NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.41
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2182.80 | 1.85 | -1.40 | 23.83 | 366 | 61 | 378 | |||
| 13 Nov | 2235.25 | 3.25 | -0.95 | 19.53 | 364 | -69 | 322 | |||
| 12 Nov | 2256.20 | 4.2 | -3.30 | 18.84 | 672 | 117 | 418 | |||
| 11 Nov | 2279.05 | 7.5 | -3.70 | 17.13 | 499 | 81 | 305 | |||
| 8 Nov | 2295.65 | 11.2 | 3.15 | 16.85 | 312 | -19 | 224 | |||
| 7 Nov | 2262.85 | 8.05 | -2.25 | 17.92 | 186 | 50 | 241 | |||
| 6 Nov | 2275.60 | 10.3 | -0.25 | 17.81 | 191 | 19 | 192 | |||
| 5 Nov | 2262.45 | 10.55 | 0.90 | 18.73 | 170 | -6 | 172 | |||
| 4 Nov | 2246.20 | 9.65 | -9.85 | 19.94 | 249 | 42 | 176 | |||
| 1 Nov | 2282.30 | 19.5 | 0.25 | 19.54 | 10 | 2 | 134 | |||
| 31 Oct | 2262.95 | 19.25 | -4.55 | - | 202 | 36 | 131 | |||
| 30 Oct | 2276.30 | 23.8 | 2.25 | - | 78 | 7 | 95 | |||
| 29 Oct | 2267.40 | 21.55 | -3.95 | - | 33 | 6 | 88 | |||
| 28 Oct | 2272.05 | 25.5 | 0.50 | - | 65 | 20 | 82 | |||
| 25 Oct | 2260.70 | 25 | 1.30 | - | 62 | 1 | 62 | |||
| 24 Oct | 2258.65 | 23.7 | -22.60 | - | 67 | 29 | 60 | |||
| 23 Oct | 2327.15 | 46.3 | -9.35 | - | 28 | 7 | 29 | |||
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| 22 Oct | 2350.25 | 55.65 | 0.65 | - | 56 | 10 | 22 | |||
| 21 Oct | 2354.65 | 55 | -354.40 | - | 17 | 11 | 11 | |||
| 18 Oct | 2350.25 | 409.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2378.70 | 409.4 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2380 expiring on 28NOV2024
Delta for 2380 CE is 0.04
Historical price for 2380 CE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 1.85, which was -1.40 lower than the previous day. The implied volatity was 23.83, the open interest changed by 61 which increased total open position to 378
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was 19.53, the open interest changed by -69 which decreased total open position to 322
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 4.2, which was -3.30 lower than the previous day. The implied volatity was 18.84, the open interest changed by 117 which increased total open position to 418
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 7.5, which was -3.70 lower than the previous day. The implied volatity was 17.13, the open interest changed by 81 which increased total open position to 305
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 11.2, which was 3.15 higher than the previous day. The implied volatity was 16.85, the open interest changed by -19 which decreased total open position to 224
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 8.05, which was -2.25 lower than the previous day. The implied volatity was 17.92, the open interest changed by 50 which increased total open position to 241
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 10.3, which was -0.25 lower than the previous day. The implied volatity was 17.81, the open interest changed by 19 which increased total open position to 192
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 10.55, which was 0.90 higher than the previous day. The implied volatity was 18.73, the open interest changed by -6 which decreased total open position to 172
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 9.65, which was -9.85 lower than the previous day. The implied volatity was 19.94, the open interest changed by 42 which increased total open position to 176
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 19.5, which was 0.25 higher than the previous day. The implied volatity was 19.54, the open interest changed by 2 which increased total open position to 134
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 19.25, which was -4.55 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 23.8, which was 2.25 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 21.55, which was -3.95 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 25.5, which was 0.50 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 25, 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 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 23.7, which was -22.60 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 46.3, which was -9.35 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 55.65, which was 0.65 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 55, which was -354.40 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 409.4, 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 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 409.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.94
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2182.80 | 193.4 | 54.90 | 36.33 | 5 | -3 | 91 |
| 13 Nov | 2235.25 | 138.5 | 12.00 | 26.49 | 4 | 3 | 94 |
| 12 Nov | 2256.20 | 126.5 | 30.70 | 23.28 | 7 | 1 | 88 |
| 11 Nov | 2279.05 | 95.8 | 2.45 | 20.38 | 4 | 2 | 88 |
| 8 Nov | 2295.65 | 93.35 | -46.05 | 22.27 | 1 | 0 | 85 |
| 7 Nov | 2262.85 | 139.4 | 14.85 | 35.55 | 1 | 0 | 85 |
| 6 Nov | 2275.60 | 124.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 2262.45 | 124.55 | -12.60 | 26.81 | 3 | 1 | 86 |
| 4 Nov | 2246.20 | 137.15 | 19.60 | 25.38 | 33 | 11 | 84 |
| 1 Nov | 2282.30 | 117.55 | 0.00 | 0.00 | 0 | 5 | 0 |
| 31 Oct | 2262.95 | 117.55 | 20.30 | - | 13 | 4 | 72 |
| 30 Oct | 2276.30 | 97.25 | -19.50 | - | 45 | 34 | 68 |
| 29 Oct | 2267.40 | 116.75 | 8.35 | - | 18 | 2 | 27 |
| 28 Oct | 2272.05 | 108.4 | 0.40 | - | 24 | 14 | 24 |
| 25 Oct | 2260.70 | 108 | 3.00 | - | 7 | -1 | 10 |
| 24 Oct | 2258.65 | 105 | 40.00 | - | 1 | 0 | 11 |
| 23 Oct | 2327.15 | 65 | 0.00 | - | 2 | 0 | 11 |
| 22 Oct | 2350.25 | 65 | 0.00 | - | 5 | 1 | 11 |
| 21 Oct | 2354.65 | 65 | -0.45 | - | 2 | 0 | 8 |
| 18 Oct | 2350.25 | 65.45 | 9.10 | - | 4 | -2 | 9 |
| 17 Oct | 2378.70 | 56.35 | - | 25 | 10 | 10 | |
For Nestle India Limited - strike price 2380 expiring on 28NOV2024
Delta for 2380 PE is -0.86
Historical price for 2380 PE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 193.4, which was 54.90 higher than the previous day. The implied volatity was 36.33, the open interest changed by -3 which decreased total open position to 91
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 138.5, which was 12.00 higher than the previous day. The implied volatity was 26.49, the open interest changed by 3 which increased total open position to 94
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 126.5, which was 30.70 higher than the previous day. The implied volatity was 23.28, the open interest changed by 1 which increased total open position to 88
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 95.8, which was 2.45 higher than the previous day. The implied volatity was 20.38, the open interest changed by 2 which increased total open position to 88
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 93.35, which was -46.05 lower than the previous day. The implied volatity was 22.27, the open interest changed by 0 which decreased total open position to 85
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 139.4, which was 14.85 higher than the previous day. The implied volatity was 35.55, the open interest changed by 0 which decreased total open position to 85
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 124.55, 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 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 124.55, which was -12.60 lower than the previous day. The implied volatity was 26.81, the open interest changed by 1 which increased total open position to 86
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 137.15, which was 19.60 higher than the previous day. The implied volatity was 25.38, the open interest changed by 11 which increased total open position to 84
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 117.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 117.55, which was 20.30 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 97.25, which was -19.50 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 116.75, which was 8.35 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 108.4, which was 0.40 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 108, which was 3.00 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 105, which was 40.00 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 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 65, 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 65, 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 18 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 65.45, which was 9.10 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 56.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
