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

2207.9 8.96 (0.41%)

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Historical option data for NESTLEIND

24 Jan 2025 04:10 PM IST
NESTLEIND 30JAN2025 2500 CE
Delta: 0.01
Vega: 0.10
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 2207.90 0.55 -0.15 42.32 36 2 398
23 Jan 2198.95 0.7 -0.05 42.23 179 5 397
22 Jan 2207.80 0.75 -0.05 38.22 21 -12 392
21 Jan 2196.45 0.8 -0.20 37.35 14 -7 405
20 Jan 2214.00 1 0.15 35.29 77 26 413
17 Jan 2217.20 0.85 0.05 29.45 71 5 388
16 Jan 2169.30 0.8 -0.35 32.12 57 -21 383
15 Jan 2199.65 1.15 -0.30 29.25 78 -7 403
14 Jan 2219.05 1.45 0.10 27.92 2,793 25 409
13 Jan 2237.35 1.35 -0.35 25.72 107 -14 385
10 Jan 2247.90 1.7 0.00 23.82 170 -3 399
9 Jan 2256.05 1.7 0.15 21.93 849 93 401
8 Jan 2219.90 1.55 0.05 24.54 129 66 307
7 Jan 2212.65 1.5 0.30 24.36 102 -13 237
6 Jan 2185.00 1.2 -0.35 24.32 261 65 250
3 Jan 2232.70 1.55 0.55 20.82 188 -3 184
2 Jan 2200.20 1 0.20 21.50 78 7 187
1 Jan 2169.25 0.8 -0.15 21.86 27 1 170
31 Dec 2170.05 0.95 0.00 22.11 16 9 169
30 Dec 2159.90 0.95 -0.10 22.52 41 2 159
27 Dec 2165.60 1.05 0.25 21.19 51 14 156
26 Dec 2149.90 0.8 -0.95 20.76 69 60 139
24 Dec 2166.70 1.75 -0.25 21.68 47 39 79
23 Dec 2151.60 2 -1.00 22.62 37 22 35
20 Dec 2163.50 3 -0.40 22.86 13 9 11
19 Dec 2160.40 3.4 23.17 3 1 2


For Nestle India Limited - strike price 2500 expiring on 30JAN2025

Delta for 2500 CE is 0.01

Historical price for 2500 CE is as follows

On 24 Jan NESTLEIND was trading at 2207.90. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 42.32, the open interest changed by 2 which increased total open position to 398


On 23 Jan NESTLEIND was trading at 2198.95. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 42.23, the open interest changed by 5 which increased total open position to 397


On 22 Jan NESTLEIND was trading at 2207.80. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 38.22, the open interest changed by -12 which decreased total open position to 392


On 21 Jan NESTLEIND was trading at 2196.45. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 37.35, the open interest changed by -7 which decreased total open position to 405


On 20 Jan NESTLEIND was trading at 2214.00. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 35.29, the open interest changed by 26 which increased total open position to 413


On 17 Jan NESTLEIND was trading at 2217.20. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 29.45, the open interest changed by 5 which increased total open position to 388


On 16 Jan NESTLEIND was trading at 2169.30. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 32.12, the open interest changed by -21 which decreased total open position to 383


On 15 Jan NESTLEIND was trading at 2199.65. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 29.25, the open interest changed by -7 which decreased total open position to 403


On 14 Jan NESTLEIND was trading at 2219.05. The strike last trading price was 1.45, which was 0.10 higher than the previous day. The implied volatity was 27.92, the open interest changed by 25 which increased total open position to 409


On 13 Jan NESTLEIND was trading at 2237.35. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 25.72, the open interest changed by -14 which decreased total open position to 385


On 10 Jan NESTLEIND was trading at 2247.90. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 23.82, the open interest changed by -3 which decreased total open position to 399


On 9 Jan NESTLEIND was trading at 2256.05. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 21.93, the open interest changed by 93 which increased total open position to 401


