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

2182.8 -52.45 (-2.35%)

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Historical option data for NESTLEIND

14 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2420 CE
Delta: 0.03
Vega: 0.30
Theta: -0.29
Gamma: 0.00
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
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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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