NESTLEIND
NESTLE INDIA LIMITED
Historical option data for NESTLEIND
04 Jul 2024 12:40 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 4 Jul | 2550.85 | 66.8 | -6.45 | - | 7,800 | 1,800 | 28,000 | |||
| 3 Jul | 2551.50 | 73.25 | - | 8,400 | 200 | 26,200 | ||||
| 2 Jul | 2544.45 | 69.65 | - | 6,600 | -600 | 26,200 | ||||
| 1 Jul | 2568.10 | 87.05 | - | 8,600 | -200 | 26,800 | ||||
| 28 Jun | 2551.65 | 79.5 | - | 54,200 | -1,200 | 27,000 | ||||
| 27 Jun | 2533.75 | 68.85 | - | 71,400 | 9,000 | 28,200 | ||||
| 26 Jun | 2534.25 | 73.95 | - | 39,400 | 13,800 | 19,400 | ||||
| 25 Jun | 2515.45 | 62.1 | - | 3,200 | 400 | 5,600 | ||||
| 24 Jun | 2530.05 | 74.4 | - | 3,800 | 2,000 | 5,000 | ||||
| 21 Jun | 2498.40 | 75.00 | - | 3,000 | 2,600 | 2,600 | ||||
| 20 Jun | 2539.75 | 163.45 | - | 0 | 0 | 0 | ||||
| 19 Jun | 2526.05 | 163.45 | - | 0 | 0 | 0 | ||||
| 18 Jun | 2550.35 | 163.45 | - | 0 | 0 | 0 | ||||
| 14 Jun | 2542.50 | 163.45 | - | 0 | 0 | 0 | ||||
| 13 Jun | 2551.75 | 163.45 | - | 0 | 0 | 0 | ||||
| 12 Jun | 2537.30 | 163.45 | - | 0 | 0 | 0 | ||||
| 11 Jun | 2541.95 | 163.45 | - | 0 | 0 | 0 | ||||
For NESTLE INDIA LIMITED - strike price 2520 expiring on 25JUL2024
Delta for 2520 CE is -
Historical price for 2520 CE is as follows
On 4 Jul NESTLEIND was trading at 2550.85. The strike last trading price was 66.8, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 28000
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 73.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 26200
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 69.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 26200
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 87.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 26800
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 79.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -1200 which decreased total open position to 27000
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 68.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 28200
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 73.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 19400
On 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 62.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 5600
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 74.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 5000
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 75.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 2600
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun NESTLEIND was trading at 2526.05. The strike last trading price was 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun NESTLEIND was trading at 2550.35. The strike last trading price was 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun NESTLEIND was trading at 2542.50. The strike last trading price was 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun NESTLEIND was trading at 2551.75. The strike last trading price was 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun NESTLEIND was trading at 2537.30. The strike last trading price was 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun NESTLEIND was trading at 2541.95. The strike last trading price was 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 2550.85 | 35.1 | 0.00 | - | 0 | 200 | 0 |
| 3 Jul | 2551.50 | 35.1 | - | 6,600 | 200 | 17,400 | |
| 2 Jul | 2544.45 | 40.25 | - | 17,800 | -5,400 | 17,800 | |
| 1 Jul | 2568.10 | 37.1 | - | 38,400 | -18,600 | 23,200 | |
| 28 Jun | 2551.65 | 40 | - | 34,600 | 10,600 | 41,800 | |
| 27 Jun | 2533.75 | 55 | - | 31,800 | 24,200 | 31,200 | |
| 26 Jun | 2534.25 | 48.85 | - | 8,000 | 7,000 | 7,200 | |
| 25 Jun | 2515.45 | 57 | - | 800 | 200 | 200 | |
| 24 Jun | 2530.05 | 75.3 | - | 0 | 0 | 0 | |
| 21 Jun | 2498.40 | 75.30 | - | 0 | 0 | 0 | |
| 20 Jun | 2539.75 | 75.30 | - | 0 | 0 | 0 | |
| 19 Jun | 2526.05 | 75.30 | - | 0 | 0 | 0 | |
| 18 Jun | 2550.35 | 75.30 | - | 0 | 0 | 0 | |
| 14 Jun | 2542.50 | 75.30 | - | 0 | 0 | 0 | |
| 13 Jun | 2551.75 | 75.30 | - | 0 | 0 | 0 | |
| 12 Jun | 2537.30 | 75.30 | - | 0 | 0 | 0 | |
| 11 Jun | 2541.95 | 75.30 | - | 0 | 0 | 0 | |
For NESTLE INDIA LIMITED - strike price 2520 expiring on 25JUL2024
Delta for 2520 PE is -
Historical price for 2520 PE is as follows
On 4 Jul NESTLEIND was trading at 2550.85. The strike last trading price was 35.1, 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 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 35.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 17400
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 40.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 17800
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 37.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -18600 which decreased total open position to 23200
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by 10600 which increased total open position to 41800
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 55, which was lower than the previous day. The implied volatity was -, the open interest changed by 24200 which increased total open position to 31200
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 48.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 7200
On 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 57, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 75.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 75.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 75.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun NESTLEIND was trading at 2526.05. The strike last trading price was 75.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun NESTLEIND was trading at 2550.35. The strike last trading price was 75.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun NESTLEIND was trading at 2542.50. The strike last trading price was 75.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun NESTLEIND was trading at 2551.75. The strike last trading price was 75.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun NESTLEIND was trading at 2537.30. The strike last trading price was 75.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun NESTLEIND was trading at 2541.95. The strike last trading price was 75.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0