NESTLEIND
NESTLE INDIA LIMITED
Historical option data for NESTLEIND
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 2574.15 | 89.1 | 12.60 | - | 34,800 | 2,000 | 43,200 | |||
| 4 Jul | 2545.15 | 76.5 | - | 41,800 | -5,400 | 41,200 | ||||
| 3 Jul | 2551.50 | 84.9 | - | 36,800 | 4,600 | 46,600 | ||||
| 2 Jul | 2544.45 | 83.35 | - | 50,200 | -5,800 | 42,200 | ||||
| 1 Jul | 2568.10 | 98.5 | - | 99,200 | -3,800 | 48,000 | ||||
| 28 Jun | 2551.65 | 92.6 | - | 3,09,200 | -17,000 | 51,800 | ||||
| 27 Jun | 2533.75 | 76.8 | - | 1,08,600 | 21,800 | 68,800 | ||||
| 26 Jun | 2534.25 | 89.3 | - | 1,06,800 | 13,000 | 44,000 | ||||
| 25 Jun | 2515.45 | 74 | - | 23,400 | 600 | 31,000 | ||||
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| 24 Jun | 2530.05 | 84.35 | - | 1,24,400 | 15,200 | 31,200 | ||||
| 21 Jun | 2498.40 | 72.90 | - | 15,200 | 11,200 | 16,000 | ||||
| 20 Jun | 2539.75 | 100.00 | - | 1,800 | 200 | 4,800 | ||||
| 19 Jun | 2526.05 | 93.95 | - | 600 | 400 | 4,600 | ||||
| 18 Jun | 2550.35 | 98.00 | - | 600 | 400 | 3,800 | ||||
| 14 Jun | 2542.50 | 105.00 | - | 2,200 | 1,600 | 3,400 | ||||
| 13 Jun | 2551.75 | 117.55 | - | 800 | 200 | 2,000 | ||||
| 12 Jun | 2537.30 | 110.00 | - | 400 | 200 | 1,800 | ||||
| 11 Jun | 2541.95 | 124.85 | - | 800 | 600 | 1,400 | ||||
| 7 Jun | 2502.45 | 101.55 | - | 400 | 600 | 600 | ||||
| 5 Jun | 2509.85 | 95.00 | - | 200 | 200 | 400 | ||||
| 4 Jun | 2427.75 | 54.00 | - | 200 | 200 | 200 | ||||
For NESTLE INDIA LIMITED - strike price 2500 expiring on 25JUL2024
Delta for 2500 CE is -
Historical price for 2500 CE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 89.1, which was 12.60 higher than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 43200
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 76.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 41200
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 84.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 46600
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 83.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -5800 which decreased total open position to 42200
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 98.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -3800 which decreased total open position to 48000
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 92.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -17000 which decreased total open position to 51800
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 76.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 21800 which increased total open position to 68800
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 89.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 13000 which increased total open position to 44000
On 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 74, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 31000
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 84.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 15200 which increased total open position to 31200
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 72.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 16000
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 4800
On 19 Jun NESTLEIND was trading at 2526.05. The strike last trading price was 93.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 4600
On 18 Jun NESTLEIND was trading at 2550.35. The strike last trading price was 98.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 3800
On 14 Jun NESTLEIND was trading at 2542.50. The strike last trading price was 105.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 3400
On 13 Jun NESTLEIND was trading at 2551.75. The strike last trading price was 117.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2000
On 12 Jun NESTLEIND was trading at 2537.30. The strike last trading price was 110.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1800
On 11 Jun NESTLEIND was trading at 2541.95. The strike last trading price was 124.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1400
On 7 Jun NESTLEIND was trading at 2502.45. The strike last trading price was 101.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 600
On 5 Jun NESTLEIND was trading at 2509.85. The strike last trading price was 95.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 400
On 4 Jun NESTLEIND was trading at 2427.75. The strike last trading price was 54.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 2574.15 | 21.4 | -10.20 | - | 31,400 | 800 | 72,400 |
| 4 Jul | 2545.15 | 31.6 | - | 41,800 | -2,600 | 71,600 | |
| 3 Jul | 2551.50 | 30.2 | - | 53,000 | 8,000 | 74,200 | |
| 2 Jul | 2544.45 | 30.95 | - | 93,400 | -4,600 | 66,000 | |
| 1 Jul | 2568.10 | 28.95 | - | 1,11,400 | 13,200 | 70,600 | |
| 28 Jun | 2551.65 | 32.75 | - | 1,06,000 | 8,400 | 57,400 | |
| 27 Jun | 2533.75 | 46.95 | - | 39,200 | 15,800 | 49,000 | |
| 26 Jun | 2534.25 | 44.6 | - | 34,200 | 9,800 | 33,000 | |
| 25 Jun | 2515.45 | 52 | - | 16,600 | -600 | 23,200 | |
| 24 Jun | 2530.05 | 48 | - | 21,200 | 5,400 | 23,800 | |
| 21 Jun | 2498.40 | 72.00 | - | 20,000 | 11,600 | 17,000 | |
| 20 Jun | 2539.75 | 48.90 | - | 3,000 | 200 | 5,400 | |
| 19 Jun | 2526.05 | 52.00 | - | 3,200 | 800 | 5,200 | |
| 18 Jun | 2550.35 | 41.00 | - | 3,000 | 2,000 | 4,400 | |
| 14 Jun | 2542.50 | 49.00 | - | 1,600 | 800 | 2,400 | |
| 13 Jun | 2551.75 | 38.25 | - | 1,200 | 200 | 1,400 | |
| 12 Jun | 2537.30 | 47.75 | - | 1,000 | 600 | 1,200 | |
| 11 Jun | 2541.95 | 50.00 | - | 200 | 0 | 400 | |
| 7 Jun | 2502.45 | 89.20 | - | 200 | 200 | 200 | |
| 5 Jun | 2509.85 | 70.00 | - | 200 | 0 | 0 | |
| 4 Jun | 2427.75 | 125.60 | - | 0 | 0 | 0 | |
For NESTLE INDIA LIMITED - strike price 2500 expiring on 25JUL2024
Delta for 2500 PE is -
Historical price for 2500 PE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 21.4, which was -10.20 lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 72400
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 31.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -2600 which decreased total open position to 71600
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 30.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 74200
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 30.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -4600 which decreased total open position to 66000
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 28.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 13200 which increased total open position to 70600
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 32.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 57400
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 46.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15800 which increased total open position to 49000
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 44.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 33000
On 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 52, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 23200
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 48, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 23800
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 72.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11600 which increased total open position to 17000
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 48.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 5400
On 19 Jun NESTLEIND was trading at 2526.05. The strike last trading price was 52.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 5200
On 18 Jun NESTLEIND was trading at 2550.35. The strike last trading price was 41.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 4400
On 14 Jun NESTLEIND was trading at 2542.50. The strike last trading price was 49.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 2400
On 13 Jun NESTLEIND was trading at 2551.75. The strike last trading price was 38.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1400
On 12 Jun NESTLEIND was trading at 2537.30. The strike last trading price was 47.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1200
On 11 Jun NESTLEIND was trading at 2541.95. The strike last trading price was 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 7 Jun NESTLEIND was trading at 2502.45. The strike last trading price was 89.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 5 Jun NESTLEIND was trading at 2509.85. The strike last trading price was 70.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun NESTLEIND was trading at 2427.75. The strike last trading price was 125.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0