On 8 Jan NESTLEIND was trading at 2219.90. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 24.54, the open interest changed by 66 which increased total open position to 307


On 7 Jan NESTLEIND was trading at 2212.65. The strike last trading price was 1.5, which was 0.30 higher than the previous day. The implied volatity was 24.36, the open interest changed by -13 which decreased total open position to 237


On 6 Jan NESTLEIND was trading at 2185.00. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 24.32, the open interest changed by 65 which increased total open position to 250


On 3 Jan NESTLEIND was trading at 2232.70. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was 20.82, the open interest changed by -3 which decreased total open position to 184


On 2 Jan NESTLEIND was trading at 2200.20. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 21.50, the open interest changed by 7 which increased total open position to 187


On 1 Jan NESTLEIND was trading at 2169.25. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 21.86, the open interest changed by 1 which increased total open position to 170


On 31 Dec NESTLEIND was trading at 2170.05. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 22.11, the open interest changed by 9 which increased total open position to 169


On 30 Dec NESTLEIND was trading at 2159.90. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 22.52, the open interest changed by 2 which increased total open position to 159


On 27 Dec NESTLEIND was trading at 2165.60. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was 21.19, the open interest changed by 14 which increased total open position to 156


On 26 Dec NESTLEIND was trading at 2149.90. The strike last trading price was 0.8, which was -0.95 lower than the previous day. The implied volatity was 20.76, the open interest changed by 60 which increased total open position to 139


On 24 Dec NESTLEIND was trading at 2166.70. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 21.68, the open interest changed by 39 which increased total open position to 79


On 23 Dec NESTLEIND was trading at 2151.60. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 22.62, the open interest changed by 22 which increased total open position to 35


On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 3, which was -0.40 lower than the previous day. The implied volatity was 22.86, the open interest changed by 9 which increased total open position to 11


On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was 23.17, the open interest changed by 1 which increased total open position to 2


NESTLEIND 30JAN2025 2500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 2207.90 275 -40 - 1 0 74
23 Jan 2198.95 315 20.00 80.21 1 0 75
22 Jan 2207.80 295 18.00 62.29 1 0 76
21 Jan 2196.45 277 -51.00 - 4 -1 76
20 Jan 2214.00 328 0.00 0.00 0 0 0
17 Jan 2217.20 328 0.00 0.00 0 -2 0
16 Jan 2169.30 328 45.00 54.02 4 -3 76
15 Jan 2199.65 283 0.00 0.00 0 1 0
14 Jan 2219.05 283 18.00 48.62 1 0 78
13 Jan 2237.35 265 29.95 42.12 5 -1 79
10 Jan 2247.90 235.05 0.00 0.00 0 -7 0
9 Jan 2256.05 235.05 -64.95 26.39 8 -6 81
8 Jan 2219.90 300 -19.85 52.41 2 -1 88
7 Jan 2212.65 319.85 0.00 0.00 0 -36 0
6 Jan 2185.00 319.85 54.85 50.86 62 -35 90
3 Jan 2232.70 265 -26.20 34.71 2 -1 124
2 Jan 2200.20 291.2 -18.80 31.22 5 -2 125
1 Jan 2169.25 310 -13.05 24.53 1 0 126
31 Dec 2170.05 323.05 0.00 0.00 0 -5 0
30 Dec 2159.90 323.05 -0.90 - 6 0 131
27 Dec 2165.60 323.95 -1.05 35.85 8 0 130
26 Dec 2149.90 325 2.70 - 80 71 125
24 Dec 2166.70 322.3 0.10 36.60 27 21 52
23 Dec 2151.60 322.2 14.75 28.26 20 19 30
20 Dec 2163.50 307.45 17.95 16.64 8 7 10
19 Dec 2160.40 289.5 - 2 0 1


For Nestle India Limited - strike price 2500 expiring on 30JAN2025

Delta for 2500 PE is -

Historical price for 2500 PE is as follows

On 24 Jan NESTLEIND was trading at 2207.90. The strike last trading price was 275, which was -40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74


