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 | 34.5 | 5.45 | - | 2,63,800 | -12,400 | 2,10,000 | |||
| 4 Jul | 2545.15 | 29.05 | - | 1,94,000 | 15,200 | 2,22,400 | ||||
| 3 Jul | 2551.50 | 35 | - | 1,76,200 | -8,400 | 2,07,200 | ||||
| 2 Jul | 2544.45 | 34.95 | - | 3,47,000 | 14,800 | 2,16,000 | ||||
| 1 Jul | 2568.10 | 44.55 | - | 5,02,200 | 7,400 | 2,01,200 | ||||
| 28 Jun | 2551.65 | 40.65 | - | 4,35,600 | 63,800 | 1,93,800 | ||||
| 27 Jun | 2533.75 | 37 | - | 2,37,800 | 38,000 | 1,30,000 | ||||
| 26 Jun | 2534.25 | 38.5 | - | 1,46,200 | 27,200 | 90,600 | ||||
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| 25 Jun | 2515.45 | 35 | - | 50,600 | 21,400 | 63,400 | ||||
| 24 Jun | 2530.05 | 39.15 | - | 62,800 | 16,000 | 42,000 | ||||
| 21 Jun | 2498.40 | 33.80 | - | 20,000 | 10,400 | 25,800 | ||||
| 20 Jun | 2539.75 | 53.00 | - | 9,000 | 2,600 | 15,400 | ||||
| 19 Jun | 2526.05 | 46.25 | - | 15,400 | 6,800 | 12,800 | ||||
| 18 Jun | 2550.35 | 53.40 | - | 3,000 | 1,400 | 6,000 | ||||
| 14 Jun | 2542.50 | 54.00 | - | 4,600 | 0 | 4,600 | ||||
| 13 Jun | 2551.75 | 57.55 | - | 9,400 | 3,400 | 4,600 | ||||
| 12 Jun | 2537.30 | 49.05 | - | 1,800 | 1,200 | 1,200 | ||||
| 11 Jun | 2541.95 | 120.65 | - | 0 | 0 | 0 | ||||
For NESTLE INDIA LIMITED - strike price 2600 expiring on 25JUL2024
Delta for 2600 CE is -
Historical price for 2600 CE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 34.5, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by -12400 which decreased total open position to 210000
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 29.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 15200 which increased total open position to 222400
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 35, which was lower than the previous day. The implied volatity was -, the open interest changed by -8400 which decreased total open position to 207200
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 34.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 14800 which increased total open position to 216000
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7400 which increased total open position to 201200
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 40.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 63800 which increased total open position to 193800
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 37, which was lower than the previous day. The implied volatity was -, the open interest changed by 38000 which increased total open position to 130000
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 38.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 27200 which increased total open position to 90600
On 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 35, which was lower than the previous day. The implied volatity was -, the open interest changed by 21400 which increased total open position to 63400
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 39.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 42000
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 33.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 10400 which increased total open position to 25800
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 53.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 15400
On 19 Jun NESTLEIND was trading at 2526.05. The strike last trading price was 46.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6800 which increased total open position to 12800
On 18 Jun NESTLEIND was trading at 2550.35. The strike last trading price was 53.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 6000
On 14 Jun NESTLEIND was trading at 2542.50. The strike last trading price was 54.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4600
On 13 Jun NESTLEIND was trading at 2551.75. The strike last trading price was 57.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 4600
On 12 Jun NESTLEIND was trading at 2537.30. The strike last trading price was 49.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1200
On 11 Jun NESTLEIND was trading at 2541.95. The strike last trading price was 120.65, 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 | 67.3 | -19.70 | - | 10,400 | 1,200 | 22,000 |
| 4 Jul | 2545.15 | 87 | - | 8,600 | -800 | 20,800 | |
| 3 Jul | 2551.50 | 79.25 | - | 2,400 | -600 | 21,600 | |
| 2 Jul | 2544.45 | 92.5 | - | 6,400 | 200 | 22,000 | |
| 1 Jul | 2568.10 | 74.3 | - | 22,800 | 3,400 | 21,800 | |
| 28 Jun | 2551.65 | 80.2 | - | 37,000 | -800 | 18,400 | |
| 27 Jun | 2533.75 | 99.9 | - | 10,800 | 3,600 | 19,200 | |
| 26 Jun | 2534.25 | 90.5 | - | 2,800 | 1,600 | 16,000 | |
| 25 Jun | 2515.45 | 110 | - | 15,200 | 12,000 | 14,400 | |
| 24 Jun | 2530.05 | 105 | - | 1,400 | 800 | 2,200 | |
| 21 Jun | 2498.40 | 128.25 | - | 1,000 | 800 | 1,200 | |
| 20 Jun | 2539.75 | 97.40 | - | 400 | 0 | 0 | |
| 19 Jun | 2526.05 | 111.05 | - | 0 | 0 | 0 | |
| 18 Jun | 2550.35 | 111.05 | - | 0 | 0 | 0 | |
| 14 Jun | 2542.50 | 111.05 | - | 0 | 0 | 0 | |
| 13 Jun | 2551.75 | 111.05 | - | 0 | 0 | 0 | |
| 12 Jun | 2537.30 | 111.05 | - | 0 | 0 | 0 | |
| 11 Jun | 2541.95 | 111.05 | - | 0 | 0 | 0 | |
For NESTLE INDIA LIMITED - strike price 2600 expiring on 25JUL2024
Delta for 2600 PE is -
Historical price for 2600 PE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 67.3, which was -19.70 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 22000
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 87, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 20800
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 79.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 21600
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 92.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 22000
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 74.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 21800
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 80.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 18400
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 99.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 19200
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 90.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 16000
On 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 110, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 14400
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 105, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 2200
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 128.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 1200
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 97.40, 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 111.05, 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 111.05, 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 111.05, 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 111.05, 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 111.05, 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 111.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0