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

2182.8 -52.45 (-2.35%)

Back to Option Chain


Historical option data for NESTLEIND

14 Nov 2024 04:10 PM IST
NESTLEIND 28NOV2024 2500 CE
Delta: 0.02
Vega: 0.18
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2182.80 0.8 -0.30 30.80 487 -261 1,247
13 Nov 2235.25 1.1 -0.55 26.11 439 -300 1,511
12 Nov 2256.20 1.65 -0.60 25.98 251 -93 1,811
11 Nov 2279.05 2.25 -0.75 23.37 392 136 1,904
8 Nov 2295.65 3 0.30 21.81 634 -62 1,756
7 Nov 2262.85 2.7 -0.65 23.37 724 -48 1,817
6 Nov 2275.60 3.35 -0.25 22.93 556 66 1,865
5 Nov 2262.45 3.6 0.00 23.62 479 18 1,805
4 Nov 2246.20 3.6 -2.60 24.78 907 191 1,785
1 Nov 2282.30 6.2 -0.60 22.88 188 -18 1,609
31 Oct 2262.95 6.8 -0.90 - 577 157 1,625
30 Oct 2276.30 7.7 -0.35 - 551 109 1,468
29 Oct 2267.40 8.05 -1.30 - 626 120 1,329
28 Oct 2272.05 9.35 -0.05 - 731 93 1,210
25 Oct 2260.70 9.4 -0.10 - 294 54 1,117
24 Oct 2258.65 9.5 -5.95 - 694 281 1,063
23 Oct 2327.15 15.45 -4.45 - 364 102 782
22 Oct 2350.25 19.9 -0.20 - 403 61 679
21 Oct 2354.65 20.1 1.75 - 322 67 615
18 Oct 2350.25 18.35 -12.65 - 457 228 547
17 Oct 2378.70 31 -30.00 - 383 158 309
16 Oct 2462.25 61 -10.40 - 151 57 145
15 Oct 2484.25 71.4 -11.70 - 73 36 88
14 Oct 2502.05 83.1 -3.90 - 31 17 48
11 Oct 2511.80 87 -7.00 - 24 16 31
10 Oct 2512.45 94 -11.45 - 9 3 15
9 Oct 2516.00 105.45 -49.55 - 15 11 12
8 Oct 2581.75 155 0.00 - 0 0 1
7 Oct 2573.85 155 - 2 1 2


For Nestle India Limited - strike price 2500 expiring on 28NOV2024

Delta for 2500 CE is 0.02

Historical price for 2500 CE is as follows

On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 30.80, the open interest changed by -261 which decreased total open position to 1247


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 26.11, the open interest changed by -300 which decreased total open position to 1511


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was 25.98, the open interest changed by -93 which decreased total open position to 1811


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 23.37, the open interest changed by 136 which increased total open position to 1904


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 3, which was 0.30 higher than the previous day. The implied volatity was 21.81, the open interest changed by -62 which decreased total open position to 1756


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 23.37, the open interest changed by -48 which decreased total open position to 1817


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 3.35, which was -0.25 lower than the previous day. The implied volatity was 22.93, the open interest changed by 66 which increased total open position to 1865


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 23.62, the open interest changed by 18 which increased total open position to 1805


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 3.6, which was -2.60 lower than the previous day. The implied volatity was 24.78, the open interest changed by 191 which increased total open position to 1785


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 6.2, which was -0.60 lower than the previous day. The implied volatity was 22.88, the open interest changed by -18 which decreased total open position to 1609


