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

2207.9 8.96 (0.41%)

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Historical option data for NESTLEIND

24 Jan 2025 04:10 PM IST
NESTLEIND 30JAN2025 2520 CE
Delta: 0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 2207.90 33.75 0 26.11 0 0 0
23 Jan 2198.95 33.75 0.00 24.40 0 0 0
22 Jan 2207.80 33.75 0.00 22.06 0 0 0
21 Jan 2196.45 33.75 0.00 21.78 0 0 0
20 Jan 2214.00 33.75 0.00 19.59 0 0 0
17 Jan 2217.20 33.75 0.00 16.80 0 0 0
16 Jan 2169.30 33.75 0.00 17.96 0 0 0
14 Jan 2219.05 33.75 0.00 14.38 0 0 0
10 Jan 2247.90 33.75 0.00 11.68 0 0 0
9 Jan 2256.05 33.75 0.00 10.86 0 0 0
8 Jan 2219.90 33.75 0.00 12.17 0 0 0
7 Jan 2212.65 33.75 0.00 12.13 0 0 0
6 Jan 2185.00 33.75 0.00 13.31 0 0 0
3 Jan 2232.70 33.75 0.00 10.62 0 0 0
2 Jan 2200.20 33.75 0.00 0.00 0 0 0
1 Jan 2169.25 33.75 0.00 0.00 0 0 0
31 Dec 2170.05 33.75 0.00 0.00 0 0 0
30 Dec 2159.90 33.75 0.00 11.54 0 0 0
27 Dec 2165.60 33.75 0.00 11.54 0 0 0
26 Dec 2149.90 33.75 0.00 11.75 0 0 0
24 Dec 2166.70 33.75 0.00 10.98 0 0 0
23 Dec 2151.60 33.75 11.16 0 0 0


For Nestle India Limited - strike price 2520 expiring on 30JAN2025

Delta for 2520 CE is 0.00

Historical price for 2520 CE is as follows

On 24 Jan NESTLEIND was trading at 2207.90. The strike last trading price was 33.75, which was 0 lower than the previous day. The implied volatity was 26.11, the open interest changed by 0 which decreased total open position to 0


On 23 Jan NESTLEIND was trading at 2198.95. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 24.40, the open interest changed by 0 which decreased total open position to 0


On 22 Jan NESTLEIND was trading at 2207.80. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 22.06, the open interest changed by 0 which decreased total open position to 0


On 21 Jan NESTLEIND was trading at 2196.45. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 21.78, the open interest changed by 0 which decreased total open position to 0


On 20 Jan NESTLEIND was trading at 2214.00. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 19.59, the open interest changed by 0 which decreased total open position to 0


On 17 Jan NESTLEIND was trading at 2217.20. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 16.80, the open interest changed by 0 which decreased total open position to 0


On 16 Jan NESTLEIND was trading at 2169.30. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 17.96, the open interest changed by 0 which decreased total open position to 0


On 14 Jan NESTLEIND was trading at 2219.05. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 0


On 10 Jan NESTLEIND was trading at 2247.90. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 11.68, the open interest changed by 0 which decreased total open position to 0


On 9 Jan NESTLEIND was trading at 2256.05. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 10.86, the open interest changed by 0 which decreased total open position to 0


On 8 Jan NESTLEIND was trading at 2219.90. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 12.17, the open interest changed by 0 which decreased total open position to 0


On 7 Jan NESTLEIND was trading at 2212.65. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 12.13, the open interest changed by 0 which decreased total open position to 0


On 6 Jan NESTLEIND was trading at 2185.00. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 13.31, the open interest changed by 0 which decreased total open position to 0


On 3 Jan NESTLEIND was trading at 2232.70. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 10.62, the open interest changed by 0 which decreased total open position to 0


On 2 Jan NESTLEIND was trading at 2200.20. The strike last trading price was 33.75, 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 1 Jan NESTLEIND was trading at 2169.25. The strike last trading price was 33.75, 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 31 Dec NESTLEIND was trading at 2170.05. The strike last trading price was 33.75, 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 30 Dec NESTLEIND was trading at 2159.90. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 11.54, the open interest changed by 0 which decreased total open position to 0


On 27 Dec NESTLEIND was trading at 2165.60. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 11.54, the open interest changed by 0 which decreased total open position to 0


On 26 Dec NESTLEIND was trading at 2149.90. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 11.75, the open interest changed by 0 which decreased total open position to 0


On 24 Dec NESTLEIND was trading at 2166.70. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 10.98, the open interest changed by 0 which decreased total open position to 0


On 23 Dec NESTLEIND was trading at 2151.60. The strike last trading price was 33.75, which was lower than the previous day. The implied volatity was 11.16, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 30JAN2025 2520 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 2207.90 245.5 0 - 0 0 0
23 Jan 2198.95 245.5 0.00 - 0 0 0
22 Jan 2207.80 245.5 0.00 - 0 0 0
21 Jan 2196.45 245.5 0.00 - 0 0 0
20 Jan 2214.00 245.5 0.00 - 0 0 0
17 Jan 2217.20 245.5 0.00 - 0 0 0
16 Jan 2169.30 245.5 0.00 - 0 0 0
14 Jan 2219.05 245.5 0.00 - 0 0 0
10 Jan 2247.90 245.5 0.00 - 0 0 0
9 Jan 2256.05 245.5 0.00 - 0 0 0
8 Jan 2219.90 245.5 0.00 - 0 0 0
7 Jan 2212.65 245.5 0.00 - 0 0 0
6 Jan 2185.00 245.5 0.00 - 0 0 0
3 Jan 2232.70 245.5 0.00 - 0 0 0
2 Jan 2200.20 245.5 0.00 0.00 0 0 0
1 Jan 2169.25 245.5 0.00 0.00 0 0 0
31 Dec 2170.05 245.5 0.00 0.00 0 0 0
30 Dec 2159.90 245.5 0.00 - 0 0 0
27 Dec 2165.60 245.5 0.00 - 0 0 0
26 Dec 2149.90 245.5 0.00 - 0 0 0
24 Dec 2166.70 245.5 0.00 - 0 0 0
23 Dec 2151.60 245.5 - 0 0 0


For Nestle India Limited - strike price 2520 expiring on 30JAN2025

Delta for 2520 PE is -

Historical price for 2520 PE is as follows

On 24 Jan NESTLEIND was trading at 2207.90. The strike last trading price was 245.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Jan NESTLEIND was trading at 2198.95. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2207.80. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2196.45. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2214.00. The strike last trading price was 245.5, 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 17 Jan NESTLEIND was trading at 2217.20. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2169.30. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2219.05. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2247.90. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2256.05. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2219.90. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2212.65. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2185.00. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2232.70. The strike last trading price was 245.5, 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 Jan NESTLEIND was trading at 2200.20. The strike last trading price was 245.5, 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 1 Jan NESTLEIND was trading at 2169.25. The strike last trading price was 245.5, 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 31 Dec NESTLEIND was trading at 2170.05. The strike last trading price was 245.5, 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 30 Dec NESTLEIND was trading at 2159.90. The strike last trading price was 245.5, 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 27 Dec NESTLEIND was trading at 2165.60. The strike last trading price was 245.5, 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 Dec NESTLEIND was trading at 2149.90. The strike last trading price was 245.5, 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 24 Dec NESTLEIND was trading at 2166.70. The strike last trading price was 245.5, 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 Dec NESTLEIND was trading at 2151.60. The strike last trading price was 245.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0