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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 2520 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 2503.20 37.5 -2.35 2,32,400 11,000 1,21,600
5 Sept 2504.90 39.85 -15.35 2,29,000 44,000 1,10,400
4 Sept 2534.75 55.2 1.20 1,18,200 6,800 66,200
3 Sept 2530.75 54 9.45 5,21,200 -11,400 59,800
2 Sept 2509.90 44.55 -0.55 1,81,600 5,600 72,400
30 Aug 2500.75 45.1 -3.40 1,69,600 24,200 67,000
29 Aug 2504.55 48.5 2.50 1,10,200 10,600 41,200
28 Aug 2492.50 46 -9.00 46,200 17,400 30,600
27 Aug 2521.45 55 -6.00 13,200 4,000 13,200
26 Aug 2519.55 61 -13.00 12,200 7,000 9,000
23 Aug 2529.20 74 -1.10 200 0 2,000
22 Aug 2551.00 75.1 0.00 0 200 0
21 Aug 2551.75 75.1 16.15 2,000 200 2,000
20 Aug 2518.50 58.95 2.70 3,000 1,800 2,000
19 Aug 2503.15 56.25 0.00 0 0 0
16 Aug 2525.45 56.25 0.00 0 0 0
14 Aug 2474.60 56.25 0.00 0 0 0
13 Aug 2484.70 56.25 -24.75 400 200 400
12 Aug 2473.10 81 0.00 0 0 0
9 Aug 2504.70 81 0.00 0 0 0
8 Aug 2489.10 81 0.00 0 0 0
7 Aug 2522.80 81 0.00 0 0 0
6 Aug 2508.50 81 0.00 0 200 0
5 Aug 2510.90 81 -69.40 400 200 200
2 Aug 2495.10 150.4 0.00 0 0 0
1 Aug 2484.00 150.4 0.00 0 0 0
30 Jul 2457.65 150.4 0.00 0 0 0
29 Jul 2470.30 150.4 0.00 0 0 0
25 Jul 2480.65 150.4 150.40 0 0 0
24 Jul 2541.40 0 0.00 0 0 0
23 Jul 2581.55 0 0.00 0 0 0
22 Jul 2587.30 0 0.00 0 0 0
19 Jul 2597.85 0 0.00 0 0 0
18 Jul 2627.05 0 0.00 0 0 0
16 Jul 2607.30 0 0.00 0 0 0
15 Jul 2605.10 0 0.00 0 0 0
12 Jul 2609.00 0 0.00 0 0 0
11 Jul 2593.20 0 0.00 0 0 0
10 Jul 2616.45 0 0.00 0 0 0
9 Jul 2633.10 0 0.00 0 0 0
8 Jul 2603.40 0 0.00 0 0 0
5 Jul 2574.15 0 0.00 0 0 0
4 Jul 2545.15 0 0.00 0 0 0
3 Jul 2551.50 0 0.00 0 0 0
2 Jul 2544.45 0 0.00 0 0 0
1 Jul 2568.10 0 0 0 0


For Nestle India Limited - strike price 2520 expiring on 26SEP2024

Delta for 2520 CE is -

Historical price for 2520 CE is as follows

On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 37.5, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 121600


On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 39.85, which was -15.35 lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 110400


On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 55.2, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 6800 which increased total open position to 66200


On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 54, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by -11400 which decreased total open position to 59800


On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 44.55, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 72400


On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 45.1, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 24200 which increased total open position to 67000


On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 48.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 10600 which increased total open position to 41200


On 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 46, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by 17400 which increased total open position to 30600


On 27 Aug NESTLEIND was trading at 2521.45. The strike last trading price was 55, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 13200


On 26 Aug NESTLEIND was trading at 2519.55. The strike last trading price was 61, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 9000


On 23 Aug NESTLEIND was trading at 2529.20. The strike last trading price was 74, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2000


On 22 Aug NESTLEIND was trading at 2551.00. The strike last trading price was 75.1, 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 21 Aug NESTLEIND was trading at 2551.75. The strike last trading price was 75.1, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2000


