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

2211.2 -2.95 (-0.13%)

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Historical option data for NESTLEIND

21 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2440 CE
Delta: 0.02
Vega: 0.15
Theta: -0.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2211.20 0.8 0.15 34.38 86 5 144
20 Nov 2214.15 0.65 0.00 29.19 6 -3 141
19 Nov 2214.15 0.65 -0.85 29.19 6 -1 141
18 Nov 2213.20 1.5 0.20 31.12 3 0 141
14 Nov 2182.80 1.3 -1.40 27.88 207 -99 141
13 Nov 2235.25 2.7 0.00 0.00 0 -2 0
12 Nov 2256.20 2.7 -0.90 22.89 16 -3 243
11 Nov 2279.05 3.6 -1.55 19.97 57 0 244
8 Nov 2295.65 5.15 1.00 18.98 423 128 245
7 Nov 2262.85 4.15 -1.20 20.35 38 -6 118
6 Nov 2275.60 5.35 0.05 20.14 99 1 125
5 Nov 2262.45 5.3 -0.25 20.58 74 -4 124
4 Nov 2246.20 5.55 -4.45 22.30 210 -64 128
1 Nov 2282.30 10 -0.50 20.65 11 1 192
31 Oct 2262.95 10.5 -2.40 - 89 4 190
30 Oct 2276.30 12.9 0.60 - 185 5 186
29 Oct 2267.40 12.3 -3.25 - 293 -79 183
28 Oct 2272.05 15.55 -2.20 - 523 -167 265
25 Oct 2260.70 17.75 5.05 - 11 2 432
24 Oct 2258.65 12.7 -12.80 - 59 -10 430
23 Oct 2327.15 25.5 -8.45 - 14 10 440
22 Oct 2350.25 33.95 0.95 - 19 2 430
21 Oct 2354.65 33 2.00 - 29 -4 428
18 Oct 2350.25 31 -20.15 - 464 428 431
17 Oct 2378.70 51.15 -121.70 - 4 3 3
16 Oct 2462.25 172.85 0.00 - 0 0 0
15 Oct 2484.25 172.85 0.00 - 0 0 0
14 Oct 2502.05 172.85 0.00 - 0 0 0
11 Oct 2511.80 172.85 0.00 - 0 0 0
10 Oct 2512.45 172.85 0.00 - 0 0 0
9 Oct 2516.00 172.85 172.85 - 0 0 0
19 Sept 2634.20 0 0.00 - 0 0 0
18 Sept 2597.15 0 0.00 - 0 0 0
17 Sept 2546.85 0 0.00 - 0 0 0
16 Sept 2549.60 0 0.00 - 0 0 0
13 Sept 2531.40 0 0.00 - 0 0 0
12 Sept 2527.85 0 0.00 - 0 0 0
11 Sept 2526.85 0 0.00 - 0 0 0
10 Sept 2535.50 0 0.00 - 0 0 0
9 Sept 2516.75 0 0.00 - 0 0 0
6 Sept 2503.20 0 0.00 - 0 0 0
5 Sept 2504.90 0 0.00 - 0 0 0
4 Sept 2534.75 0 0.00 - 0 0 0
3 Sept 2530.75 0 0.00 - 0 0 0
2 Sept 2509.90 0 - 0 0 0


For Nestle India Limited - strike price 2440 expiring on 28NOV2024

Delta for 2440 CE is 0.02

Historical price for 2440 CE is as follows

On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 34.38, the open interest changed by 5 which increased total open position to 144


On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 29.19, the open interest changed by -3 which decreased total open position to 141


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 0.65, which was -0.85 lower than the previous day. The implied volatity was 29.19, the open interest changed by -1 which decreased total open position to 141


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was 31.12, the open interest changed by 0 which decreased total open position to 141


On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 1.3, which was -1.40 lower than the previous day. The implied volatity was 27.88, the open interest changed by -99 which decreased total open position to 141


