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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 2540 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 2503.20 29 -1.80 1,82,000 9,800 1,70,400
5 Sept 2504.90 30.8 -13.40 2,44,200 26,400 1,61,800
4 Sept 2534.75 44.2 0.20 3,31,200 -800 1,34,800
3 Sept 2530.75 44 8.70 10,93,600 -400 1,35,200
2 Sept 2509.90 35.3 -0.40 2,13,600 58,800 1,35,600
30 Aug 2500.75 35.7 -3.30 1,66,000 16,400 76,200
29 Aug 2504.55 39 1.50 98,800 10,600 59,400
28 Aug 2492.50 37.5 -9.05 46,000 14,800 49,400
27 Aug 2521.45 46.55 -3.50 41,800 13,800 34,400
26 Aug 2519.55 50.05 0.05 27,600 6,000 20,600
23 Aug 2529.20 50 -26.95 22,400 10,600 14,600
22 Aug 2551.00 76.95 7.35 1,600 1,200 3,600
21 Aug 2551.75 69.6 -12.75 4,600 2,000 2,000
20 Aug 2518.50 82.35 0.00 0 0 0
19 Aug 2503.15 82.35 0.00 0 0 0
16 Aug 2525.45 82.35 0.00 0 0 0
14 Aug 2474.60 82.35 0.00 0 0 0
13 Aug 2484.70 82.35 0.00 0 0 0
12 Aug 2473.10 82.35 0.00 0 0 0
9 Aug 2504.70 82.35 0.00 0 0 0
8 Aug 2489.10 82.35 0.00 0 0 0
7 Aug 2522.80 82.35 0.00 0 0 0
6 Aug 2508.50 82.35 0.00 0 0 0
5 Aug 2510.90 82.35 0.00 0 0 0
2 Aug 2495.10 82.35 0.00 0 0 0
1 Aug 2484.00 82.35 0.00 0 0 0
30 Jul 2457.65 82.35 0.00 0 0 0
29 Jul 2470.30 82.35 0 0 0


For Nestle India Limited - strike price 2540 expiring on 26SEP2024

Delta for 2540 CE is -

Historical price for 2540 CE is as follows

On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 29, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 170400


On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 30.8, which was -13.40 lower than the previous day. The implied volatity was -, the open interest changed by 26400 which increased total open position to 161800


On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 44.2, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 134800


On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 44, which was 8.70 higher than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 135200


On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 35.3, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 58800 which increased total open position to 135600


On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 35.7, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 16400 which increased total open position to 76200


On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 39, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 10600 which increased total open position to 59400


On 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 37.5, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 14800 which increased total open position to 49400


On 27 Aug NESTLEIND was trading at 2521.45. The strike last trading price was 46.55, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 34400


On 26 Aug NESTLEIND was trading at 2519.55. The strike last trading price was 50.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 20600


On 23 Aug NESTLEIND was trading at 2529.20. The strike last trading price was 50, which was -26.95 lower than the previous day. The implied volatity was -, the open interest changed by 10600 which increased total open position to 14600


On 22 Aug NESTLEIND was trading at 2551.00. The strike last trading price was 76.95, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 3600


On 21 Aug NESTLEIND was trading at 2551.75. The strike last trading price was 69.6, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2000


On 20 Aug NESTLEIND was trading at 2518.50. The strike last trading price was 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 2540 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 2503.20 53.4 0.55 10,000 600 35,600
5 Sept 2504.90 52.85 13.50 81,800 9,200 35,400
4 Sept 2534.75 39.35 0.40 1,43,800 3,400 26,400
3 Sept 2530.75 38.95 -12.00 3,82,600 200 22,800
2 Sept 2509.90 50.95 -1.35 27,800 4,400 23,600
30 Aug 2500.75 52.3 -3.70 28,600 7,400 19,200
29 Aug 2504.55 56 -8.30 9,400 5,000 11,600
28 Aug 2492.50 64.3 18.45 5,000 2,400 6,600
27 Aug 2521.45 45.85 -4.65 4,200 2,000 4,000
26 Aug 2519.55 50.5 5.50 3,800 1,800 2,000
23 Aug 2529.20 45 -64.95 200 0 0
22 Aug 2551.00 109.95 0.00 0 0 0
21 Aug 2551.75 109.95 0.00 0 0 0
20 Aug 2518.50 109.95 0.00 0 0 0
19 Aug 2503.15 109.95 0.00 0 0 0
16 Aug 2525.45 109.95 0.00 0 0 0
14 Aug 2474.60 109.95 0.00 0 0 0
13 Aug 2484.70 109.95 0.00 0 0 0
12 Aug 2473.10 109.95 0.00 0 0 0
9 Aug 2504.70 109.95 0.00 0 0 0
8 Aug 2489.10 109.95 0.00 0 0 0
7 Aug 2522.80 109.95 0.00 0 0 0
6 Aug 2508.50 109.95 0.00 0 0 0
5 Aug 2510.90 109.95 0.00 0 0 0
2 Aug 2495.10 109.95 0.00 0 0 0
1 Aug 2484.00 109.95 0.00 0 0 0
30 Jul 2457.65 109.95 0.00 0 0 0
29 Jul 2470.30 109.95 0 0 0


For Nestle India Limited - strike price 2540 expiring on 26SEP2024

Delta for 2540 PE is -

Historical price for 2540 PE is as follows

On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 53.4, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 35600


On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 52.85, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 35400


On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 39.35, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 26400


On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 38.95, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 22800


On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 50.95, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 23600


On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 52.3, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 7400 which increased total open position to 19200


On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 56, which was -8.30 lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 11600


On 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 64.3, which was 18.45 higher than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 6600


On 27 Aug NESTLEIND was trading at 2521.45. The strike last trading price was 45.85, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 4000


On 26 Aug NESTLEIND was trading at 2519.55. The strike last trading price was 50.5, which was 5.50 higher than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 2000


On 23 Aug NESTLEIND was trading at 2529.20. The strike last trading price was 45, which was -64.95 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 109.95, 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 21 Aug NESTLEIND was trading at 2551.75. The strike last trading price was 109.95, 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 20 Aug NESTLEIND was trading at 2518.50. The strike last trading price was 109.95, 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 19 Aug NESTLEIND was trading at 2503.15. The strike last trading price was 109.95, 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 16 Aug NESTLEIND was trading at 2525.45. The strike last trading price was 109.95, 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 14 Aug NESTLEIND was trading at 2474.60. The strike last trading price was 109.95, 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 13 Aug NESTLEIND was trading at 2484.70. The strike last trading price was 109.95, 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 12 Aug NESTLEIND was trading at 2473.10. The strike last trading price was 109.95, 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 9 Aug NESTLEIND was trading at 2504.70. The strike last trading price was 109.95, 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 8 Aug NESTLEIND was trading at 2489.10. The strike last trading price was 109.95, 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 109.95, 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 109.95, 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 109.95, 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 109.95, 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 109.95, 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 109.95, 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 109.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0