On 23 Jan NESTLEIND was trading at 2198.95. The strike last trading price was 315, which was 20.00 higher than the previous day. The implied volatity was 80.21, the open interest changed by 0 which decreased total open position to 75


On 22 Jan NESTLEIND was trading at 2207.80. The strike last trading price was 295, which was 18.00 higher than the previous day. The implied volatity was 62.29, the open interest changed by 0 which decreased total open position to 76


On 21 Jan NESTLEIND was trading at 2196.45. The strike last trading price was 277, which was -51.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 76


On 20 Jan NESTLEIND was trading at 2214.00. The strike last trading price was 328, 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 Jan NESTLEIND was trading at 2217.20. The strike last trading price was 328, 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 16 Jan NESTLEIND was trading at 2169.30. The strike last trading price was 328, which was 45.00 higher than the previous day. The implied volatity was 54.02, the open interest changed by -3 which decreased total open position to 76


On 15 Jan NESTLEIND was trading at 2199.65. The strike last trading price was 283, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 14 Jan NESTLEIND was trading at 2219.05. The strike last trading price was 283, which was 18.00 higher than the previous day. The implied volatity was 48.62, the open interest changed by 0 which decreased total open position to 78


On 13 Jan NESTLEIND was trading at 2237.35. The strike last trading price was 265, which was 29.95 higher than the previous day. The implied volatity was 42.12, the open interest changed by -1 which decreased total open position to 79


On 10 Jan NESTLEIND was trading at 2247.90. The strike last trading price was 235.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0


On 9 Jan NESTLEIND was trading at 2256.05. The strike last trading price was 235.05, which was -64.95 lower than the previous day. The implied volatity was 26.39, the open interest changed by -6 which decreased total open position to 81


On 8 Jan NESTLEIND was trading at 2219.90. The strike last trading price was 300, which was -19.85 lower than the previous day. The implied volatity was 52.41, the open interest changed by -1 which decreased total open position to 88


On 7 Jan NESTLEIND was trading at 2212.65. The strike last trading price was 319.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -36 which decreased total open position to 0


On 6 Jan NESTLEIND was trading at 2185.00. The strike last trading price was 319.85, which was 54.85 higher than the previous day. The implied volatity was 50.86, the open interest changed by -35 which decreased total open position to 90


On 3 Jan NESTLEIND was trading at 2232.70. The strike last trading price was 265, which was -26.20 lower than the previous day. The implied volatity was 34.71, the open interest changed by -1 which decreased total open position to 124


On 2 Jan NESTLEIND was trading at 2200.20. The strike last trading price was 291.2, which was -18.80 lower than the previous day. The implied volatity was 31.22, the open interest changed by -2 which decreased total open position to 125


On 1 Jan NESTLEIND was trading at 2169.25. The strike last trading price was 310, which was -13.05 lower than the previous day. The implied volatity was 24.53, the open interest changed by 0 which decreased total open position to 126


On 31 Dec NESTLEIND was trading at 2170.05. The strike last trading price was 323.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 30 Dec NESTLEIND was trading at 2159.90. The strike last trading price was 323.05, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 131


On 27 Dec NESTLEIND was trading at 2165.60. The strike last trading price was 323.95, which was -1.05 lower than the previous day. The implied volatity was 35.85, the open interest changed by 0 which decreased total open position to 130


On 26 Dec NESTLEIND was trading at 2149.90. The strike last trading price was 325, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 125


On 24 Dec NESTLEIND was trading at 2166.70. The strike last trading price was 322.3, which was 0.10 higher than the previous day. The implied volatity was 36.60, the open interest changed by 21 which increased total open position to 52


On 23 Dec NESTLEIND was trading at 2151.60. The strike last trading price was 322.2, which was 14.75 higher than the previous day. The implied volatity was 28.26, the open interest changed by 19 which increased total open position to 30


On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 307.45, which was 17.95 higher than the previous day. The implied volatity was 16.64, the open interest changed by 7 which increased total open position to 10


On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 289.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1