NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2420 CE | ||||||||||
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Delta: 0.03
Vega: 0.30
Theta: -0.29
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 2182.80 | 1.3 | -0.80 | 26.07 | 77 | 23 | 186 | |||
13 Nov | 2235.25 | 2.1 | -0.55 | 21.69 | 85 | -5 | 163 | |||
12 Nov | 2256.20 | 2.65 | -1.90 | 20.86 | 231 | -24 | 169 | |||
11 Nov | 2279.05 | 4.55 | -1.90 | 19.05 | 358 | 64 | 194 | |||
8 Nov | 2295.65 | 6.45 | 1.30 | 18.13 | 317 | -9 | 132 | |||
7 Nov | 2262.85 | 5.15 | -1.35 | 19.57 | 101 | -28 | 140 | |||
6 Nov | 2275.60 | 6.5 | -0.10 | 19.28 | 140 | 3 | 167 | |||
5 Nov | 2262.45 | 6.6 | -0.10 | 19.94 | 137 | -7 | 165 | |||
4 Nov | 2246.20 | 6.7 | -5.30 | 21.55 | 136 | 54 | 174 | |||
1 Nov | 2282.30 | 12 | -0.65 | 20.08 | 8 | 3 | 116 | |||
31 Oct | 2262.95 | 12.65 | -3.00 | - | 87 | 9 | 113 | |||
30 Oct | 2276.30 | 15.65 | 1.25 | - | 104 | 56 | 103 | |||
29 Oct | 2267.40 | 14.4 | -2.35 | - | 28 | 9 | 47 | |||
28 Oct | 2272.05 | 16.75 | -3.80 | - | 20 | 7 | 26 | |||
25 Oct | 2260.70 | 20.55 | 3.65 | - | 7 | -2 | 19 | |||
24 Oct | 2258.65 | 16.9 | -20.15 | - | 36 | 16 | 19 | |||
23 Oct | 2327.15 | 37.05 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 2350.25 | 37.05 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 2354.65 | 37.05 | -26.95 | - | 2 | 0 | 3 | |||
18 Oct | 2350.25 | 64 | 0.00 | - | 0 | 3 | 0 | |||
17 Oct | 2378.70 | 64 | -308.15 | - | 5 | 2 | 2 | |||
16 Oct | 2462.25 | 372.15 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 2484.25 | 372.15 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 2502.05 | 372.15 | 0.00 | - | 0 | 0 | 0 | |||
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11 Oct | 2511.80 | 372.15 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 2512.45 | 372.15 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 2516.00 | 372.15 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 2420 expiring on 28NOV2024
Delta for 2420 CE is 0.03
Historical price for 2420 CE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 1.3, which was -0.80 lower than the previous day. The implied volatity was 26.07, the open interest changed by 23 which increased total open position to 186
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 21.69, the open interest changed by -5 which decreased total open position to 163
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 2.65, which was -1.90 lower than the previous day. The implied volatity was 20.86, the open interest changed by -24 which decreased total open position to 169
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 4.55, which was -1.90 lower than the previous day. The implied volatity was 19.05, the open interest changed by 64 which increased total open position to 194
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 6.45, which was 1.30 higher than the previous day. The implied volatity was 18.13, the open interest changed by -9 which decreased total open position to 132
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 5.15, which was -1.35 lower than the previous day. The implied volatity was 19.57, the open interest changed by -28 which decreased total open position to 140
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 6.5, which was -0.10 lower than the previous day. The implied volatity was 19.28, the open interest changed by 3 which increased total open position to 167
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 6.6, which was -0.10 lower than the previous day. The implied volatity was 19.94, the open interest changed by -7 which decreased total open position to 165
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 6.7, which was -5.30 lower than the previous day. The implied volatity was 21.55, the open interest changed by 54 which increased total open position to 174
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 12, which was -0.65 lower than the previous day. The implied volatity was 20.08, the open interest changed by 3 which increased total open position to 116
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 12.65, which was -3.00 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 15.65, which was 1.25 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 14.4, which was -2.35 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 16.75, which was -3.80 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 20.55, which was 3.65 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 16.9, which was -20.15 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 37.05, 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 37.05, 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 37.05, which was -26.95 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 64, 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 64, which was -308.15 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 372.15, 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 372.15, 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 372.15, 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 372.15, 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 372.15, 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 372.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NESTLEIND 28NOV2024 2420 PE | |||||||
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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 |
14 Nov | 2182.80 | 150.85 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 2235.25 | 150.85 | 0.00 | 0.00 | 0 | -1 | 0 |
12 Nov | 2256.20 | 150.85 | 13.90 | - | 1 | 0 | 7 |
11 Nov | 2279.05 | 136.95 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 2295.65 | 136.95 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Nov | 2262.85 | 136.95 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Nov | 2275.60 | 136.95 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Nov | 2262.45 | 136.95 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Nov | 2246.20 | 136.95 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 2282.30 | 136.95 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 2262.95 | 136.95 | 0.00 | - | 0 | 7 | 0 |
30 Oct | 2276.30 | 136.95 | 130.60 | - | 7 | 5 | 5 |
29 Oct | 2267.40 | 6.35 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 2272.05 | 6.35 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 2260.70 | 6.35 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 2258.65 | 6.35 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 2327.15 | 6.35 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 2350.25 | 6.35 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 2354.65 | 6.35 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 2350.25 | 6.35 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 2378.70 | 6.35 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 2462.25 | 6.35 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 2484.25 | 6.35 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 2502.05 | 6.35 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 2511.80 | 6.35 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 2512.45 | 6.35 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 2516.00 | 6.35 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 2420 expiring on 28NOV2024
Delta for 2420 PE is 0.00
Historical price for 2420 PE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 150.85, 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 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 150.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 150.85, which was 13.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 136.95, 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 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 136.95, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 136.95, 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 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 136.95, 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 136.95, 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 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 136.95, 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 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 136.95, 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 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 136.95, 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 30 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 136.95, which was 130.60 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 6.35, 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 28 Oct NESTLEIND was trading at 2272.05. The strike last trading price was 6.35, 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 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 6.35, 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 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 6.35, 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 23 Oct NESTLEIND was trading at 2327.15. The strike last trading price was 6.35, 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 6.35, 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 6.35, 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 18 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 6.35, 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 6.35, 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 Oct NESTLEIND was trading at 2462.25. The strike last trading price was 6.35, 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 6.35, 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 6.35, 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 6.35, 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 6.35, 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 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to