NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2540 CE | ||||||||||
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Delta: 0.01
Vega: 0.09
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 0.5 | -1.00 | 42.74 | 1 | 0 | 75 | |||
| 20 Nov | 2214.15 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 2214.15 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 2213.20 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 2182.80 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 2235.25 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 2256.20 | 1.5 | 0.25 | 28.84 | 1 | 0 | 75 | |||
| 11 Nov | 2279.05 | 1.25 | -0.20 | 24.17 | 3 | 0 | 75 | |||
| 8 Nov | 2295.65 | 1.45 | -0.30 | 21.93 | 12 | -4 | 75 | |||
| 7 Nov | 2262.85 | 1.75 | -1.20 | 24.46 | 11 | -1 | 79 | |||
| 6 Nov | 2275.60 | 2.95 | 0.70 | 25.42 | 14 | 1 | 80 | |||
| 5 Nov | 2262.45 | 2.25 | -0.55 | 24.37 | 8 | -1 | 79 | |||
| 4 Nov | 2246.20 | 2.8 | -5.60 | 26.43 | 72 | 41 | 77 | |||
| 1 Nov | 2282.30 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 2262.95 | 8.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2276.30 | 8.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2267.40 | 8.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2272.05 | 8.4 | 0.00 | - | 0 | 2 | 0 | |||
| 25 Oct | 2260.70 | 8.4 | -5.60 | - | 5 | 1 | 35 | |||
| 24 Oct | 2258.65 | 14 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 2327.15 | 14 | -1.30 | - | 1 | 0 | 33 | |||
| 22 Oct | 2350.25 | 15.3 | 0.90 | - | 26 | 16 | 33 | |||
| 21 Oct | 2354.65 | 14.4 | 1.75 | - | 19 | -11 | 18 | |||
| 18 Oct | 2350.25 | 12.65 | -11.85 | - | 18 | 10 | 29 | |||
| 17 Oct | 2378.70 | 24.5 | -55.50 | - | 18 | 16 | 19 | |||
| 16 Oct | 2462.25 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2484.25 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2502.05 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2511.80 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2512.45 | 80 | 0.00 | - | 0 | 3 | 0 | |||
| 9 Oct | 2516.00 | 80 | -186.90 | - | 5 | 3 | 3 | |||
| 8 Oct | 2581.75 | 266.9 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2540 expiring on 28NOV2024
Delta for 2540 CE is 0.01
Historical price for 2540 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 0.5, which was -1.00 lower than the previous day. The implied volatity was 42.74, the open interest changed by 0 which decreased total open position to 75
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 1.5, 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 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 1.5, 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 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 1.5, 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 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 1.5, 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 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 1.5, 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 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 75
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 24.17, the open interest changed by 0 which decreased total open position to 75
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 21.93, the open interest changed by -4 which decreased total open position to 75
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 1.75, which was -1.20 lower than the previous day. The implied volatity was 24.46, the open interest changed by -1 which decreased total open position to 79
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 2.95, which was 0.70 higher than the previous day. The implied volatity was 25.42, the open interest changed by 1 which increased total open position to 80
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was 24.37, the open interest changed by -1 which decreased total open position to 79
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 2.8, which was -5.60 lower than the previous day. The implied volatity was 26.43, the open interest changed by 41 which increased total open position to 77
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 8.4, 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 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NESTLEIND was trading at 2272.05. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 8.4, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NESTLEIND was trading at 2327.15. The strike last trading price was 14, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 15.3, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NESTLEIND was trading at 2354.65. The strike last trading price was 14.4, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 12.65, which was -11.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 24.5, which was -55.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NESTLEIND was trading at 2462.25. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NESTLEIND was trading at 2484.25. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NESTLEIND was trading at 2502.05. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NESTLEIND was trading at 2511.80. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NESTLEIND was trading at 2512.45. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NESTLEIND was trading at 2516.00. The strike last trading price was 80, which was -186.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NESTLEIND was trading at 2581.75. The strike last trading price was 266.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 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 |
| 21 Nov | 2211.20 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 2182.80 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 2235.25 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 2279.05 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 2295.65 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 2262.85 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 2275.60 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 2262.45 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 2282.30 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 2262.95 | 255 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2276.30 | 255 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 2267.40 | 255 | 18.00 | - | 1 | 0 | 5 |
| 28 Oct | 2272.05 | 237 | 217.45 | - | 5 | 0 | 0 |
| 25 Oct | 2260.70 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2258.65 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2327.15 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2350.25 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2354.65 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2350.25 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2378.70 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2462.25 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2484.25 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2502.05 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2511.80 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2512.45 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2516.00 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2581.75 | 19.55 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2540 expiring on 28NOV2024
Delta for 2540 PE is 0.00
Historical price for 2540 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 255, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 255, 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 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 255, 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 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 255, 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 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 255, 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 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 255, 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 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 255, 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 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 255, 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 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 255, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 255, 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 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 255, 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 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 255, 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 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 255, 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 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 255, 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 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 255, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NESTLEIND was trading at 2272.05. The strike last trading price was 237, which was 217.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NESTLEIND was trading at 2327.15. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NESTLEIND was trading at 2354.65. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NESTLEIND was trading at 2462.25. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NESTLEIND was trading at 2484.25. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NESTLEIND was trading at 2502.05. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NESTLEIND was trading at 2511.80. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NESTLEIND was trading at 2512.45. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NESTLEIND was trading at 2516.00. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NESTLEIND was trading at 2581.75. The strike last trading price was 19.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
