NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.13
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 0.8 | -0.10 | 40.96 | 2 | -1 | 43 | |||
| 19 Dec | 2160.40 | 0.9 | -0.15 | 38.65 | 19 | -4 | 44 | |||
| 18 Dec | 2188.05 | 1.05 | -0.05 | 33.76 | 81 | -31 | 49 | |||
| 17 Dec | 2202.95 | 1.1 | -1.00 | 29.86 | 7 | -1 | 81 | |||
| 16 Dec | 2238.75 | 2.1 | 0.00 | 0.00 | 0 | 5 | 0 | |||
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| 13 Dec | 2253.50 | 2.1 | 0.70 | 21.85 | 62 | 4 | 81 | |||
| 12 Dec | 2224.05 | 1.4 | -0.30 | 22.85 | 3 | -1 | 78 | |||
| 11 Dec | 2241.05 | 1.7 | -0.40 | 20.83 | 23 | 3 | 80 | |||
| 10 Dec | 2214.45 | 2.1 | -0.30 | 23.30 | 6 | 0 | 77 | |||
| 9 Dec | 2228.85 | 2.4 | -0.90 | 22.07 | 158 | -8 | 77 | |||
| 6 Dec | 2267.80 | 3.3 | -0.25 | 18.01 | 32 | -2 | 86 | |||
| 5 Dec | 2265.50 | 3.55 | 0.05 | 18.52 | 270 | 13 | 87 | |||
| 4 Dec | 2257.80 | 3.5 | -0.20 | 18.36 | 79 | 7 | 75 | |||
| 3 Dec | 2261.70 | 3.7 | -0.15 | 17.29 | 66 | 10 | 69 | |||
| 2 Dec | 2251.85 | 3.85 | -0.35 | 18.08 | 278 | 21 | 58 | |||
| 29 Nov | 2234.65 | 4.2 | -4.10 | 18.75 | 109 | 37 | 38 | |||
| 28 Nov | 2236.25 | 8.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 2273.95 | 8.3 | -25.85 | 18.02 | 1 | 0 | 0 | |||
| 26 Nov | 2265.25 | 34.15 | 0.00 | 4.88 | 0 | 0 | 0 | |||
| 25 Nov | 2256.95 | 34.15 | 0.00 | 4.66 | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 34.15 | 0.00 | 5.48 | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 34.15 | 0.00 | 6.75 | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 34.15 | 0.00 | 6.37 | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 34.15 | 0.00 | 6.37 | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 34.15 | 0.00 | 6.83 | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 34.15 | 0.00 | 4.37 | 0 | 0 | 0 | |||
| 4 Nov | 2246.20 | 34.15 | 4.49 | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2420 expiring on 26DEC2024
Delta for 2420 CE is 0.02
Historical price for 2420 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 40.96, the open interest changed by -1 which decreased total open position to 43
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 38.65, the open interest changed by -4 which decreased total open position to 44
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 33.76, the open interest changed by -31 which decreased total open position to 49
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 1.1, which was -1.00 lower than the previous day. The implied volatity was 29.86, the open interest changed by -1 which decreased total open position to 81
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 2.1, which was 0.70 higher than the previous day. The implied volatity was 21.85, the open interest changed by 4 which increased total open position to 81
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 22.85, the open interest changed by -1 which decreased total open position to 78
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 20.83, the open interest changed by 3 which increased total open position to 80
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 23.30, the open interest changed by 0 which decreased total open position to 77
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 2.4, which was -0.90 lower than the previous day. The implied volatity was 22.07, the open interest changed by -8 which decreased total open position to 77
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 3.3, which was -0.25 lower than the previous day. The implied volatity was 18.01, the open interest changed by -2 which decreased total open position to 86
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 3.55, which was 0.05 higher than the previous day. The implied volatity was 18.52, the open interest changed by 13 which increased total open position to 87
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 3.5, which was -0.20 lower than the previous day. The implied volatity was 18.36, the open interest changed by 7 which increased total open position to 75
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 3.7, which was -0.15 lower than the previous day. The implied volatity was 17.29, the open interest changed by 10 which increased total open position to 69
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 3.85, which was -0.35 lower than the previous day. The implied volatity was 18.08, the open interest changed by 21 which increased total open position to 58
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 4.2, which was -4.10 lower than the previous day. The implied volatity was 18.75, the open interest changed by 37 which increased total open position to 38
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 8.3, 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 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 8.3, which was -25.85 lower than the previous day. The implied volatity was 18.02, 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 34.15, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 34.15, which was 0.00 lower than the previous day. The implied volatity was 4.66, 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 34.15, which was 0.00 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 34.15, which was 0.00 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 34.15, which was 0.00 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 34.15, which was 0.00 lower than the previous day. The implied volatity was 6.37, 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 34.15, which was 0.00 lower than the previous day. The implied volatity was 6.83, 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 34.15, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 34.15, which was lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 26DEC2024 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 20 Dec | 2163.50 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 2160.40 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2188.05 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2202.95 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 2238.75 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 2253.50 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2224.05 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2241.05 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2214.45 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2228.85 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 2267.80 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 2265.50 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 2257.80 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 2261.70 | 157.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2251.85 | 157.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 2234.65 | 157.55 | -6.75 | - | 1 | 0 | 0 |
| 28 Nov | 2236.25 | 164.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 2273.95 | 164.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2265.25 | 164.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 164.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 164.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 164.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 164.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 164.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 164.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 164.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 164.3 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2420 expiring on 26DEC2024
Delta for 2420 PE is 0.00
Historical price for 2420 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 157.55, 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 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 157.55, 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 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 157.55, 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 157.55, 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 157.55, 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 157.55, 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 157.55, 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 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 157.55, 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 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 157.55, 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 157.55, 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 157.55, 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 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 157.55, 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 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 157.55, 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 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 157.55, 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 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 157.55, 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 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 157.55, which was -6.75 lower than the previous day. The implied volatity was -, 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 164.3, 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 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 164.3, 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 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 164.3, 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 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 164.3, 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 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 164.3, 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 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 164.3, 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 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 164.3, 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 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 164.3, 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 164.3, 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 164.3, 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 164.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
