NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 0.4 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 19 Dec | 2160.40 | 0.4 | -0.05 | 47.34 | 1 | 0 | 6 | |||
| 18 Dec | 2188.05 | 0.45 | -0.25 | 41.89 | 3 | 0 | 9 | |||
| 17 Dec | 2202.95 | 0.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2224.05 | 0.7 | -1.50 | 30.25 | 5 | 0 | 14 | |||
| 9 Dec | 2228.85 | 2.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 2267.80 | 2.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2261.70 | 2.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 2251.85 | 2.2 | 0.00 | 24.85 | 1 | 0 | 13 | |||
| 29 Nov | 2234.65 | 2.2 | 0.20 | 24.45 | 5 | 2 | 10 | |||
| 28 Nov | 2236.25 | 2 | 1.60 | 22.87 | 3 | 2 | 7 | |||
| 27 Nov | 2273.95 | 0.4 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 26 Nov | 2265.25 | 0.4 | -12.70 | 16.12 | 5 | 2 | 2 | |||
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| 25 Nov | 2256.95 | 13.1 | 0.00 | 9.68 | 0 | 0 | 0 | |||
| 22 Nov | 2247.30 | 13.1 | 0.00 | 10.44 | 0 | 0 | 0 | |||
| 21 Nov | 2211.20 | 13.1 | 0.00 | 10.64 | 0 | 0 | 0 | |||
| 20 Nov | 2214.15 | 13.1 | 0.00 | 10.27 | 0 | 0 | 0 | |||
| 19 Nov | 2214.15 | 13.1 | 0.00 | 10.27 | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 13.1 | -1151.80 | 10.65 | 0 | 0 | 0 | |||
| 4 Nov | 2246.20 | 1164.9 | 0.00 | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2540 expiring on 26DEC2024
Delta for 2540 CE is 0.00
Historical price for 2540 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 47.34, the open interest changed by 0 which decreased total open position to 6
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 41.89, the open interest changed by 0 which decreased total open position to 9
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 0.7, 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 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 0.7, which was -1.50 lower than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 14
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 2.2, 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 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 2.2, 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 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 24.85, the open interest changed by 0 which decreased total open position to 13
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was 24.45, the open interest changed by 2 which increased total open position to 10
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 2, which was 1.60 higher than the previous day. The implied volatity was 22.87, the open interest changed by 2 which increased total open position to 7
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 0.4, which was -12.70 lower than the previous day. The implied volatity was 16.12, the open interest changed by 2 which increased total open position to 2
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 9.68, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 10.44, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 10.64, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 10.27, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 10.27, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 13.1, which was -1151.80 lower than the previous day. The implied volatity was 10.65, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 1164.9, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 26DEC2024 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 2160.40 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2188.05 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2202.95 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2224.05 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2228.85 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 2267.80 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 2261.70 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2251.85 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 2234.65 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 2236.25 | 248 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 2273.95 | 248 | 0.00 | 0.00 | 0 | 5 | 0 |
| 26 Nov | 2265.25 | 248 | -13.90 | - | 5 | 2 | 2 |
| 25 Nov | 2256.95 | 261.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2247.30 | 261.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2211.20 | 261.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 261.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 261.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 261.9 | 261.90 | - | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 0 | 0.00 | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2540 expiring on 26DEC2024
Delta for 2540 PE is 0.00
Historical price for 2540 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 248, 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 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 248, 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 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 248, 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 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 248, 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 12 Dec NESTLEIND was trading at 2224.05. The strike last trading price was 248, 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 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 248, 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 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 248, 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 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 248, 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 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 248, 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 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 248, 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 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 248, 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 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 248, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 248, which was -13.90 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 261.9, 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 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 261.9, 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 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 261.9, 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 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 261.9, 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 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 261.9, 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 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 261.9, which was 261.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
