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

2182.8 -52.45 (-2.35%)

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Historical option data for NESTLEIND

14 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2480 CE
Delta: 0.02
Vega: 0.21
Theta: -0.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2182.80 0.95 -0.30 29.92 25 -10 103
13 Nov 2235.25 1.25 -0.50 24.96 9 -3 113
12 Nov 2256.20 1.75 -0.60 24.53 43 -8 131
11 Nov 2279.05 2.35 -0.85 21.80 111 31 143
8 Nov 2295.65 3.2 0.20 20.48 82 -19 113
7 Nov 2262.85 3 -0.85 22.24 31 1 132
6 Nov 2275.60 3.85 -0.25 21.97 43 -2 130
5 Nov 2262.45 4.1 0.05 22.68 81 14 132
4 Nov 2246.20 4.05 -3.45 23.89 37 -4 117
1 Nov 2282.30 7.5 0.00 22.38 3 0 121
31 Oct 2262.95 7.5 -1.60 - 27 -7 121
30 Oct 2276.30 9.1 0.75 - 221 61 128
29 Oct 2267.40 8.35 -1.65 - 33 2 66
28 Oct 2272.05 10 -0.65 - 33 21 62
25 Oct 2260.70 10.65 0.00 - 1 0 41
24 Oct 2258.65 10.65 -16.85 - 28 -4 43
23 Oct 2327.15 27.5 3.00 - 2 0 46
22 Oct 2350.25 24.5 2.35 - 13 3 47
21 Oct 2354.65 22.15 1.35 - 4 0 44
18 Oct 2350.25 20.8 -16.20 - 44 23 44
17 Oct 2378.70 37 -33.50 - 25 17 20
16 Oct 2462.25 70.5 -13.05 - 2 1 3
15 Oct 2484.25 83.55 -6.50 - 2 0 2
14 Oct 2502.05 90.05 -59.10 - 2 0 0
11 Oct 2511.80 149.15 0.00 - 0 0 0
10 Oct 2512.45 149.15 0.00 - 0 0 0
9 Oct 2516.00 149.15 149.15 - 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 2480 expiring on 28NOV2024

Delta for 2480 CE is 0.02

Historical price for 2480 CE is as follows

On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 29.92, the open interest changed by -10 which decreased total open position to 103


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was 24.96, the open interest changed by -3 which decreased total open position to 113


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 1.75, which was -0.60 lower than the previous day. The implied volatity was 24.53, the open interest changed by -8 which decreased total open position to 131


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 2.35, which was -0.85 lower than the previous day. The implied volatity was 21.80, the open interest changed by 31 which increased total open position to 143


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 3.2, which was 0.20 higher than the previous day. The implied volatity was 20.48, the open interest changed by -19 which decreased total open position to 113


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 22.24, the open interest changed by 1 which increased total open position to 132


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 3.85, which was -0.25 lower than the previous day. The implied volatity was 21.97, the open interest changed by -2 which decreased total open position to 130


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 22.68, the open interest changed by 14 which increased total open position to 132


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 4.05, which was -3.45 lower than the previous day. The implied volatity was 23.89, the open interest changed by -4 which decreased total open position to 117


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 121


On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 7.5, which was -1.60 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 9.1, which was 0.75 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 8.35, which was -1.65 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 10, which was -0.65 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 10.65, 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 10.65, which was -16.85 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 27.5, which was 3.00 higher 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 24.5, which was 2.35 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 22.15, which was 1.35 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 20.8, which was -16.20 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 37, which was -33.50 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 70.5, which was -13.05 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 83.55, which was -6.50 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 90.05, which was -59.10 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 149.15, 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 149.15, 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 149.15, which was 149.15 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 2480 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2182.80 80 0.00 - 0 0 0
13 Nov 2235.25 80 0.00 - 0 0 0
12 Nov 2256.20 80 0.00 - 0 0 0
11 Nov 2279.05 80 0.00 - 0 0 0
8 Nov 2295.65 80 0.00 - 0 0 0
7 Nov 2262.85 80 0.00 - 0 0 0
6 Nov 2275.60 80 0.00 - 0 0 0
5 Nov 2262.45 80 0.00 - 0 0 0
4 Nov 2246.20 80 0.00 - 0 0 0
1 Nov 2282.30 80 0.00 - 0 0 0
31 Oct 2262.95 80 0.00 - 0 0 0
30 Oct 2276.30 80 0.00 - 0 0 0
29 Oct 2267.40 80 0.00 - 0 0 0
28 Oct 2272.05 80 0.00 - 0 0 0
25 Oct 2260.70 80 0.00 - 0 0 0
24 Oct 2258.65 80 0.00 - 0 0 0
23 Oct 2327.15 80 0.00 - 0 0 0
22 Oct 2350.25 80 0.00 - 0 0 0
21 Oct 2354.65 80 0.00 - 0 0 0
18 Oct 2350.25 80 0.00 - 0 0 0
17 Oct 2378.70 80 0.00 - 0 0 0
16 Oct 2462.25 80 0.00 - 0 0 0
15 Oct 2484.25 80 0.00 - 0 0 0
14 Oct 2502.05 80 0.00 - 0 0 0
11 Oct 2511.80 80 0.00 - 0 0 0
10 Oct 2512.45 80 0.00 - 0 0 0
9 Oct 2516.00 80 80.00 - 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 2480 expiring on 28NOV2024

Delta for 2480 PE is -

Historical price for 2480 PE is as follows

On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 80, 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 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 80, 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 80, 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 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 80, 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 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 80, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 80, 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 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 80, 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 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 80, 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 80, 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 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 80, 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 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 80, 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 80, 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 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 80, 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 80, 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 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, which was 80.00 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