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

2212.65 27.65 (1.27%)

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Historical option data for NESTLEIND

07 Jan 2025 04:10 PM IST
NESTLEIND 30JAN2025 2440 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 2212.65 1.8 0.00 0.00 0 -5 0
6 Jan 2185.00 1.8 -0.85 21.80 15 -4 96
3 Jan 2232.70 2.65 0.65 18.70 86 52 97
2 Jan 2200.20 2 -0.95 20.14 22 5 46
1 Jan 2169.25 2.95 1.55 23.05 1 0 41
31 Dec 2170.05 1.4 0.00 0.00 0 25 0
30 Dec 2159.90 1.4 -0.20 20.37 67 26 42
27 Dec 2165.60 1.6 0.00 19.20 3 0 16
26 Dec 2149.90 1.6 -0.50 19.70 3 0 16
24 Dec 2166.70 2.1 -1.30 18.96 4 0 16
23 Dec 2151.60 3.4 2.85 21.36 27 14 15
20 Dec 2163.50 0.55 -52.30 14.75 1 0 0
19 Dec 2160.40 52.85 52.85 8.05 0 0 0
25 Nov 2256.95 0 0.00 3.14 0 0 0
22 Nov 2247.30 0 0.00 3.72 0 0 0
12 Nov 2256.20 0 0.00 3.15 0 0 0
11 Nov 2279.05 0 0.00 2.73 0 0 0
8 Nov 2295.65 0 0.00 2.17 0 0 0
7 Nov 2262.85 0 0.00 2.91 0 0 0
6 Nov 2275.60 0 0.00 2.54 0 0 0
5 Nov 2262.45 0 0.00 2.76 0 0 0
4 Nov 2246.20 0 3.20 0 0 0


For Nestle India Limited - strike price 2440 expiring on 30JAN2025

Delta for 2440 CE is 0.00

Historical price for 2440 CE is as follows

On 7 Jan NESTLEIND was trading at 2212.65. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 6 Jan NESTLEIND was trading at 2185.00. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 21.80, the open interest changed by -4 which decreased total open position to 96


On 3 Jan NESTLEIND was trading at 2232.70. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 18.70, the open interest changed by 52 which increased total open position to 97


On 2 Jan NESTLEIND was trading at 2200.20. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 20.14, the open interest changed by 5 which increased total open position to 46


On 1 Jan NESTLEIND was trading at 2169.25. The strike last trading price was 2.95, which was 1.55 higher than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 41


On 31 Dec NESTLEIND was trading at 2170.05. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0


On 30 Dec NESTLEIND was trading at 2159.90. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 20.37, the open interest changed by 26 which increased total open position to 42


On 27 Dec NESTLEIND was trading at 2165.60. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 19.20, the open interest changed by 0 which decreased total open position to 16


On 26 Dec NESTLEIND was trading at 2149.90. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 19.70, the open interest changed by 0 which decreased total open position to 16


On 24 Dec NESTLEIND was trading at 2166.70. The strike last trading price was 2.1, which was -1.30 lower than the previous day. The implied volatity was 18.96, the open interest changed by 0 which decreased total open position to 16


On 23 Dec NESTLEIND was trading at 2151.60. The strike last trading price was 3.4, which was 2.85 higher than the previous day. The implied volatity was 21.36, the open interest changed by 14 which increased total open position to 15


On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 0.55, which was -52.30 lower than the previous day. The implied volatity was 14.75, 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 52.85, which was 52.85 higher than the previous day. The implied volatity was 8.05, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.72, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.91, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.76, 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 0, which was lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 30JAN2025 2440 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 2212.65 238 0.00 0.00 0 0 0
6 Jan 2185.00 238 0.00 0.00 0 0 0
3 Jan 2232.70 238 0.00 0.00 0 -5 0
2 Jan 2200.20 238 -32.00 33.44 5 -3 13
1 Jan 2169.25 270 0.00 0.00 0 0 0
31 Dec 2170.05 270 0.00 0.00 0 0 0
30 Dec 2159.90 270 0.00 0.00 0 0 0
27 Dec 2165.60 270 0.00 0.00 0 0 0
26 Dec 2149.90 270 0.00 0.00 0 0 0
24 Dec 2166.70 270 0.00 0.00 0 15 0
23 Dec 2151.60 270 17.00 29.97 15 14 15
20 Dec 2163.50 253 67.00 22.40 1 0 0
19 Dec 2160.40 186 186.00 - 0 0 0
25 Nov 2256.95 0 0.00 - 0 0 0
22 Nov 2247.30 0 0.00 - 0 0 0
12 Nov 2256.20 0 0.00 - 0 0 0
11 Nov 2279.05 0 0.00 - 0 0 0
8 Nov 2295.65 0 0.00 - 0 0 0
7 Nov 2262.85 0 0.00 - 0 0 0
6 Nov 2275.60 0 0.00 - 0 0 0
5 Nov 2262.45 0 0.00 - 0 0 0
4 Nov 2246.20 0 - 0 0 0


For Nestle India Limited - strike price 2440 expiring on 30JAN2025

Delta for 2440 PE is 0.00

Historical price for 2440 PE is as follows

On 7 Jan NESTLEIND was trading at 2212.65. The strike last trading price was 238, 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 Jan NESTLEIND was trading at 2185.00. The strike last trading price was 238, 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 Jan NESTLEIND was trading at 2232.70. The strike last trading price was 238, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 2 Jan NESTLEIND was trading at 2200.20. The strike last trading price was 238, which was -32.00 lower than the previous day. The implied volatity was 33.44, the open interest changed by -3 which decreased total open position to 13


On 1 Jan NESTLEIND was trading at 2169.25. The strike last trading price was 270, 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 Dec NESTLEIND was trading at 2170.05. The strike last trading price was 270, 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 30 Dec NESTLEIND was trading at 2159.90. The strike last trading price was 270, 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 27 Dec NESTLEIND was trading at 2165.60. The strike last trading price was 270, 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 26 Dec NESTLEIND was trading at 2149.90. The strike last trading price was 270, 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 24 Dec NESTLEIND was trading at 2166.70. The strike last trading price was 270, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0


On 23 Dec NESTLEIND was trading at 2151.60. The strike last trading price was 270, which was 17.00 higher than the previous day. The implied volatity was 29.97, the open interest changed by 14 which increased total open position to 15


On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 253, which was 67.00 higher than the previous day. The implied volatity was 22.40, 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 186, which was 186.00 higher 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 0, 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 0, 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 0, 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 11 Nov NESTLEIND was trading at 2279.05. 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 0 which decreased total open position to 0


On 8 Nov NESTLEIND was trading at 2295.65. 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 0 which decreased total open position to 0


On 7 Nov NESTLEIND was trading at 2262.85. 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 0 which decreased total open position to 0


On 6 Nov NESTLEIND was trading at 2275.60. 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 0 which decreased total open position to 0


On 5 Nov NESTLEIND was trading at 2262.45. 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 0 which decreased total open position to 0


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0