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 2.7, 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 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 2.7, which was -0.90 lower than the previous day. The implied volatity was 22.89, the open interest changed by -3 which decreased total open position to 243


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 3.6, which was -1.55 lower than the previous day. The implied volatity was 19.97, the open interest changed by 0 which decreased total open position to 244


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 5.15, which was 1.00 higher than the previous day. The implied volatity was 18.98, the open interest changed by 128 which increased total open position to 245


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 4.15, which was -1.20 lower than the previous day. The implied volatity was 20.35, the open interest changed by -6 which decreased total open position to 118


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 5.35, which was 0.05 higher than the previous day. The implied volatity was 20.14, the open interest changed by 1 which increased total open position to 125


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 5.3, which was -0.25 lower than the previous day. The implied volatity was 20.58, the open interest changed by -4 which decreased total open position to 124


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 5.55, which was -4.45 lower than the previous day. The implied volatity was 22.30, the open interest changed by -64 which decreased total open position to 128


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 10, which was -0.50 lower than the previous day. The implied volatity was 20.65, the open interest changed by 1 which increased total open position to 192


On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 10.5, which was -2.40 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 12.9, which was 0.60 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 12.3, which was -3.25 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 15.55, which was -2.20 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 17.75, which was 5.05 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 12.7, which was -12.80 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 25.5, which was -8.45 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 33.95, which was 0.95 higher 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 33, which was 2.00 higher 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 31, 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 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 51.15, which was -121.70 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 172.85, 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 172.85, 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 172.85, 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 172.85, 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 172.85, 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 172.85, which was 172.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept NESTLEIND was trading at 2634.20. 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 which decreased total open position to


On 18 Sept NESTLEIND was trading at 2597.15. 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 Sept NESTLEIND was trading at 2546.85. 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 16 Sept NESTLEIND was trading at 2549.60. 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 which decreased total open position to


On 13 Sept NESTLEIND was trading at 2531.40. 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 12 Sept NESTLEIND was trading at 2527.85. 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 11 Sept NESTLEIND was trading at 2526.85. 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 10 Sept NESTLEIND was trading at 2535.50. 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 Sept NESTLEIND was trading at 2516.75. 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 6 Sept NESTLEIND was trading at 2503.20. 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 which decreased total open position to


