NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2440 CE | ||||||||||
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Delta: 0.03
Vega: 0.28
Theta: -0.30
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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 | |||
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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 0.03
Historical price for 2440 CE is as follows
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 | |||||||
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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 |
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 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