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

2212.65 27.65 (1.27%)

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Historical option data for NESTLEIND

07 Jan 2025 04:10 PM IST
NESTLEIND 30JAN2025 2400 CE
Delta: 0.06
Vega: 0.68
Theta: -0.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 2212.65 2.85 0.60 19.52 1,595 -428 1,435
6 Jan 2185.00 2.25 -1.90 19.70 1,173 42 1,864
3 Jan 2232.70 4.15 2.30 17.43 1,945 111 1,820
2 Jan 2200.20 1.85 0.40 17.12 1,181 89 1,710
1 Jan 2169.25 1.45 -0.15 17.67 765 157 1,618
31 Dec 2170.05 1.6 0.00 17.76 320 215 1,458
30 Dec 2159.90 1.6 -0.25 18.33 125 64 1,239
27 Dec 2165.60 1.85 0.00 17.26 429 20 1,179
26 Dec 2149.90 1.85 -0.40 17.81 425 11 1,158
24 Dec 2166.70 2.25 -2.45 16.79 1,473 716 1,150
23 Dec 2151.60 4.7 -1.30 20.28 251 45 435
20 Dec 2163.50 6 -0.40 20.04 153 63 391
19 Dec 2160.40 6.4 -1.50 20.16 146 40 328
18 Dec 2188.05 7.9 -2.50 19.13 54 15 288
17 Dec 2202.95 10.4 -4.10 19.05 152 80 273
16 Dec 2238.75 14.5 -2.50 17.60 84 21 193
13 Dec 2253.50 17 2.20 16.92 45 2 171
12 Dec 2224.05 14.8 -0.85 18.62 40 23 168
11 Dec 2241.05 15.65 2.65 17.14 74 50 146
10 Dec 2214.45 13 -2.00 17.57 6 1 95
9 Dec 2228.85 15 -6.00 17.44 101 92 94
6 Dec 2267.80 21 -44.20 16.04 3 1 1
5 Dec 2265.50 65.2 0.00 2.95 0 0 0
4 Dec 2257.80 65.2 0.00 3.16 0 0 0
3 Dec 2261.70 65.2 0.00 2.92 0 0 0
29 Nov 2234.65 65.2 0.00 2.79 0 0 0
28 Nov 2236.25 65.2 0.00 3.10 0 0 0
27 Nov 2273.95 65.2 0.00 2.36 0 0 0
26 Nov 2265.25 65.2 0.00 2.43 0 0 0
25 Nov 2256.95 65.2 0.00 2.65 0 0 0
22 Nov 2247.30 65.2 0.00 3.59 0 0 0
18 Nov 2213.20 65.2 0.00 4.00 0 0 0
13 Nov 2235.25 65.2 65.20 2.82 0 0 0
12 Nov 2256.20 0 0.00 2.23 0 0 0
11 Nov 2279.05 0 0.00 1.81 0 0 0
8 Nov 2295.65 0 0.00 1.36 0 0 0
7 Nov 2262.85 0 0.00 2.02 0 0 0
6 Nov 2275.60 0 0.00 1.64 0 0 0
5 Nov 2262.45 0 0.00 1.87 0 0 0
4 Nov 2246.20 0 2.33 0 0 0


For Nestle India Limited - strike price 2400 expiring on 30JAN2025

Delta for 2400 CE is 0.06

Historical price for 2400 CE is as follows

On 7 Jan NESTLEIND was trading at 2212.65. The strike last trading price was 2.85, which was 0.60 higher than the previous day. The implied volatity was 19.52, the open interest changed by -428 which decreased total open position to 1435


On 6 Jan NESTLEIND was trading at 2185.00. The strike last trading price was 2.25, which was -1.90 lower than the previous day. The implied volatity was 19.70, the open interest changed by 42 which increased total open position to 1864


On 3 Jan NESTLEIND was trading at 2232.70. The strike last trading price was 4.15, which was 2.30 higher than the previous day. The implied volatity was 17.43, the open interest changed by 111 which increased total open position to 1820


On 2 Jan NESTLEIND was trading at 2200.20. The strike last trading price was 1.85, which was 0.40 higher than the previous day. The implied volatity was 17.12, the open interest changed by 89 which increased total open position to 1710


On 1 Jan NESTLEIND was trading at 2169.25. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 17.67, the open interest changed by 157 which increased total open position to 1618


On 31 Dec NESTLEIND was trading at 2170.05. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 17.76, the open interest changed by 215 which increased total open position to 1458


