NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2500 CE | ||||||||||
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Delta: 0.01
Vega: 0.05
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 0.25 | -0.05 | 44.08 | 101 | -32 | 449 | |||
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| 19 Dec | 2160.40 | 0.3 | -0.20 | 41.73 | 47 | -6 | 481 | |||
| 18 Dec | 2188.05 | 0.5 | -0.05 | 38.63 | 34 | -4 | 489 | |||
| 17 Dec | 2202.95 | 0.55 | 0.05 | 34.90 | 67 | -10 | 496 | |||
| 16 Dec | 2238.75 | 0.5 | -0.15 | 28.58 | 62 | -8 | 508 | |||
| 13 Dec | 2253.50 | 0.65 | -0.25 | 24.72 | 426 | -102 | 516 | |||
| 12 Dec | 2224.05 | 0.9 | -0.25 | 28.09 | 26 | -4 | 622 | |||
| 11 Dec | 2241.05 | 1.15 | 0.05 | 26.32 | 133 | -37 | 630 | |||
| 10 Dec | 2214.45 | 1.1 | -0.10 | 27.25 | 104 | -4 | 667 | |||
| 9 Dec | 2228.85 | 1.2 | -0.20 | 25.86 | 192 | 117 | 665 | |||
| 6 Dec | 2267.80 | 1.4 | -0.10 | 21.27 | 58 | -20 | 549 | |||
| 5 Dec | 2265.50 | 1.5 | -0.15 | 21.53 | 92 | 18 | 569 | |||
| 4 Dec | 2257.80 | 1.65 | -0.05 | 21.67 | 303 | 35 | 553 | |||
| 3 Dec | 2261.70 | 1.7 | -0.05 | 20.54 | 235 | 24 | 517 | |||
| 2 Dec | 2251.85 | 1.75 | -0.10 | 21.04 | 143 | 13 | 496 | |||
| 29 Nov | 2234.65 | 1.85 | -0.40 | 21.17 | 1,095 | 115 | 482 | |||
| 28 Nov | 2236.25 | 2.25 | 0.00 | 20.75 | 685 | 88 | 368 | |||
| 27 Nov | 2273.95 | 2.25 | -0.35 | 18.32 | 195 | 116 | 280 | |||
| 26 Nov | 2265.25 | 2.6 | 0.30 | 18.79 | 67 | 37 | 163 | |||
| 25 Nov | 2256.95 | 2.3 | -0.80 | 18.57 | 211 | 120 | 125 | |||
| 22 Nov | 2247.30 | 3.1 | 0.25 | 19.96 | 8 | 5 | 10 | |||
| 21 Nov | 2211.20 | 2.85 | -15.45 | 21.73 | 6 | 4 | 4 | |||
| 20 Nov | 2214.15 | 18.3 | 0.00 | 9.18 | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 18.3 | 0.00 | 9.18 | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 18.3 | 0.00 | 9.05 | 0 | 0 | 0 | |||
| 4 Nov | 2246.20 | 18.3 | 6.41 | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2500 expiring on 26DEC2024
Delta for 2500 CE is 0.01
Historical price for 2500 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 44.08, the open interest changed by -32 which decreased total open position to 449
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 41.73, the open interest changed by -6 which decreased total open position to 481
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 38.63, the open interest changed by -4 which decreased total open position to 489
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 34.90, the open interest changed by -10 which decreased total open position to 496
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 28.58, the open interest changed by -8 which decreased total open position to 508
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 24.72, the open interest changed by -102 which decreased total open position to 516
On 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 28.09, the open interest changed by -4 which decreased total open position to 622
On 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 26.32, the open interest changed by -37 which decreased total open position to 630
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 27.25, the open interest changed by -4 which decreased total open position to 667
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 25.86, the open interest changed by 117 which increased total open position to 665
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 21.27, the open interest changed by -20 which decreased total open position to 549
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 21.53, the open interest changed by 18 which increased total open position to 569
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 21.67, the open interest changed by 35 which increased total open position to 553
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 20.54, the open interest changed by 24 which increased total open position to 517
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 1.75, which was -0.10 lower than the previous day. The implied volatity was 21.04, the open interest changed by 13 which increased total open position to 496
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 1.85, which was -0.40 lower than the previous day. The implied volatity was 21.17, the open interest changed by 115 which increased total open position to 482
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 20.75, the open interest changed by 88 which increased total open position to 368
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 18.32, the open interest changed by 116 which increased total open position to 280
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 2.6, which was 0.30 higher than the previous day. The implied volatity was 18.79, the open interest changed by 37 which increased total open position to 163
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 2.3, which was -0.80 lower than the previous day. The implied volatity was 18.57, the open interest changed by 120 which increased total open position to 125
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 19.96, the open interest changed by 5 which increased total open position to 10
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 2.85, which was -15.45 lower than the previous day. The implied volatity was 21.73, the open interest changed by 4 which increased total open position to 4
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 18.3, which was 0.00 lower than the previous day. The implied volatity was 9.18, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 18.3, which was 0.00 lower than the previous day. The implied volatity was 9.18, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 18.3, which was 0.00 lower than the previous day. The implied volatity was 9.05, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 18.3, which was lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 26DEC2024 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 324.05 | -11.60 | - | 16 | -12 | 147 |