On 20 Aug NESTLEIND was trading at 2518.50. The strike last trading price was 58.95, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 2000


On 19 Aug NESTLEIND was trading at 2503.15. The strike last trading price was 56.25, 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 16 Aug NESTLEIND was trading at 2525.45. The strike last trading price was 56.25, 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 14 Aug NESTLEIND was trading at 2474.60. The strike last trading price was 56.25, 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 13 Aug NESTLEIND was trading at 2484.70. The strike last trading price was 56.25, which was -24.75 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 400


On 12 Aug NESTLEIND was trading at 2473.10. The strike last trading price was 81, 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 9 Aug NESTLEIND was trading at 2504.70. The strike last trading price was 81, 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 8 Aug NESTLEIND was trading at 2489.10. The strike last trading price was 81, 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 81, 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 81, 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 81, which was -69.40 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200


On 2 Aug NESTLEIND was trading at 2495.10. The strike last trading price was 150.4, 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 150.4, 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 150.4, 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 150.4, 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 25 Jul NESTLEIND was trading at 2480.65. The strike last trading price was 150.4, which was 150.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jul NESTLEIND was trading at 2541.40. The strike last trading price was 0, 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 23 Jul NESTLEIND was trading at 2581.55. The strike last trading price was 0, 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 22 Jul NESTLEIND was trading at 2587.30. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2597.85. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2627.05. The strike last trading price was 0, 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 16 Jul NESTLEIND was trading at 2607.30. The strike last trading price was 0, 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 15 Jul NESTLEIND was trading at 2605.10. The strike last trading price was 0, 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 12 Jul NESTLEIND was trading at 2609.00. The strike last trading price was 0, 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 11 Jul NESTLEIND was trading at 2593.20. The strike last trading price was 0, 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 10 Jul NESTLEIND was trading at 2616.45. The strike last trading price was 0, 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 9 Jul NESTLEIND was trading at 2633.10. The strike last trading price was 0, 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 8 Jul NESTLEIND was trading at 2603.40. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 0, 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 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 0, 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 2520 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 2503.20 41.6 0.55 71,400 8,600 62,800
5 Sept 2504.90 41.05 10.15 1,96,800 24,200 54,200
4 Sept 2534.75 30.9 0.60 1,56,600 2,800 30,000
3 Sept 2530.75 30.3 -10.00 3,11,000 1,200 27,000
2 Sept 2509.90 40.3 -5.40 24,600 5,600 26,000
30 Aug 2500.75 45.7 -2.65 42,400 6,000 20,600
29 Aug 2504.55 48.35 -1.20 20,800 14,400 14,600
28 Aug 2492.50 49.55 -41.60 400 200 200
27 Aug 2521.45 91.15 0.00 0 0 0
26 Aug 2519.55 91.15 0.00 0 0 0
23 Aug 2529.20 91.15 0.00 0 0 0
22 Aug 2551.00 91.15 0.00 0 0 0
21 Aug 2551.75 91.15 0.00 0 0 0
20 Aug 2518.50 91.15 0.00 0 0 0
19 Aug 2503.15 91.15 0.00 0 0 0
16 Aug 2525.45 91.15 0.00 0 0 0
14 Aug 2474.60 91.15 0.00 0 0 0
13 Aug 2484.70 91.15 0.00 0 0 0
12 Aug 2473.10 91.15 0.00 0 0 0
9 Aug 2504.70 91.15 0.00 0 0 0
8 Aug 2489.10 91.15 0.00 0 0 0
7 Aug 2522.80 91.15 0.00 0 0 0
6 Aug 2508.50 91.15 0.00 0 0 0
5 Aug 2510.90 91.15 0.00 0 0 0
2 Aug 2495.10 91.15 0.00 0 0 0
1 Aug 2484.00 91.15 0.00 0 0 0
30 Jul 2457.65 91.15 0.00 0 0 0
29 Jul 2470.30 91.15 0.00 0 0 0
25 Jul 2480.65 91.15 91.15 0 0 0
24 Jul 2541.40 0 0.00 0 0 0
23 Jul 2581.55 0 0.00 0 0 0
22 Jul 2587.30 0 0.00 0 0 0
19 Jul 2597.85 0 0.00 0 0 0
18 Jul 2627.05 0 0.00 0 0 0
16 Jul 2607.30 0 0.00 0 0 0
15 Jul 2605.10 0 0.00 0 0 0
12 Jul 2609.00 0 0.00 0 0 0
11 Jul 2593.20 0 0.00 0 0 0
10 Jul 2616.45 0 0.00 0 0 0
9 Jul 2633.10 0 0.00 0 0 0
8 Jul 2603.40 0 0.00 0 0 0
5 Jul 2574.15 0 0.00 0 0 0
4 Jul 2545.15 0 0.00 0 0 0
3 Jul 2551.50 0 0.00 0 0 0
2 Jul 2544.45 0 0.00 0 0 0
1 Jul 2568.10 0 0 0 0


