85, 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 135.85, 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 135.85, 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 135.85, 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 135.85, 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 135.85, 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 135.85, which was 135.85 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
