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

2211.2 -2.95 (-0.13%)

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Historical option data for NESTLEIND

21 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2400 CE
Delta: 0.03
Vega: 0.22
Theta: -0.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2211.20 1.15 -0.05 31.24 783 -90 2,302
20 Nov 2214.15 1.2 0.00 27.86 1,344 -147 2,392
19 Nov 2214.15 1.2 -0.35 27.86 1,344 -147 2,392
18 Nov 2213.20 1.55 -0.20 26.47 1,205 -171 2,539
14 Nov 2182.80 1.75 -0.95 25.54 744 218 2,703
13 Nov 2235.25 2.7 -0.75 20.81 938 -147 2,484
12 Nov 2256.20 3.45 -2.15 20.05 1,053 152 2,760
11 Nov 2279.05 5.6 -2.80 17.90 1,265 106 2,612
8 Nov 2295.65 8.4 2.10 17.43 1,611 -60 2,505
7 Nov 2262.85 6.3 -1.80 18.66 996 281 2,744
6 Nov 2275.60 8.1 -0.40 18.51 707 139 2,460
5 Nov 2262.45 8.5 0.60 19.47 1,491 108 2,319
4 Nov 2246.20 7.9 -8.00 20.67 1,670 276 2,209
1 Nov 2282.30 15.9 0.65 20.05 232 64 1,923
31 Oct 2262.95 15.25 -3.40 - 921 267 1,858
30 Oct 2276.30 18.65 0.85 - 1,344 -21 1,590
29 Oct 2267.40 17.8 -3.70 - 835 135 1,612
28 Oct 2272.05 21.5 1.50 - 2,021 689 1,477
25 Oct 2260.70 20 -0.50 - 615 -51 788
24 Oct 2258.65 20.5 -17.05 - 1,530 303 834
23 Oct 2327.15 37.55 -11.40 - 521 71 532
22 Oct 2350.25 48.95 1.60 - 566 -8 461
21 Oct 2354.65 47.35 2.85 - 487 56 470
18 Oct 2350.25 44.5 -20.50 - 480 214 413
17 Oct 2378.70 65 -133.75 - 291 196 196
16 Oct 2462.25 198.75 0.00 - 0 0 0
15 Oct 2484.25 198.75 0.00 - 0 0 0
14 Oct 2502.05 198.75 0.00 - 0 0 0
11 Oct 2511.80 198.75 0.00 - 0 0 0
10 Oct 2512.45 198.75 0.00 - 0 0 0
9 Oct 2516.00 198.75 198.75 - 0 0 0
18 Sept 2597.15 0 0.00 - 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
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 2400 expiring on 28NOV2024

Delta for 2400 CE is 0.03

Historical price for 2400 CE is as follows

On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 31.24, the open interest changed by -90 which decreased total open position to 2302


On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 27.86, the open interest changed by -147 which decreased total open position to 2392


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 27.86, the open interest changed by -147 which decreased total open position to 2392


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 1.55, which was -0.20 lower than the previous day. The implied volatity was 26.47, the open interest changed by -171 which decreased total open position to 2539


On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 1.75, which was -0.95 lower than the previous day. The implied volatity was 25.54, the open interest changed by 218 which increased total open position to 2703


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 20.81, the open interest changed by -147 which decreased total open position to 2484


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 3.45, which was -2.15 lower than the previous day. The implied volatity was 20.05, the open interest changed by 152 which increased total open position to 2760


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 5.6, which was -2.80 lower than the previous day. The implied volatity was 17.90, the open interest changed by 106 which increased total open position to 2612


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 8.4, which was 2.10 higher than the previous day. The implied volatity was 17.43, the open interest changed by -60 which decreased total open position to 2505


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 6.3, which was -1.80 lower than the previous day. The implied volatity was 18.66, the open interest changed by 281 which increased total open position to 2744


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 8.1, which was -0.40 lower than the previous day. The implied volatity was 18.51, the open interest changed by 139 which increased total open position to 2460


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 8.5, which was 0.60 higher than the previous day. The implied volatity was 19.47, the open interest changed by 108 which increased total open position to 2319


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 7.9, which was -8.00 lower than the previous day. The implied volatity was 20.67, the open interest changed by 276 which increased total open position to 2209


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 15.9, which was 0.65 higher than the previous day. The implied volatity was 20.05, the open interest changed by 64 which increased total open position to 1923


