NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2440 CE | ||||||||||
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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 | |||
| 20 Dec | 2163.50 | 0.6 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 19 Dec | 2160.40 | 0.6 | -0.90 | 38.75 | 2 | 0 | 101 | |||
| 18 Dec | 2188.05 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 2202.95 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2238.75 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2253.50 | 1.5 | 0.00 | 0.00 | 0 | -15 | 0 | |||
| 12 Dec | 2224.05 | 1.5 | -0.10 | 25.02 | 35 | -12 | 104 | |||
| 11 Dec | 2241.05 | 1.6 | -0.35 | 22.46 | 1 | 0 | 117 | |||
| 10 Dec | 2214.45 | 1.95 | 0.00 | 0.00 | 0 | -36 | 0 | |||
| 9 Dec | 2228.85 | 1.95 | -0.75 | 22.96 | 76 | -34 | 119 | |||
| 6 Dec | 2267.80 | 2.7 | 0.00 | 18.97 | 50 | 29 | 153 | |||
| 5 Dec | 2265.50 | 2.7 | -0.05 | 19.11 | 19 | -6 | 123 | |||
| 4 Dec | 2257.80 | 2.75 | -0.05 | 19.05 | 111 | 30 | 128 | |||
| 3 Dec | 2261.70 | 2.8 | -0.25 | 17.85 | 115 | 22 | 100 | |||
| 2 Dec | 2251.85 | 3.05 | -0.25 | 18.75 | 76 | 42 | 77 | |||
| 29 Nov | 2234.65 | 3.3 | 1.00 | 19.26 | 49 | 30 | 32 | |||
| 28 Nov | 2236.25 | 2.3 | 1.20 | 16.69 | 1 | 0 | 1 | |||
| 27 Nov | 2273.95 | 1.1 | -372.60 | 12.33 | 1 | 0 | 0 | |||
| 26 Nov | 2265.25 | 373.7 | 0.00 | 5.73 | 0 | 0 | 0 | |||
| 25 Nov | 2256.95 | 373.7 | 0.00 | 5.98 | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 373.7 | 0.00 | 6.32 | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 373.7 | 0.00 | 7.28 | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 373.7 | 0.00 | 6.95 | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 373.7 | 0.00 | 6.95 | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 373.7 | 0.00 | 7.41 | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 373.7 | 0.00 | 4.88 | 0 | 0 | 0 | |||
| 4 Nov | 2246.20 | 373.7 | 373.70 | 5.04 | 0 | 0 | 0 | |||
| 29 Oct | 2267.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2354.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2378.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2462.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2484.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2502.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2511.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2512.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 2516.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2581.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2573.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2598.15 | 0 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2440 expiring on 26DEC2024
Delta for 2440 CE is 0.00
Historical price for 2440 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 0.6, which was -0.90 lower than the previous day. The implied volatity was 38.75, the open interest changed by 0 which decreased total open position to 101
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 1.5, 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 1.5, 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 1.5, 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 1.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 25.02, the open interest changed by -12 which decreased total open position to 104
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 22.46, the open interest changed by 0 which decreased total open position to 117
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -36 which decreased total open position to 0
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 1.95, which was -0.75 lower than the previous day. The implied volatity was 22.96, the open interest changed by -34 which decreased total open position to 119
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 18.97, the open interest changed by 29 which increased total open position to 153
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 19.11, the open interest changed by -6 which decreased total open position to 123
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 19.05, the open interest changed by 30 which increased total open position to 128
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 2.8, which was -0.25 lower than the previous day. The implied volatity was 17.85, the open interest changed by 22 which increased total open position to 100
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 3.05, which was -0.25 lower than the previous day. The implied volatity was 18.75, the open interest changed by 42 which increased total open position to 77
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 3.3, which was 1.00 higher than the previous day. The implied volatity was 19.26, the open interest changed by 30 which increased total open position to 32
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 2.3, which was 1.20 higher than the previous day. The implied volatity was 16.69, the open interest changed by 0 which decreased total open position to 1
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 1.1, which was -372.60 lower than the previous day. The implied volatity was 12.33, 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 373.7, which was 0.00 lower than the previous day. The implied volatity was 5.73, 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 373.7, which was 0.00 lower than the previous day. The implied volatity was 5.98, 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 373.7, which was 0.00 lower than the previous day. The implied volatity was 6.32, 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 373.7, which was 0.00 lower than the previous day. The implied volatity was 7.28, 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 373.7, which was 0.00 lower than the previous day. The implied volatity was 6.95, 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 373.7, which was 0.00 lower than the previous day. The implied volatity was 6.95, 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 373.7, which was 0.00 lower than the previous day. The implied volatity was 7.41, 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 373.7, 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 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 373.7, which was 373.70 higher than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
On 29 Oct NESTLEIND was trading at 2267.40. 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 which decreased total open position to
On 21 Oct NESTLEIND was trading at 2354.65. 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 which decreased total open position to
On 17 Oct NESTLEIND was trading at 2378.70. 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 which decreased total open position to
On 16 Oct NESTLEIND was trading at 2462.25. 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 which decreased total open position to
On 15 Oct NESTLEIND was trading at 2484.25. 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 which decreased total open position to