On 30 Dec NESTLEIND was trading at 2159.90. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 18.33, the open interest changed by 64 which increased total open position to 1239


On 27 Dec NESTLEIND was trading at 2165.60. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 17.26, the open interest changed by 20 which increased total open position to 1179


On 26 Dec NESTLEIND was trading at 2149.90. The strike last trading price was 1.85, which was -0.40 lower than the previous day. The implied volatity was 17.81, the open interest changed by 11 which increased total open position to 1158


On 24 Dec NESTLEIND was trading at 2166.70. The strike last trading price was 2.25, which was -2.45 lower than the previous day. The implied volatity was 16.79, the open interest changed by 716 which increased total open position to 1150


On 23 Dec NESTLEIND was trading at 2151.60. The strike last trading price was 4.7, which was -1.30 lower than the previous day. The implied volatity was 20.28, the open interest changed by 45 which increased total open position to 435


On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 6, which was -0.40 lower than the previous day. The implied volatity was 20.04, the open interest changed by 63 which increased total open position to 391


On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 6.4, which was -1.50 lower than the previous day. The implied volatity was 20.16, the open interest changed by 40 which increased total open position to 328


On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 7.9, which was -2.50 lower than the previous day. The implied volatity was 19.13, the open interest changed by 15 which increased total open position to 288


On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 10.4, which was -4.10 lower than the previous day. The implied volatity was 19.05, the open interest changed by 80 which increased total open position to 273


On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 14.5, which was -2.50 lower than the previous day. The implied volatity was 17.60, the open interest changed by 21 which increased total open position to 193


On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 17, which was 2.20 higher than the previous day. The implied volatity was 16.92, the open interest changed by 2 which increased total open position to 171


On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 14.8, which was -0.85 lower than the previous day. The implied volatity was 18.62, the open interest changed by 23 which increased total open position to 168


On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 15.65, which was 2.65 higher than the previous day. The implied volatity was 17.14, the open interest changed by 50 which increased total open position to 146


On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 13, which was -2.00 lower than the previous day. The implied volatity was 17.57, the open interest changed by 1 which increased total open position to 95


On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 15, which was -6.00 lower than the previous day. The implied volatity was 17.44, the open interest changed by 92 which increased total open position to 94


On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 21, which was -44.20 lower than the previous day. The implied volatity was 16.04, the open interest changed by 1 which increased total open position to 1


On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 65.2, which was 0.00 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0


On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 65.2, which was 0.00 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 65.2, which was 0.00 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0


On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 65.2, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 65.2, which was 0.00 lower than the previous day. The implied volatity was 3.10, 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 65.2, which was 0.00 lower than the previous day. The implied volatity was 2.36, 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 65.2, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 65.2, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 65.2, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 65.2, which was 0.00 lower than the previous day. The implied volatity was 4.00, 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 65.2, which was 65.20 higher than the previous day. The implied volatity was 2.82, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.23, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.36, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.64, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.87, 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 2.33, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 30JAN2025 2400 PE
Delta: -0.80
Vega: 1.54
Theta: -0.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 2212.65 196 27.75 34.24 2 1 181
6 Jan 2185.00 168.25 0.00 0.00 0 1 0
3 Jan 2232.70 168.25 -24.75 26.85 18 -1 178
2 Jan 2200.20 193 -43.00 21.88 7 0 182
1 Jan 2169.25 236 0.00 0.00 0 0 0
31 Dec 2170.05 236 0.00 0.00 0 0 0
30 Dec 2159.90 236 0.00 0.00 0 0 0
27 Dec 2165.60 236 0.00 0.00 0 35 0
26 Dec 2149.90 236 15.00 28.44 35 30 177
24 Dec 2166.70 221 -9.00 27.33 110 109 146
23 Dec 2151.60 230 15.00 26.64 19 13 33
20 Dec 2163.50 215 -10.65 20.70 3 2 19
19 Dec 2160.40 225.65 75.65 27.43 5 1 16
18 Dec 2188.05 150 0.00 0.00 0 0 0
17 Dec 2202.95 150 0.00 0.00 0 0 0
16 Dec 2238.75 150 0.00 0.00 0 0 0
13 Dec 2253.50 150 0.00 0.00 0 0 0
12 Dec 2224.05 150 0.00 0.00 0 1 0
11 Dec 2241.05 150 20.00 20.59 1 0 14
10 Dec 2214.45 130 0.00 0.00 0 0 0
9 Dec 2228.85 130 0.00 0.00 0 0 0
6 Dec 2267.80 130 0.00 0.00 0 4 0
5 Dec 2265.50 130 -15.00 19.60 4 3 13
4 Dec 2257.80 145 14.00 21.76 1 0 9
3 Dec 2261.70 131 0.00 0.00 0 0 9
29 Nov 2234.65 131 0.00 0.00 0 0 9
28 Nov 2236.25 131 0.00 0.00 0 0 9
27 Nov 2273.95 131 0.00 0.00 0 0 9
26 Nov 2265.25 131 0.00 0.00 0 0 9
25 Nov 2256.95 131 -28.05 21.00 9 0 0
22 Nov 2247.30 159.05 0.00 - 0 0 0
18 Nov 2213.20 159.05 159.05 - 0 0 0
13 Nov 2235.25 0 0.00 - 0 0 0
12 Nov 2256.20 0 0.00 - 0 0 0
11 Nov 2279.05 0 0.00 - 0 0 0
8 Nov 2295.65 0 0.00 - 0 0 0
7 Nov 2262.85 0 0.00 - 0 0 0
6 Nov 2275.60 0 0.00 - 0 0 0
5 Nov 2262.45 0 0.00 - 0 0 0
4 Nov 2246.20 0 - 0 0 0