On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 15.25, which was -3.40 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 18.65, which was 0.85 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 17.8, which was -3.70 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 21.5, which was 1.50 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 20, which was -0.50 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 20.5, which was -17.05 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 37.55, which was -11.40 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 48.95, which was 1.60 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 47.35, which was 2.85 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 44.5, which was -20.50 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 65, which was -133.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct NESTLEIND was trading at 2462.25. The strike last trading price was 198.75, 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 15 Oct NESTLEIND was trading at 2484.25. The strike last trading price was 198.75, 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 14 Oct NESTLEIND was trading at 2502.05. The strike last trading price was 198.75, 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 Oct NESTLEIND was trading at 2511.80. The strike last trading price was 198.75, 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 Oct NESTLEIND was trading at 2512.45. The strike last trading price was 198.75, 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 Oct NESTLEIND was trading at 2516.00. The strike last trading price was 198.75, which was 198.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept NESTLEIND was trading at 2597.15. 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 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 2400 PE
Delta: -0.92
Vega: 0.46
Theta: -0.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2211.20 192 9.10 41.36 16 -6 1,180
20 Nov 2214.15 182.9 0.00 - 19 -11 1,185
19 Nov 2214.15 182.9 -8.75 - 19 -12 1,185
18 Nov 2213.20 191.65 -13.00 44.80 55 -54 1,198
14 Nov 2182.80 204.65 44.90 25.77 32 -3 1,252
13 Nov 2235.25 159.75 13.75 30.33 17 -6 1,255
12 Nov 2256.20 146 21.00 25.37 49 -11 1,264
11 Nov 2279.05 125 15.15 29.40 17 -2 1,276
8 Nov 2295.65 109.85 -29.40 23.11 49 -15 1,277
7 Nov 2262.85 139.25 10.90 27.18 92 46 1,265
6 Nov 2275.60 128.35 -11.15 24.86 38 -4 1,219
5 Nov 2262.45 139.5 -13.05 26.61 14 -4 1,225
4 Nov 2246.20 152.55 30.55 24.89 59 14 1,230
1 Nov 2282.30 122 -9.80 23.95 6 -2 1,217
31 Oct 2262.95 131.8 7.75 - 290 197 1,219
30 Oct 2276.30 124.05 -7.95 - 169 131 1,022
29 Oct 2267.40 132 5.75 - 309 258 889
28 Oct 2272.05 126.25 -7.75 - 240 124 621
25 Oct 2260.70 134 -8.35 - 51 17 497
24 Oct 2258.65 142.35 57.45 - 70 16 479
23 Oct 2327.15 84.9 16.70 - 40 18 462
22 Oct 2350.25 68.2 -5.80 - 74 9 441
21 Oct 2354.65 74 0.85 - 43 6 430
18 Oct 2350.25 73.15 8.20 - 100 16 424
17 Oct 2378.70 64.95 30.95 - 597 309 408
16 Oct 2462.25 34 6.00 - 76 49 98
15 Oct 2484.25 28 0.00 - 33 23 49
14 Oct 2502.05 28 -6.05 - 9 7 26
11 Oct 2511.80 34.05 -0.95 - 5 0 19
10 Oct 2512.45 35 5.00 - 3 2 19
9 Oct 2516.00 30 -21.00 - 17 15 16
18 Sept 2597.15 51 51.00 - 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
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 2400 expiring on 28NOV2024

Delta for 2400 PE is -0.92

Historical price for 2400 PE is as follows

On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 192, which was 9.10 higher than the previous day. The implied volatity was 41.36, the open interest changed by -6 which decreased total open position to 1180


On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 182.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 1185


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 182.9, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 1185


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 191.65, which was -13.00 lower than the previous day. The implied volatity was 44.80, the open interest changed by -54 which decreased total open position to 1198


On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 204.65, which was 44.90 higher than the previous day. The implied volatity was 25.77, the open interest changed by -3 which decreased total open position to 1252


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 159.75, which was 13.75 higher than the previous day. The implied volatity was 30.33, the open interest changed by -6 which decreased total open position to 1255


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 146, which was 21.00 higher than the previous day. The implied volatity was 25.37, the open interest changed by -11 which decreased total open position to 1264


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 125, which was 15.15 higher than the previous day. The implied volatity was 29.40, the open interest changed by -2 which decreased total open position to 1276


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 109.85, which was -29.40 lower than the previous day. The implied volatity was 23.11, the open interest changed by -15 which decreased total open position to 1277


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 139.25, which was 10.90 higher than the previous day. The implied volatity was 27.18, the open interest changed by 46 which increased total open position to 1265


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 128.35, which was -11.15 lower than the previous day. The implied volatity was 24.86, the open interest changed by -4 which decreased total open position to 1219


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 139.5, which was -13.05 lower than the previous day. The implied volatity was 26.61, the open interest changed by -4 which decreased total open position to 1225


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 152.55, which was 30.55 higher than the previous day. The implied volatity was 24.89, the open interest changed by 14 which increased total open position to 1230


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 122, which was -9.80 lower than the previous day. The implied volatity was 23.95, the open interest changed by -2 which decreased total open position to 1217


On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 131.8, which was 7.75 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 124.05, which was -7.95 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 132, which was 5.75 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 126.25, which was -7.75 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 134, which was -8.35 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 142.35, which was 57.45 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 84.9, which was 16.70 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 68.2, which was -5.80 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 74, which was 0.85 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 73.15, which was 8.20 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 64.95, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct NESTLEIND was trading at 2462.25. The strike last trading price was 34, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct NESTLEIND was trading at 2484.25. The strike last trading price was 28, 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 14 Oct NESTLEIND was trading at 2502.05. The strike last trading price was 28, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct NESTLEIND was trading at 2511.80. The strike last trading price was 34.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct NESTLEIND was trading at 2512.45. The strike last trading price was 35, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct NESTLEIND was trading at 2516.00. The strike last trading price was 30, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept NESTLEIND was trading at 2597.15. The strike last trading price was 51, which was 51.00 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