For Nestle India Limited - strike price 2520 expiring on 26SEP2024

Delta for 2520 PE is -

Historical price for 2520 PE is as follows

On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 41.6, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 62800


On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 41.05, which was 10.15 higher than the previous day. The implied volatity was -, the open interest changed by 24200 which increased total open position to 54200


On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 30.9, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 30000


On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 30.3, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 27000


On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 40.3, which was -5.40 lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 26000


On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 45.7, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 20600


On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 48.35, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 14600


On 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 49.55, which was -41.60 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200


On 27 Aug NESTLEIND was trading at 2521.45. The strike last trading price was 91.15, 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 26 Aug NESTLEIND was trading at 2519.55. The strike last trading price was 91.15, 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 23 Aug NESTLEIND was trading at 2529.20. The strike last trading price was 91.15, 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 22 Aug NESTLEIND was trading at 2551.00. The strike last trading price was 91.15, 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 21 Aug NESTLEIND was trading at 2551.75. The strike last trading price was 91.15, 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 Aug NESTLEIND was trading at 2518.50. The strike last trading price was 91.15, 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 Aug NESTLEIND was trading at 2503.15. The strike last trading price was 91.15, 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 16 Aug NESTLEIND was trading at 2525.45. The strike last trading price was 91.15, 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 14 Aug NESTLEIND was trading at 2474.60. The strike last trading price was 91.15, 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 13 Aug NESTLEIND was trading at 2484.70. The strike last trading price was 91.15, 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 12 Aug NESTLEIND was trading at 2473.10. The strike last trading price was 91.15, 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 9 Aug NESTLEIND was trading at 2504.70. The strike last trading price was 91.15, 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 8 Aug NESTLEIND was trading at 2489.10. The strike last trading price was 91.15, 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 91.15, 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 91.15, 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 91.15, 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 91.15, 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 91.15, 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 91.15, 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 91.15, 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 25 Jul NESTLEIND was trading at 2480.65. The strike last trading price was 91.15, which was 91.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jul NESTLEIND was trading at 2541.40. The strike last trading price was 0, 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 23 Jul NESTLEIND was trading at 2581.55. The strike last trading price was 0, 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 22 Jul NESTLEIND was trading at 2587.30. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2597.85. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2627.05. The strike last trading price was 0, 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 16 Jul NESTLEIND was trading at 2607.30. The strike last trading price was 0, 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 15 Jul NESTLEIND was trading at 2605.10. The strike last trading price was 0, 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 12 Jul NESTLEIND was trading at 2609.00. The strike last trading price was 0, 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 11 Jul NESTLEIND was trading at 2593.20. The strike last trading price was 0, 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 10 Jul NESTLEIND was trading at 2616.45. The strike last trading price was 0, 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 9 Jul NESTLEIND was trading at 2633.10. The strike last trading price was 0, 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 8 Jul NESTLEIND was trading at 2603.40. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 0, 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 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 0, 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 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0