NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
14 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.24
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2182.80 | 1.1 | -0.30 | 28.88 | 4 | 0 | 67 | |||
| 13 Nov | 2235.25 | 1.4 | -0.60 | 23.69 | 43 | -13 | 68 | |||
| 12 Nov | 2256.20 | 2 | -1.10 | 23.36 | 41 | 9 | 98 | |||
| 11 Nov | 2279.05 | 3.1 | -1.00 | 21.21 | 44 | 12 | 89 | |||
| 8 Nov | 2295.65 | 4.1 | 0.40 | 19.76 | 53 | 35 | 78 | |||
| 7 Nov | 2262.85 | 3.7 | -0.75 | 21.56 | 16 | -4 | 45 | |||
| 6 Nov | 2275.60 | 4.45 | -0.15 | 20.99 | 33 | 0 | 50 | |||
| 5 Nov | 2262.45 | 4.6 | -0.10 | 21.59 | 28 | 4 | 50 | |||
| 4 Nov | 2246.20 | 4.7 | -4.50 | 23.02 | 89 | -13 | 46 | |||
| 1 Nov | 2282.30 | 9.2 | 0.40 | 21.95 | 2 | 0 | 58 | |||
| 31 Oct | 2262.95 | 8.8 | -2.00 | - | 36 | 6 | 59 | |||
| 30 Oct | 2276.30 | 10.8 | 0.60 | - | 55 | -24 | 52 | |||
| 29 Oct | 2267.40 | 10.2 | -2.10 | - | 31 | -2 | 76 | |||
| 28 Oct | 2272.05 | 12.3 | -0.20 | - | 78 | 48 | 77 | |||
| 25 Oct | 2260.70 | 12.5 | 0.00 | - | 15 | -2 | 29 | |||
| 24 Oct | 2258.65 | 12.5 | -9.05 | - | 53 | 10 | 31 | |||
| 23 Oct | 2327.15 | 21.55 | -12.80 | - | 15 | 11 | 23 | |||
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| 22 Oct | 2350.25 | 34.35 | 7.40 | - | 7 | 3 | 10 | |||
| 21 Oct | 2354.65 | 26.95 | 1.25 | - | 9 | 3 | 11 | |||
| 18 Oct | 2350.25 | 25.7 | -310.10 | - | 9 | 8 | 8 | |||
| 17 Oct | 2378.70 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2462.25 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2484.25 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2502.05 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2511.80 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2512.45 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2516.00 | 335.8 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2460 expiring on 28NOV2024
Delta for 2460 CE is 0.02
Historical price for 2460 CE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 28.88, the open interest changed by 0 which decreased total open position to 67
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 23.69, the open interest changed by -13 which decreased total open position to 68
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 2, which was -1.10 lower than the previous day. The implied volatity was 23.36, the open interest changed by 9 which increased total open position to 98
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 3.1, which was -1.00 lower than the previous day. The implied volatity was 21.21, the open interest changed by 12 which increased total open position to 89
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 4.1, which was 0.40 higher than the previous day. The implied volatity was 19.76, the open interest changed by 35 which increased total open position to 78
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 3.7, which was -0.75 lower than the previous day. The implied volatity was 21.56, the open interest changed by -4 which decreased total open position to 45
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 4.45, which was -0.15 lower than the previous day. The implied volatity was 20.99, the open interest changed by 0 which decreased total open position to 50
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 4.6, which was -0.10 lower than the previous day. The implied volatity was 21.59, the open interest changed by 4 which increased total open position to 50
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 4.7, which was -4.50 lower than the previous day. The implied volatity was 23.02, the open interest changed by -13 which decreased total open position to 46
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 9.2, which was 0.40 higher than the previous day. The implied volatity was 21.95, the open interest changed by 0 which decreased total open position to 58
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 8.8, which was -2.00 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 10.8, 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 10.2, which was -2.10 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 12.3, which was -0.20 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 12.5, 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 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 12.5, which was -9.05 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 21.55, 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 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 34.35, which was 7.40 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 26.95, which was 1.25 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 25.7, which was -310.10 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 335.8, 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 335.8, 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 335.8, 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 335.8, 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 335.8, 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 335.8, 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 335.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2460 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 |
| 14 Nov | 2182.80 | 167.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 2235.25 | 167.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 167.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 2279.05 | 167.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 2295.65 | 167.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 2262.85 | 167.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 2275.60 | 167.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 2262.45 | 167.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 167.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 2282.30 | 167.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 2262.95 | 167.35 | 0.00 | - | 0 | 28 | 0 |
| 30 Oct | 2276.30 | 167.35 | -13.65 | - | 29 | 16 | 18 |
| 29 Oct | 2267.40 | 181 | 34.00 | - | 1 | 0 | 1 |
| 28 Oct | 2272.05 | 147 | 137.50 | - | 1 | 0 | 0 |
| 25 Oct | 2260.70 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2258.65 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2327.15 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2350.25 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2354.65 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2350.25 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2378.70 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2462.25 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2484.25 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2502.05 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2511.80 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2512.45 | 9.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2516.00 | 9.5 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2460 expiring on 28NOV2024
Delta for 2460 PE is 0.00
Historical price for 2460 PE is as follows
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 167.35, 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 167.35, 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 167.35, 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 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 167.35, 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 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 167.35, 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 167.35, 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 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 167.35, 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 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 167.35, 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 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 167.35, 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 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 167.35, 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 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 167.35, 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 30 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 167.35, which was -13.65 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 181, which was 34.00 higher 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 147, which was 137.50 higher 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 9.5, 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 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, 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 9.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