| 19 Dec | 2160.40 | 335.65 | 38.65 | 72.26 | 2 | 0 | 160 |
| 18 Dec | 2188.05 | 297 | 0.00 | 0.00 | 0 | -5 | 0 |
| 17 Dec | 2202.95 | 297 | 29.00 | 57.07 | 6 | -1 | 164 |
| 16 Dec | 2238.75 | 268 | 20.00 | 61.03 | 52 | -14 | 167 |
| 13 Dec | 2253.50 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2224.05 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2241.05 | 248 | -17.00 | - | 2 | 1 | 182 |
| 10 Dec | 2214.45 | 265 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 2228.85 | 265 | 37.00 | 36.10 | 3 | 0 | 180 |
| 6 Dec | 2267.80 | 228 | 3.00 | 29.46 | 4 | 1 | 179 |
| 5 Dec | 2265.50 | 225 | -10.00 | - | 1 | 0 | 177 |
| 4 Dec | 2257.80 | 235 | -0.70 | 25.83 | 3 | 0 | 176 |
| 3 Dec | 2261.70 | 235.7 | 2.15 | 34.19 | 2 | 0 | 177 |
| 2 Dec | 2251.85 | 233.55 | -12.85 | 21.01 | 3 | 1 | 176 |
| 29 Nov | 2234.65 | 246.4 | -4.60 | - | 14 | -8 | 175 |
| 28 Nov | 2236.25 | 251 | 36.00 | 33.02 | 38 | 27 | 181 |
| 27 Nov | 2273.95 | 215 | -8.00 | 23.48 | 37 | 20 | 154 |
| 26 Nov | 2265.25 | 223 | -12.00 | 27.08 | 26 | 25 | 133 |
| 25 Nov | 2256.95 | 235 | -5.00 | 32.37 | 106 | 105 | 105 |
| 22 Nov | 2247.30 | 240 | 12.40 | 24.90 | 2 | 1 | 1 |
| 21 Nov | 2211.20 | 227.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 227.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 227.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 227.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 227.6 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2500 expiring on 26DEC2024
Delta for 2500 PE is -
Historical price for 2500 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 324.05, which was -11.60 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 147
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 335.65, which was 38.65 higher than the previous day. The implied volatity was 72.26, the open interest changed by 0 which decreased total open position to 160
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 297, 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 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 297, which was 29.00 higher than the previous day. The implied volatity was 57.07, the open interest changed by -1 which decreased total open position to 164
On 16 Dec NESTLEIND was trading at 2238.75. The strike last trading price was 268, which was 20.00 higher than the previous day. The implied volatity was 61.03, the open interest changed by -14 which decreased total open position to 167
On 13 Dec NESTLEIND was trading at 2253.50. The strike last trading price was 248, 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 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 248, 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 11 Dec NESTLEIND was trading at 2241.05. The strike last trading price was 248, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 182
On 10 Dec NESTLEIND was trading at 2214.45. The strike last trading price was 265, 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 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 265, which was 37.00 higher than the previous day. The implied volatity was 36.10, the open interest changed by 0 which decreased total open position to 180
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 228, which was 3.00 higher than the previous day. The implied volatity was 29.46, the open interest changed by 1 which increased total open position to 179
On 5 Dec NESTLEIND was trading at 2265.50. The strike last trading price was 225, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 177
On 4 Dec NESTLEIND was trading at 2257.80. The strike last trading price was 235, which was -0.70 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 176
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 235.7, which was 2.15 higher than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 177
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 233.55, which was -12.85 lower than the previous day. The implied volatity was 21.01, the open interest changed by 1 which increased total open position to 176
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 246.4, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 175
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 251, which was 36.00 higher than the previous day. The implied volatity was 33.02, the open interest changed by 27 which increased total open position to 181
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 215, which was -8.00 lower than the previous day. The implied volatity was 23.48, the open interest changed by 20 which increased total open position to 154
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 223, which was -12.00 lower than the previous day. The implied volatity was 27.08, the open interest changed by 25 which increased total open position to 133
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 235, which was -5.00 lower than the previous day. The implied volatity was 32.37, the open interest changed by 105 which increased total open position to 105
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 240, which was 12.40 higher than the previous day. The implied volatity was 24.90, the open interest changed by 1 which increased total open position to 1
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 227.6, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 227.6, 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 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 227.6, 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 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 227.6, 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 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 227.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