On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 6.8, which was -0.90 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 7.7, which was -0.35 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 8.05, which was -1.30 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 9.35, which was -0.05 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 9.4, which was -0.10 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 9.5, which was -5.95 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 15.45, which was -4.45 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 19.9, which was -0.20 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 20.1, which was 1.75 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 18.35, which was -12.65 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 31, which was -30.00 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 61, which was -10.40 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 71.4, which was -11.70 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 83.1, which was -3.90 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 87, which was -7.00 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 94, which was -11.45 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 105.45, which was -49.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct NESTLEIND was trading at 2581.75. The strike last trading price was 155, 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 7 Oct NESTLEIND was trading at 2573.85. The strike last trading price was 155, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NESTLEIND 28NOV2024 2500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2182.80 302 45.00 - 16 -14 442
13 Nov 2235.25 257 37.00 39.66 4 -2 455
12 Nov 2256.20 220 0.00 0.00 0 12 0
11 Nov 2279.05 220 17.65 39.26 17 12 457
8 Nov 2295.65 202.35 -35.65 29.70 24 3 445
7 Nov 2262.85 238 19.60 38.16 2 1 443
6 Nov 2275.60 218.4 -12.60 28.70 13 1 442
5 Nov 2262.45 231 -15.90 31.91 13 -7 440
4 Nov 2246.20 246.9 26.45 30.67 21 -2 447
1 Nov 2282.30 220.45 -3.10 34.41 1 0 450
31 Oct 2262.95 223.55 15.55 - 64 37 449
30 Oct 2276.30 208 -10.20 - 145 109 411
29 Oct 2267.40 218.2 3.20 - 106 81 292
28 Oct 2272.05 215 -8.00 - 58 38 210
25 Oct 2260.70 223 -3.90 - 17 5 172
24 Oct 2258.65 226.9 57.90 - 54 33 167
23 Oct 2327.15 169 31.00 - 14 10 133
22 Oct 2350.25 138 8.00 - 24 5 121
21 Oct 2354.65 130 -16.10 - 14 7 116
18 Oct 2350.25 146.1 20.10 - 15 8 108
17 Oct 2378.70 126 47.00 - 29 11 99
16 Oct 2462.25 79 14.95 - 31 18 88
15 Oct 2484.25 64.05 0.55 - 12 3 70
14 Oct 2502.05 63.5 -1.50 - 71 48 67
11 Oct 2511.80 65 -3.75 - 12 1 19
10 Oct 2512.45 68.75 -2.35 - 22 6 19
9 Oct 2516.00 71.1 26.10 - 13 11 12
8 Oct 2581.75 45 0.00 - 0 1 0
7 Oct 2573.85 45 - 1 0 0


For Nestle India Limited - strike price 2500 expiring on 28NOV2024

Delta for 2500 PE is -

Historical price for 2500 PE is as follows

On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 302, which was 45.00 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 442


On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 257, which was 37.00 higher than the previous day. The implied volatity was 39.66, the open interest changed by -2 which decreased total open position to 455


On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 220, which was 17.65 higher than the previous day. The implied volatity was 39.26, the open interest changed by 12 which increased total open position to 457


On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 202.35, which was -35.65 lower than the previous day. The implied volatity was 29.70, the open interest changed by 3 which increased total open position to 445


On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 238, which was 19.60 higher than the previous day. The implied volatity was 38.16, the open interest changed by 1 which increased total open position to 443


On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 218.4, which was -12.60 lower than the previous day. The implied volatity was 28.70, the open interest changed by 1 which increased total open position to 442


On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 231, which was -15.90 lower than the previous day. The implied volatity was 31.91, the open interest changed by -7 which decreased total open position to 440


On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 246.9, which was 26.45 higher than the previous day. The implied volatity was 30.67, the open interest changed by -2 which decreased total open position to 447


On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 220.45, which was -3.10 lower than the previous day. The implied volatity was 34.41, the open interest changed by 0 which decreased total open position to 450


On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 223.55, which was 15.55 higher 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 208, which was -10.20 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 218.2, which was 3.20 higher 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 215, which was -8.00 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 223, which was -3.90 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 226.9, which was 57.90 higher 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 169, which was 31.00 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 138, which was 8.00 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 130, which was -16.10 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 146.1, which was 20.10 higher 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 126, which was 47.00 higher 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 79, which was 14.95 higher 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 64.05, which was 0.55 higher 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 63.5, which was -1.50 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 65, which was -3.75 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 68.75, which was -2.35 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 71.1, which was 26.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct NESTLEIND was trading at 2581.75. The strike last trading price was 45, 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 7 Oct NESTLEIND was trading at 2573.85. The strike last trading price was 45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to