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

2503.2 -1.70 (-0.07%)

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Historical option data for NESTLEIND

06 Sep 2024 04:10 PM IST
NESTLEIND 2500 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 2503.20 48 -1.75 4,81,800 78,600 3,83,400
5 Sept 2504.90 49.75 -18.00 5,08,600 68,800 3,04,800
4 Sept 2534.75 67.75 0.25 2,45,000 -3,000 2,36,000
3 Sept 2530.75 67.5 12.40 7,04,600 -50,600 2,39,000
2 Sept 2509.90 55.1 -0.45 3,60,200 -2,400 2,90,200
30 Aug 2500.75 55.55 -3.35 7,15,000 1,50,800 2,94,400
29 Aug 2504.55 58.9 2.20 3,92,400 45,800 1,41,600
28 Aug 2492.50 56.7 -9.80 1,47,800 60,600 95,400
27 Aug 2521.45 66.5 -5.50 32,600 9,000 35,000
26 Aug 2519.55 72 -8.00 16,600 4,000 26,000
23 Aug 2529.20 80 -13.00 5,800 1,000 22,000
22 Aug 2551.00 93 1.85 16,600 400 21,000
21 Aug 2551.75 91.15 19.15 14,000 -2,600 20,800
20 Aug 2518.50 72 5.00 10,200 2,600 23,400
19 Aug 2503.15 67 -17.80 16,400 9,600 20,400
16 Aug 2525.45 84.8 22.10 12,400 5,600 10,800
14 Aug 2474.60 62.7 0.00 400 -200 5,000
13 Aug 2484.70 62.7 0.10 2,200 0 5,200
12 Aug 2473.10 62.6 -19.05 4,200 3,400 5,200
9 Aug 2504.70 81.65 3.95 200 0 1,600
8 Aug 2489.10 77.7 -14.30 1,600 600 1,200
7 Aug 2522.80 92 -8.00 600 200 400
6 Aug 2508.50 100 0.00 0 200 0
5 Aug 2510.90 100 -0.85 200 0 0
2 Aug 2495.10 100.85 0.00 0 0 0
1 Aug 2484.00 100.85 0.00 0 0 0
30 Jul 2457.65 100.85 0.00 0 0 0
29 Jul 2470.30 100.85 0 0 0


For Nestle India Limited - strike price 2500 expiring on 26SEP2024

Delta for 2500 CE is -

Historical price for 2500 CE is as follows

On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 48, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 78600 which increased total open position to 383400


On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 49.75, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 68800 which increased total open position to 304800


On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 67.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 236000


On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 67.5, which was 12.40 higher than the previous day. The implied volatity was -, the open interest changed by -50600 which decreased total open position to 239000


On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 55.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -2400 which decreased total open position to 290200


On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 55.55, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 150800 which increased total open position to 294400


On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 58.9, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by 45800 which increased total open position to 141600


On 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 56.7, which was -9.80 lower than the previous day. The implied volatity was -, the open interest changed by 60600 which increased total open position to 95400


On 27 Aug NESTLEIND was trading at 2521.45. The strike last trading price was 66.5, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 35000


On 26 Aug NESTLEIND was trading at 2519.55. The strike last trading price was 72, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 26000


On 23 Aug NESTLEIND was trading at 2529.20. The strike last trading price was 80, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 22000


On 22 Aug NESTLEIND was trading at 2551.00. The strike last trading price was 93, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 21000


On 21 Aug NESTLEIND was trading at 2551.75. The strike last trading price was 91.15, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by -2600 which decreased total open position to 20800


On 20 Aug NESTLEIND was trading at 2518.50. The strike last trading price was 72, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 23400


On 19 Aug NESTLEIND was trading at 2503.15. The strike last trading price was 67, which was -17.80 lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 20400


On 16 Aug NESTLEIND was trading at 2525.45. The strike last trading price was 84.8, which was 22.10 higher than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 10800


On 14 Aug NESTLEIND was trading at 2474.60. The strike last trading price was 62.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 5000


On 13 Aug NESTLEIND was trading at 2484.70. The strike last trading price was 62.7, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5200


On 12 Aug NESTLEIND was trading at 2473.10. The strike last trading price was 62.6, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 5200


On 9 Aug NESTLEIND was trading at 2504.70. The strike last trading price was 81.65, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600


On 8 Aug NESTLEIND was trading at 2489.10. The strike last trading price was 77.7, which was -14.30 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1200


On 7 Aug NESTLEIND was trading at 2522.80. The strike last trading price was 92, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 400


On 6 Aug NESTLEIND was trading at 2508.50. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0


On 5 Aug NESTLEIND was trading at 2510.90. The strike last trading price was 100, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Aug NESTLEIND was trading at 2495.10. The strike last trading price was 100.85, 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 0


On 1 Aug NESTLEIND was trading at 2484.00. The strike last trading price was 100.85, 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 0


