NESTLEIND
NESTLE INDIA LIMITED
Historical option data for NESTLEIND
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 2574.15 | 62.9 | 8.15 | - | 40,600 | -2,600 | 41,800 | |||
| 4 Jul | 2545.15 | 54.75 | - | 56,600 | 19,400 | 44,400 | ||||
| 3 Jul | 2551.50 | 61.45 | - | 55,800 | 6,400 | 25,000 | ||||
| 2 Jul | 2544.45 | 60 | - | 39,600 | -600 | 20,200 | ||||
| 1 Jul | 2568.10 | 70.95 | - | 27,400 | -3,000 | 20,800 | ||||
| 28 Jun | 2551.65 | 69.5 | - | 73,800 | -3,200 | 23,800 | ||||
| 27 Jun | 2533.75 | 60 | - | 66,200 | 12,200 | 27,000 | ||||
| 26 Jun | 2534.25 | 64.9 | - | 31,000 | 10,200 | 14,600 | ||||
| 25 Jun | 2515.45 | 57.95 | - | 4,600 | 3,400 | 4,400 | ||||
| 24 Jun | 2530.05 | 60.05 | - | 0 | 400 | 0 | ||||
| 21 Jun | 2498.40 | 60.05 | - | 600 | 400 | 1,000 | ||||
| 20 Jun | 2539.75 | 77.00 | - | 200 | 0 | 400 | ||||
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| 19 Jun | 2526.05 | 70.00 | - | 800 | 400 | 400 | ||||
| 18 Jun | 2550.35 | 45.15 | - | 0 | 0 | 0 | ||||
| 14 Jun | 2542.50 | 45.15 | - | 0 | 0 | 0 | ||||
| 13 Jun | 2551.75 | 45.15 | - | 0 | 0 | 0 | ||||
| 12 Jun | 2537.30 | 45.15 | - | 0 | 0 | 0 | ||||
| 11 Jun | 2541.95 | 45.15 | - | 0 | 0 | 0 | ||||
For NESTLE INDIA LIMITED - strike price 2540 expiring on 25JUL2024
Delta for 2540 CE is -
Historical price for 2540 CE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 62.9, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by -2600 which decreased total open position to 41800
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 54.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 19400 which increased total open position to 44400
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 61.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 25000
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 20200
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 70.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 20800
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 69.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -3200 which decreased total open position to 23800
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by 12200 which increased total open position to 27000
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 64.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 10200 which increased total open position to 14600
On 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 57.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 4400
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 60.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 60.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1000
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 77.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 19 Jun NESTLEIND was trading at 2526.05. The strike last trading price was 70.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400
On 18 Jun NESTLEIND was trading at 2550.35. The strike last trading price was 45.15, 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 45.15, 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 45.15, 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 45.15, 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 45.15, 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 |
| 5 Jul | 2574.15 | 36 | -12.50 | - | 16,400 | 0 | 33,600 |
| 4 Jul | 2545.15 | 48.5 | - | 31,400 | 16,200 | 33,600 | |
| 3 Jul | 2551.50 | 43.85 | - | 27,400 | 3,800 | 17,400 | |
| 2 Jul | 2544.45 | 47.9 | - | 27,000 | -1,600 | 13,600 | |
| 1 Jul | 2568.10 | 43.8 | - | 9,600 | 0 | 15,200 | |
| 28 Jun | 2551.65 | 46.75 | - | 34,000 | 8,200 | 15,200 | |
| 27 Jun | 2533.75 | 63.95 | - | 10,000 | 4,000 | 7,000 | |
| 26 Jun | 2534.25 | 61.55 | - | 4,600 | 2,600 | 2,600 | |
| 25 Jun | 2515.45 | 76 | - | 0 | 200 | 0 | |
| 24 Jun | 2530.05 | 76 | - | 200 | 0 | 200 | |
| 21 Jun | 2498.40 | 76.90 | - | 200 | 0 | 200 | |
| 20 Jun | 2539.75 | 76.90 | - | 200 | 0 | 0 | |
| 19 Jun | 2526.05 | 152.10 | - | 0 | 0 | 0 | |
| 18 Jun | 2550.35 | 152.10 | - | 0 | 0 | 0 | |
| 14 Jun | 2542.50 | 152.10 | - | 0 | 0 | 0 | |
| 13 Jun | 2551.75 | 152.10 | - | 0 | 0 | 0 | |
| 12 Jun | 2537.30 | 152.10 | - | 0 | 0 | 0 | |
| 11 Jun | 2541.95 | 152.10 | - | 0 | 0 | 0 | |
For NESTLE INDIA LIMITED - strike price 2540 expiring on 25JUL2024
Delta for 2540 PE is -
Historical price for 2540 PE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 36, which was -12.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33600
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 48.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 16200 which increased total open position to 33600
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 43.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 17400
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 47.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 13600
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 43.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15200
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 46.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 8200 which increased total open position to 15200
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 63.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 7000
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 61.55, 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 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 76, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 76, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 76.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 76.90, 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 152.10, 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 152.10, 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 152.10, 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 152.10, 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 152.10, 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 152.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0