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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 2420 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 2503.20 104.65 -2.50 1,400 600 3,600
5 Sept 2504.90 107.15 -24.85 2,800 1,400 2,800
4 Sept 2534.75 132 20.70 1,600 1,000 1,600
3 Sept 2530.75 111.3 0.00 0 200 0
2 Sept 2509.90 111.3 -3.25 200 0 400
30 Aug 2500.75 114.55 0.00 0 400 0
29 Aug 2504.55 114.55 -31.15 400 0 0
28 Aug 2492.50 145.7 0.00 0 0 0
27 Aug 2521.45 145.7 0.00 0 0 0
26 Aug 2519.55 145.7 0.00 0 0 0
23 Aug 2529.20 145.7 0.00 0 0 0
22 Aug 2551.00 145.7 0.00 0 0 0
21 Aug 2551.75 145.7 0.00 0 0 0
20 Aug 2518.50 145.7 0.00 0 0 0
19 Aug 2503.15 145.7 0.00 0 0 0
16 Aug 2525.45 145.7 0.00 0 0 0
14 Aug 2474.60 145.7 0.00 0 0 0
13 Aug 2484.70 145.7 0.00 0 0 0
12 Aug 2473.10 145.7 0.00 0 0 0
9 Aug 2504.70 145.7 0.00 0 0 0
8 Aug 2489.10 145.7 0.00 0 0 0
7 Aug 2522.80 145.7 0.00 0 0 0
6 Aug 2508.50 145.7 0.00 0 0 0
5 Aug 2510.90 145.7 0.00 0 0 0
2 Aug 2495.10 145.7 0.00 0 0 0
1 Aug 2484.00 145.7 0.00 0 0 0
31 Jul 2456.35 145.7 0.00 0 0 0
30 Jul 2457.65 145.7 0.00 0 0 0
29 Jul 2470.30 145.7 0 0 0


For Nestle India Limited - strike price 2420 expiring on 26SEP2024

Delta for 2420 CE is -

Historical price for 2420 CE is as follows

On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 104.65, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 3600


On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 107.15, which was -24.85 lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 2800


On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 132, which was 20.70 higher than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1600


On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 111.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0


On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 111.3, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400


On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 114.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0


On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 114.55, which was -31.15 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 145.7, 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 Aug NESTLEIND was trading at 2521.45. The strike last trading price was 145.7, 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 Aug NESTLEIND was trading at 2519.55. The strike last trading price was 145.7, 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 23 Aug NESTLEIND was trading at 2529.20. The strike last trading price was 145.7, 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 Aug NESTLEIND was trading at 2551.00. The strike last trading price was 145.7, 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 Aug NESTLEIND was trading at 2551.75. The strike last trading price was 145.7, 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 Aug NESTLEIND was trading at 2518.50. The strike last trading price was 145.7, 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 Aug NESTLEIND was trading at 2503.15. The strike last trading price was 145.7, 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 145.7, 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 Aug NESTLEIND was trading at 2474.60. The strike last trading price was 145.7, 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 Aug NESTLEIND was trading at 2484.70. The strike last trading price was 145.7, 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 Aug NESTLEIND was trading at 2473.10. The strike last trading price was 145.7, 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 9 Aug NESTLEIND was trading at 2504.70. The strike last trading price was 145.7, 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 Aug NESTLEIND was trading at 2489.10. The strike last trading price was 145.7, 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 145.7, 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 Aug NESTLEIND was trading at 2508.50. The strike last trading price was 145.7, 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 145.7, 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 2 Aug NESTLEIND was trading at 2495.10. The strike last trading price was 145.7, 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 145.7, 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 145.7, 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 145.7, 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 Jul NESTLEIND was trading at 2470.30. The strike last trading price was 145.7, 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 2420 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 2503.20 9.35 0.10 83,800 -14,800 23,600
5 Sept 2504.90 9.25 1.70 52,000 25,600 38,000
4 Sept 2534.75 7.55 1.25 10,600 4,000 12,200
3 Sept 2530.75 6.3 -3.50 14,000 -600 8,400
2 Sept 2509.90 9.8 -2.55 8,800 400 9,400
30 Aug 2500.75 12.35 -1.50 16,800 6,800 8,800
29 Aug 2504.55 13.85 -40.90 2,000 1,200 1,200
28 Aug 2492.50 54.75 0.00 0 0 0
27 Aug 2521.45 54.75 0.00 0 0 0
26 Aug 2519.55 54.75 0.00 0 0 0
23 Aug 2529.20 54.75 0.00 0 0 0
22 Aug 2551.00 54.75 0.00 0 0 0
21 Aug 2551.75 54.75 0.00 0 0 0
20 Aug 2518.50 54.75 0.00 0 0 0
19 Aug 2503.15 54.75 0.00 0 0 0
16 Aug 2525.45 54.75 0.00 0 0 0
14 Aug 2474.60 54.75 0.00 0 0 0
13 Aug 2484.70 54.75 0.00 0 0 0
12 Aug 2473.10 54.75 0.00 0 0 0
9 Aug 2504.70 54.75 0.00 0 0 0
8 Aug 2489.10 54.75 0.00 0 0 0
7 Aug 2522.80 54.75 0.00 0 0 0
6 Aug 2508.50 54.75 0.00 0 0 0
5 Aug 2510.90 54.75 0.00 0 0 0
2 Aug 2495.10 54.75 0.00 0 0 0
1 Aug 2484.00 54.75 0.00 0 0 0
31 Jul 2456.35 54.75 0.00 0 0 0
30 Jul 2457.65 54.75 0.00 0 0 0
29 Jul 2470.30 54.75 0 0 0


For Nestle India Limited - strike price 2420 expiring on 26SEP2024

Delta for 2420 PE is -

Historical price for 2420 PE is as follows

On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 9.35, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -14800 which decreased total open position to 23600


On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 9.25, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by 25600 which increased total open position to 38000


On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 7.55, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 12200


On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 6.3, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 8400


On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 9.8, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 9400


On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 12.35, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 6800 which increased total open position to 8800


On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 13.85, which was -40.90 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1200


On 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 54.75, 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 Aug NESTLEIND was trading at 2521.45. The strike last trading price was 54.75, 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 Aug NESTLEIND was trading at 2519.55. The strike last trading price was 54.75, 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 23 Aug NESTLEIND was trading at 2529.20. The strike last trading price was 54.75, 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 Aug NESTLEIND was trading at 2551.00. The strike last trading price was 54.75, 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 Aug NESTLEIND was trading at 2551.75. The strike last trading price was 54.75, 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 Aug NESTLEIND was trading at 2518.50. The strike last trading price was 54.75, 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 Aug NESTLEIND was trading at 2503.15. The strike last trading price was 54.75, 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 54.75, 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 Aug NESTLEIND was trading at 2474.60. The strike last trading price was 54.75, 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 Aug NESTLEIND was trading at 2484.70. The strike last trading price was 54.75, 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 Aug NESTLEIND was trading at 2473.10. The strike last trading price was 54.75, 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 9 Aug NESTLEIND was trading at 2504.70. The strike last trading price was 54.75, 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 Aug NESTLEIND was trading at 2489.10. The strike last trading price was 54.75, 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 54.75, 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 Aug NESTLEIND was trading at 2508.50. The strike last trading price was 54.75, 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 54.75, 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 2 Aug NESTLEIND was trading at 2495.10. The strike last trading price was 54.75, 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 54.75, 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 54.75, 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 54.75, 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 Jul NESTLEIND was trading at 2470.30. The strike last trading price was 54.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0