NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
24 Jan 2025 04:10 PM IST
NESTLEIND 30JAN2025 2500 CE | ||||||||||
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Delta: 0.01
Vega: 0.10
Theta: -0.35
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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