On 30 Jul NESTLEIND was trading at 2457.65. The strike last trading price was 100.85, 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 0


On 29 Jul NESTLEIND was trading at 2470.30. The strike last trading price was 100.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 2500 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 2503.20 32.1 0.05 3,10,400 44,000 1,68,000
5 Sept 2504.90 32.05 8.50 3,58,000 8,200 1,23,800
4 Sept 2534.75 23.55 0.70 2,01,800 -31,000 1,15,600
3 Sept 2530.75 22.85 -8.25 4,29,600 2,200 1,46,400
2 Sept 2509.90 31.1 -2.00 1,51,800 -4,200 1,43,600
30 Aug 2500.75 33.1 -5.90 3,04,200 41,800 1,51,200
29 Aug 2504.55 39 -2.75 1,27,600 35,200 1,09,600
28 Aug 2492.50 41.75 6.85 1,14,400 26,800 74,200
27 Aug 2521.45 34.9 2.75 30,400 4,800 47,400
26 Aug 2519.55 32.15 3.15 32,000 14,400 42,400
23 Aug 2529.20 29 2.05 17,600 5,800 28,000
22 Aug 2551.00 26.95 -0.45 13,600 -200 22,400
21 Aug 2551.75 27.4 -8.60 15,400 3,000 22,800
20 Aug 2518.50 36 -6.00 12,600 8,600 19,800
19 Aug 2503.15 42 2.00 12,600 9,200 10,200
16 Aug 2525.45 40 -25.00 600 -200 1,200
14 Aug 2474.60 65 4.00 600 400 1,200
13 Aug 2484.70 61 4.00 400 200 600
12 Aug 2473.10 57 1.00 200 0 200
9 Aug 2504.70 56 -32.95 200 0 0
8 Aug 2489.10 88.95 0.00 0 0 0
7 Aug 2522.80 88.95 0.00 0 0 0
6 Aug 2508.50 88.95 0.00 0 0 0
5 Aug 2510.90 88.95 0.00 0 0 0
2 Aug 2495.10 88.95 0.00 0 0 0
1 Aug 2484.00 88.95 0.00 0 0 0
30 Jul 2457.65 88.95 0.00 0 0 0
29 Jul 2470.30 88.95 0 0 0


For Nestle India Limited - strike price 2500 expiring on 26SEP2024

Delta for 2500 PE is -

Historical price for 2500 PE is as follows

On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 32.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 168000


On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 32.05, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by 8200 which increased total open position to 123800


On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 23.55, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by -31000 which decreased total open position to 115600


On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 22.85, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 146400


On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 31.1, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -4200 which decreased total open position to 143600


On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 33.1, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by 41800 which increased total open position to 151200


On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 39, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 35200 which increased total open position to 109600


On 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 41.75, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 26800 which increased total open position to 74200


On 27 Aug NESTLEIND was trading at 2521.45. The strike last trading price was 34.9, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 47400


On 26 Aug NESTLEIND was trading at 2519.55. The strike last trading price was 32.15, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 42400


On 23 Aug NESTLEIND was trading at 2529.20. The strike last trading price was 29, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 28000


On 22 Aug NESTLEIND was trading at 2551.00. The strike last trading price was 26.95, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 22400


On 21 Aug NESTLEIND was trading at 2551.75. The strike last trading price was 27.4, which was -8.60 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 22800


On 20 Aug NESTLEIND was trading at 2518.50. The strike last trading price was 36, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 19800


On 19 Aug NESTLEIND was trading at 2503.15. The strike last trading price was 42, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 10200


On 16 Aug NESTLEIND was trading at 2525.45. The strike last trading price was 40, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 1200


On 14 Aug NESTLEIND was trading at 2474.60. The strike last trading price was 65, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1200


On 13 Aug NESTLEIND was trading at 2484.70. The strike last trading price was 61, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 600


On 12 Aug NESTLEIND was trading at 2473.10. The strike last trading price was 57, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200


On 9 Aug NESTLEIND was trading at 2504.70. The strike last trading price was 56, which was -32.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Aug NESTLEIND was trading at 2489.10. The strike last trading price was 88.95, 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 0


On 7 Aug NESTLEIND was trading at 2522.80. The strike last trading price was 88.95, 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 0


On 6 Aug NESTLEIND was trading at 2508.50. The strike last trading price was 88.95, 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 0


On 5 Aug NESTLEIND was trading at 2510.90. The strike last trading price was 88.95, 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 0


On 2 Aug NESTLEIND was trading at 2495.10. The strike last trading price was 88.95, 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 0


On 1 Aug NESTLEIND was trading at 2484.00. The strike last trading price was 88.95, 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 0


On 30 Jul NESTLEIND was trading at 2457.65. The strike last trading price was 88.95, 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 0


On 29 Jul NESTLEIND was trading at 2470.30. The strike last trading price was 88.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0