On 14 Oct NESTLEIND was trading at 2502.05. 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 which decreased total open position to
On 11 Oct NESTLEIND was trading at 2511.80. 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 which decreased total open position to
On 10 Oct NESTLEIND was trading at 2512.45. 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 which decreased total open position to
On 9 Oct NESTLEIND was trading at 2516.00. 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 which decreased total open position to
On 8 Oct NESTLEIND was trading at 2581.75. 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 which decreased total open position to
On 7 Oct NESTLEIND was trading at 2573.85. 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 which decreased total open position to
On 4 Oct NESTLEIND was trading at 2598.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 26DEC2024 2440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 270 | 80.00 | - | 1 | 0 | 17 |
| 19 Dec | 2160.40 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2188.05 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2202.95 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 2238.75 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 2253.50 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2224.05 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2241.05 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2214.45 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2228.85 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 2267.80 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 2265.50 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 2257.80 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 2261.70 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2251.85 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 2234.65 | 190 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 2236.25 | 190 | 25.00 | 26.58 | 1 | 0 | 16 |
| 27 Nov | 2273.95 | 165 | -26.00 | 24.92 | 11 | 5 | 10 |
| 26 Nov | 2265.25 | 191 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 191 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 191 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 191 | 0.00 | 0.00 | 0 | 5 | 0 |
| 20 Nov | 2214.15 | 191 | 0.00 | - | 5 | 5 | 2 |
| 19 Nov | 2214.15 | 191 | 176.80 | - | 5 | 2 | 2 |
| 18 Nov | 2213.20 | 14.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 14.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 14.2 | 14.20 | - | 0 | 0 | 0 |
| 29 Oct | 2267.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2354.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2378.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2462.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2484.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2502.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2511.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2512.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2516.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2581.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2573.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2598.15 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2440 expiring on 26DEC2024
Delta for 2440 PE is -
Historical price for 2440 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 270, which was 80.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 190, 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 190, 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 190, 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 190, 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 190, 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 190, 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 190, 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 190, 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 190, 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 190, 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 190, 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 190, 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 190, 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 190, 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 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 190, 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 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 190, which was 25.00 higher than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 16
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 165, which was -26.00 lower than the previous day. The implied volatity was 24.92, the open interest changed by 5 which increased total open position to 10
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 191, 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 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 191, 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 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 191, 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 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 191, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 191, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 2
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 191, which was 176.80 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 14.2, 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 14.2, 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 14.2, which was 14.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct NESTLEIND was trading at 2267.40. 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 which decreased total open position to
On 21 Oct NESTLEIND was trading at 2354.65. 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 which decreased total open position to
On 17 Oct NESTLEIND was trading at 2378.70. 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 which decreased total open position to
On 16 Oct NESTLEIND was trading at 2462.25. 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 which decreased total open position to
On 15 Oct NESTLEIND was trading at 2484.25. 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 which decreased total open position to
On 14 Oct NESTLEIND was trading at 2502.05. 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 which decreased total open position to
On 11 Oct NESTLEIND was trading at 2511.80. 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 which decreased total open position to
On 10 Oct NESTLEIND was trading at 2512.45. 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 which decreased total open position to
On 9 Oct NESTLEIND was trading at 2516.00. 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 which decreased total open position to
On 8 Oct NESTLEIND was trading at 2581.75. 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 which decreased total open position to
On 7 Oct NESTLEIND was trading at 2573.85. 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 which decreased total open position to
On 4 Oct NESTLEIND was trading at 2598.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