For Nestle India Limited - strike price 2400 expiring on 30JAN2025

Delta for 2400 PE is -0.80

Historical price for 2400 PE is as follows

On 7 Jan NESTLEIND was trading at 2212.65. The strike last trading price was 196, which was 27.75 higher than the previous day. The implied volatity was 34.24, the open interest changed by 1 which increased total open position to 181


On 6 Jan NESTLEIND was trading at 2185.00. The strike last trading price was 168.25, 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 Jan NESTLEIND was trading at 2232.70. The strike last trading price was 168.25, which was -24.75 lower than the previous day. The implied volatity was 26.85, the open interest changed by -1 which decreased total open position to 178


On 2 Jan NESTLEIND was trading at 2200.20. The strike last trading price was 193, which was -43.00 lower than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 182


On 1 Jan NESTLEIND was trading at 2169.25. The strike last trading price was 236, 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 31 Dec NESTLEIND was trading at 2170.05. The strike last trading price was 236, 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 30 Dec NESTLEIND was trading at 2159.90. The strike last trading price was 236, 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 27 Dec NESTLEIND was trading at 2165.60. The strike last trading price was 236, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 35 which increased total open position to 0


On 26 Dec NESTLEIND was trading at 2149.90. The strike last trading price was 236, which was 15.00 higher than the previous day. The implied volatity was 28.44, the open interest changed by 30 which increased total open position to 177


On 24 Dec NESTLEIND was trading at 2166.70. The strike last trading price was 221, which was -9.00 lower than the previous day. The implied volatity was 27.33, the open interest changed by 109 which increased total open position to 146


On 23 Dec NESTLEIND was trading at 2151.60. The strike last trading price was 230, which was 15.00 higher than the previous day. The implied volatity was 26.64, the open interest changed by 13 which increased total open position to 33


On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 215, which was -10.65 lower than the previous day. The implied volatity was 20.70, the open interest changed by 2 which increased total open position to 19


On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 225.65, which was 75.65 higher than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 16


On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 150, 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 150, 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 150, 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 150, 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 150, 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 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 150, which was 20.00 higher than the previous day. The implied volatity was 20.59, the open interest changed by 0 which decreased total open position to 14


On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 130, 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 130, 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 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 130, 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 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 130, which was -15.00 lower than the previous day. The implied volatity was 19.60, the open interest changed by 3 which increased total open position to 13


On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 145, which was 14.00 higher than the previous day. The implied volatity was 21.76, the open interest changed by 0 which decreased total open position to 9


On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 131, 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 9


On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 131, 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 9


On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 131, 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 9


On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 131, 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 9


On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 131, 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 9


On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 131, which was -28.05 lower than the previous day. The implied volatity was 21.00, 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 159.05, 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 159.05, which was 159.05 higher 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 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 12 Nov NESTLEIND was trading at 2256.20. 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 11 Nov NESTLEIND was trading at 2279.05. 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 0 which decreased total open position to 0


On 8 Nov NESTLEIND was trading at 2295.65. 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 0 which decreased total open position to 0


On 7 Nov NESTLEIND was trading at 2262.85. 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 0 which decreased total open position to 0


On 6 Nov NESTLEIND was trading at 2275.60. 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 0 which decreased total open position to 0


On 5 Nov NESTLEIND was trading at 2262.45. 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 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