NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2460 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 | -10 | 0 | |||
| 19 Dec | 2160.40 | 0.6 | -0.20 | 41.03 | 18 | -10 | 28 | |||
| 18 Dec | 2188.05 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 17 Dec | 2202.95 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2238.75 | 0.8 | -0.45 | 26.57 | 5 | -1 | 37 | |||
| 13 Dec | 2253.50 | 1.25 | 0.05 | 23.64 | 49 | 10 | 38 | |||
| 12 Dec | 2224.05 | 1.2 | -0.15 | 25.87 | 62 | -16 | 28 | |||
| 11 Dec | 2241.05 | 1.35 | -0.40 | 23.56 | 10 | -4 | 45 | |||
| 10 Dec | 2214.45 | 1.75 | 0.70 | 26.67 | 6 | -1 | 49 | |||
| 9 Dec | 2228.85 | 1.05 | -1.10 | 22.10 | 32 | 4 | 51 | |||
| 6 Dec | 2267.80 | 2.15 | 0.50 | 19.72 | 2 | -1 | 47 | |||
| 5 Dec | 2265.50 | 1.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2257.80 | 1.65 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 3 Dec | 2261.70 | 1.65 | -0.55 | 17.52 | 11 | 5 | 48 | |||
| 2 Dec | 2251.85 | 2.2 | -0.30 | 19.01 | 5 | 0 | 43 | |||
| 29 Nov | 2234.65 | 2.5 | -2.25 | 19.59 | 62 | 39 | 41 | |||
| 28 Nov | 2236.25 | 4.75 | -13.00 | 21.71 | 1 | 0 | 1 | |||
| 27 Nov | 2273.95 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 2265.25 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 2256.95 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 17.75 | -7.45 | 0.00 | 0 | 0 | 1 | |||
| 4 Nov | 2246.20 | 25.2 | 5.56 | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2460 expiring on 26DEC2024
Delta for 2460 CE is 0.00
Historical price for 2460 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 -10 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 -0.20 lower than the previous day. The implied volatity was 41.03, the open interest changed by -10 which decreased total open position to 28
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 0.8, 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 0.8, 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 0.8, which was -0.45 lower than the previous day. The implied volatity was 26.57, the open interest changed by -1 which decreased total open position to 37
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 23.64, the open interest changed by 10 which increased total open position to 38
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 25.87, the open interest changed by -16 which decreased total open position to 28
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was 23.56, the open interest changed by -4 which decreased total open position to 45
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 1.75, which was 0.70 higher than the previous day. The implied volatity was 26.67, the open interest changed by -1 which decreased total open position to 49
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 1.05, which was -1.10 lower than the previous day. The implied volatity was 22.10, the open interest changed by 4 which increased total open position to 51
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 2.15, which was 0.50 higher than the previous day. The implied volatity was 19.72, the open interest changed by -1 which decreased total open position to 47
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 1.65, 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 1.65, 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 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 17.52, the open interest changed by 5 which increased total open position to 48
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 2.2, which was -0.30 lower than the previous day. The implied volatity was 19.01, the open interest changed by 0 which decreased total open position to 43
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 2.5, which was -2.25 lower than the previous day. The implied volatity was 19.59, the open interest changed by 39 which increased total open position to 41
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 4.75, which was -13.00 lower than the previous day. The implied volatity was 21.71, 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 17.75, 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 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 17.75, 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 17.75, 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 17.75, 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 17.75, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 17.75, 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 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 17.75, 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 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 17.75, 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 17.75, which was -7.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 25.2, which was lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 26DEC2024 2460 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 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 2160.40 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 2188.05 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 2202.95 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 2238.75 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 2253.50 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 2224.05 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 2241.05 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 2214.45 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 2228.85 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 2267.80 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 2265.50 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 2257.80 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 2261.70 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 2251.85 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 2234.65 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 2236.25 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 2273.95 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2265.25 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2256.95 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 194.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 194.9 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2460 expiring on 26DEC2024
Delta for 2460 PE is -
Historical price for 2460 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 194.9, 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 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 194.9, 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 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 194.9, 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 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 194.9, 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 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 194.9, 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 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 194.9, 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 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 194.9, 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 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 194.9, 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 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 194.9, 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 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 194.9, 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 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 194.9, 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 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 194.9, 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 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 194.9, 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 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 194.9, 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 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 194.9, 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 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 194.9, 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 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 194.9, 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 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 194.9, 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 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 194.9, 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 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 194.9, 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 194.9, 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 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 194.9, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 194.9, 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 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 194.9, 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 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 194.9, 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 194.9, 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 194.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