On 5 Sept NESTLEIND was trading at 2504.90. 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 Sept NESTLEIND was trading at 2534.75. 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 3 Sept NESTLEIND was trading at 2530.75. 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 2 Sept NESTLEIND was trading at 2509.90. 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 28NOV2024 2440 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2211.20 203.95 0.00 0.00 0 -5 0
20 Nov 2214.15 203.95 0.00 - 5 -5 54
19 Nov 2214.15 203.95 34.05 - 5 -3 54
18 Nov 2213.20 169.9 0.00 0.00 0 0 0
14 Nov 2182.80 169.9 0.00 0.00 0 0 0
13 Nov 2235.25 169.9 0.00 0.00 0 0 0
12 Nov 2256.20 169.9 2.50 - 1 0 57
11 Nov 2279.05 167.4 -5.60 36.77 2 1 57
8 Nov 2295.65 173 0.00 0.00 0 0 0
7 Nov 2262.85 173 0.00 0.00 0 -1 0
6 Nov 2275.60 173 -6.65 32.63 4 0 57
5 Nov 2262.45 179.65 -6.10 31.52 4 0 58
4 Nov 2246.20 185.75 18.75 23.88 4 2 56
1 Nov 2282.30 167 0.00 0.00 0 -1 0
31 Oct 2262.95 167 10.00 - 7 -1 54
30 Oct 2276.30 157 -8.00 - 39 27 47
29 Oct 2267.40 165 0.00 - 0 10 0
28 Oct 2272.05 165 -1.00 - 17 10 20
25 Oct 2260.70 166 81.00 - 5 0 10
24 Oct 2258.65 85 0.00 - 0 0 0
23 Oct 2327.15 85 0.00 - 0 0 0
22 Oct 2350.25 85 0.00 - 0 0 0
21 Oct 2354.65 85 0.00 - 0 0 0
18 Oct 2350.25 85 0.00 - 0 4 0
17 Oct 2378.70 85 27.00 - 9 3 9
16 Oct 2462.25 58 -6.40 - 7 5 5
15 Oct 2484.25 64.4 0.00 - 0 0 0
14 Oct 2502.05 64.4 0.00 - 0 0 0
11 Oct 2511.80 64.4 0.00 - 0 0 0
10 Oct 2512.45 64.4 0.00 - 0 0 0
9 Oct 2516.00 64.4 0.00 - 0 0 0
19 Sept 2634.20 64.4 0.00 - 0 0 0
18 Sept 2597.15 64.4 0.00 - 0 0 0
17 Sept 2546.85 64.4 0.00 - 0 0 0
16 Sept 2549.60 64.4 64.40 - 0 0 0
13 Sept 2531.40 0 0.00 - 0 0 0
12 Sept 2527.85 0 0.00 - 0 0 0
11 Sept 2526.85 0 0.00 - 0 0 0
10 Sept 2535.50 0 0.00 - 0 0 0
9 Sept 2516.75 0 0.00 - 0 0 0
6 Sept 2503.20 0 0.00 - 0 0 0
5 Sept 2504.90 0 0.00 - 0 0 0
4 Sept 2534.75 0 0.00 - 0 0 0
3 Sept 2530.75 0 0.00 - 0 0 0
2 Sept 2509.90 0 - 0 0 0


For Nestle India Limited - strike price 2440 expiring on 28NOV2024

Delta for 2440 PE is 0.00

Historical price for 2440 PE is as follows

On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 203.95, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 203.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 54


On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 203.95, which was 34.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 54


On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 169.9, 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 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 169.9, 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 169.9, 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 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 169.9, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 167.4, which was -5.60 lower than the previous day. The implied volatity was 36.77, the open interest changed by 1 which increased total open position to 57


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 173, 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 173, 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 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 173, which was -6.65 lower than the previous day. The implied volatity was 32.63, the open interest changed by 0 which decreased total open position to 57


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 179.65, which was -6.10 lower than the previous day. The implied volatity was 31.52, the open interest changed by 0 which decreased total open position to 58


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 185.75, which was 18.75 higher than the previous day. The implied volatity was 23.88, the open interest changed by 2 which increased total open position to 56


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 167, 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 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 167, which was 10.00 higher 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 157, which was -8.00 lower 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 165, 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 165, which was -1.00 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 166, which was 81.00 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 85, 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 85, 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 85, 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 85, 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 85, 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 85, which was 27.00 higher 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 58, which was -6.40 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 64.4, 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 64.4, 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 64.4, 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 64.4, 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 64.4, 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 19 Sept NESTLEIND was trading at 2634.20. The strike last trading price was 64.4, 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 Sept NESTLEIND was trading at 2597.15. The strike last trading price was 64.4, 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 Sept NESTLEIND was trading at 2546.85. The strike last trading price was 64.4, 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 Sept NESTLEIND was trading at 2549.60. The strike last trading price was 64.4, which was 64.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept NESTLEIND was trading at 2531.40. 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 12 Sept NESTLEIND was trading at 2527.85. 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 11 Sept NESTLEIND was trading at 2526.85. 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 10 Sept NESTLEIND was trading at 2535.50. 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 Sept NESTLEIND was trading at 2516.75. 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 6 Sept NESTLEIND was trading at 2503.20. 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 which decreased total open position to


On 5 Sept NESTLEIND was trading at 2504.90. 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 Sept NESTLEIND was trading at 2534.75. 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 3 Sept NESTLEIND was trading at 2530.75. 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 2 Sept NESTLEIND was trading at 2509.90. 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