NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2500 CE | ||||||||||
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Delta: 0.01
Vega: 0.06
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 2211.20 | 0.25 | -0.45 | 35.67 | 385 | -126 | 917 | |||
| 20 Nov | 2214.15 | 0.7 | 0.00 | 35.96 | 107 | -57 | 1,045 | |||
| 19 Nov | 2214.15 | 0.7 | -0.05 | 35.96 | 107 | -55 | 1,045 | |||
| 18 Nov | 2213.20 | 0.75 | -0.05 | 33.41 | 298 | -146 | 1,101 | |||
| 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 0.01
Historical price for 2500 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 0.25, which was -0.45 lower than the previous day. The implied volatity was 35.67, the open interest changed by -126 which decreased total open position to 917
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 35.96, the open interest changed by -57 which decreased total open position to 1045
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 35.96, the open interest changed by -55 which decreased total open position to 1045
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 33.41, the open interest changed by -146 which decreased total open position to 1101
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: -0.96
Vega: 0.29
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 290 | 27.00 | 50.95 | 41 | -39 | 307 |
| 20 Nov | 2214.15 | 263 | 0.00 | - | 2 | 0 | 346 |
| 19 Nov | 2214.15 | 263 | -27.00 | - | 2 | 0 | 346 |
| 18 Nov | 2213.20 | 290 | -12.00 | 57.77 | 104 | -93 | 347 |
| 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 -0.96
Historical price for 2500 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 290, which was 27.00 higher than the previous day. The implied volatity was 50.95, the open interest changed by -39 which decreased total open position to 307
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 263, 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 346
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 263, which was -27.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 346
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 290, which was -12.00 lower than the previous day. The implied volatity was 57.77, the open interest changed by -93 which decreased total open position to 347
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
