NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Dec 2024 04:10 PM IST
| NESTLEIND 26DEC2024 2600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2163.50 | 0.15 | -0.05 | - | 9 | -1 | 81 | |||
| 19 Dec | 2160.40 | 0.2 | -0.20 | - | 52 | -1 | 82 | |||
| 18 Dec | 2188.05 | 0.4 | -0.55 | 47.15 | 21 | -5 | 84 | |||
| 17 Dec | 2202.95 | 0.95 | 0.15 | 47.63 | 60 | 3 | 90 | |||
| 9 Dec | 2228.85 | 0.8 | -0.15 | 31.47 | 12 | -4 | 88 | |||
| 6 Dec | 2267.80 | 0.95 | 0.10 | 26.69 | 11 | 0 | 91 | |||
| 3 Dec | 2261.70 | 0.85 | 0.00 | 24.61 | 22 | 10 | 92 | |||
| 2 Dec | 2251.85 | 0.85 | 0.25 | 24.82 | 24 | 2 | 83 | |||
| 29 Nov | 2234.65 | 0.6 | -0.95 | 23.14 | 48 | 19 | 81 | |||
| 28 Nov | 2236.25 | 1.55 | 0.05 | 25.83 | 13 | 7 | 62 | |||
| 27 Nov | 2273.95 | 1.5 | 0.30 | 23.02 | 31 | 18 | 50 | |||
| 26 Nov | 2265.25 | 1.2 | -0.20 | 22.07 | 9 | 2 | 31 | |||
| 25 Nov | 2256.95 | 1.4 | -0.90 | 22.47 | 27 | 18 | 27 | |||
| 22 Nov | 2247.30 | 2.3 | -0.15 | 24.62 | 3 | 2 | 11 | |||
| 21 Nov | 2211.20 | 2.45 | 0.15 | 26.77 | 3 | 0 | 7 | |||
| 20 Nov | 2214.15 | 2.3 | 0.00 | 25.81 | 4 | 4 | 6 | |||
| 19 Nov | 2214.15 | 2.3 | -1.10 | 25.81 | 4 | 3 | 6 | |||
| 18 Nov | 2213.20 | 3.4 | -17.60 | 26.85 | 1 | 0 | 3 | |||
| 4 Nov | 2246.20 | 21 | -15.00 | 32.52 | 2 | 0 | 2 | |||
| 17 Oct | 2378.70 | 36 | -8.00 | - | 1 | 0 | 1 | |||
| 16 Oct | 2462.25 | 44 | 44.00 | - | 1 | 0 | 0 | |||
| 15 Oct | 2484.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2502.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2511.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Oct | 2512.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2516.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2581.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2573.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2598.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2674.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2707.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2689.95 | 0 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2600 expiring on 26DEC2024
Delta for 2600 CE is -
Historical price for 2600 CE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 81
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 82
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 0.4, which was -0.55 lower than the previous day. The implied volatity was 47.15, the open interest changed by -5 which decreased total open position to 84
On 17 Dec NESTLEIND was trading at 2202.95. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 47.63, the open interest changed by 3 which increased total open position to 90
On 9 Dec NESTLEIND was trading at 2228.85. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 31.47, the open interest changed by -4 which decreased total open position to 88
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 91
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 24.61, the open interest changed by 10 which increased total open position to 92
On 2 Dec NESTLEIND was trading at 2251.85. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 24.82, the open interest changed by 2 which increased total open position to 83
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 0.6, which was -0.95 lower than the previous day. The implied volatity was 23.14, the open interest changed by 19 which increased total open position to 81
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 25.83, the open interest changed by 7 which increased total open position to 62
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 1.5, which was 0.30 higher than the previous day. The implied volatity was 23.02, the open interest changed by 18 which increased total open position to 50
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 22.07, the open interest changed by 2 which increased total open position to 31
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 1.4, which was -0.90 lower than the previous day. The implied volatity was 22.47, the open interest changed by 18 which increased total open position to 27
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 24.62, the open interest changed by 2 which increased total open position to 11
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was 26.77, the open interest changed by 0 which decreased total open position to 7
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 25.81, the open interest changed by 4 which increased total open position to 6
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 2.3, which was -1.10 lower than the previous day. The implied volatity was 25.81, the open interest changed by 3 which increased total open position to 6
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 3.4, which was -17.60 lower than the previous day. The implied volatity was 26.85, the open interest changed by 0 which decreased total open position to 3
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 21, which was -15.00 lower than the previous day. The implied volatity was 32.52, the open interest changed by 0 which decreased total open position to 2
On 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 36, which was -8.00 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 44, which was 44.00 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 7 Oct NESTLEIND was trading at 2573.85. The strike last trading price was 0, 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 4 Oct NESTLEIND was trading at 2598.15. The strike last trading price was 0, 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 3 Oct NESTLEIND was trading at 2674.85. The strike last trading price was 0, 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 1 Oct NESTLEIND was trading at 2707.05. The strike last trading price was 0, 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 Sept NESTLEIND was trading at 2689.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 26DEC2024 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2163.50 | 425 | 0.00 | - | 2 | -1 | 81 |
| 19 Dec | 2160.40 | 425 | 61.00 | - | 2 | 0 | 84 |
| 18 Dec | 2188.05 | 364 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2202.95 | 364 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2228.85 | 364 | 36.00 | 44.59 | 6 | 1 | 79 |
| 6 Dec | 2267.80 | 328 | 8.00 | 40.42 | 1 | 0 | 77 |
| 3 Dec | 2261.70 | 320 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 2251.85 | 320 | -19.00 | - | 1 | 0 | 76 |
| 29 Nov | 2234.65 | 339 | 4.00 | - | 1 | 0 | 75 |
| 28 Nov | 2236.25 | 335 | 19.60 | - | 35 | 34 | 75 |
| 27 Nov | 2273.95 | 315.4 | -2.90 | 32.27 | 24 | 20 | 37 |
| 26 Nov | 2265.25 | 318.3 | -10.70 | 31.46 | 1 | 0 | 16 |
| 25 Nov | 2256.95 | 329 | -13.60 | 37.29 | 15 | 15 | 15 |
| 22 Nov | 2247.30 | 342.6 | 299.55 | 32.47 | 1 | 0 | 0 |
| 21 Nov | 2211.20 | 43.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 43.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2214.15 | 43.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2213.20 | 43.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 43.05 | 43.05 | - | 0 | 0 | 0 |
| 17 Oct | 2378.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2462.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2484.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2502.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2511.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2512.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2516.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2581.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2573.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2598.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2674.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2707.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2689.95 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2600 expiring on 26DEC2024
Delta for 2600 PE is -
Historical price for 2600 PE is as follows
On 20 Dec NESTLEIND was trading at 2163.50. The strike last trading price was 425, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 81
On 19 Dec NESTLEIND was trading at 2160.40. The strike last trading price was 425, which was 61.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 18 Dec NESTLEIND was trading at 2188.05. The strike last trading price was 364, 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 364, 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 364, which was 36.00 higher than the previous day. The implied volatity was 44.59, the open interest changed by 1 which increased total open position to 79
On 6 Dec NESTLEIND was trading at 2267.80. The strike last trading price was 328, which was 8.00 higher than the previous day. The implied volatity was 40.42, the open interest changed by 0 which decreased total open position to 77
On 3 Dec NESTLEIND was trading at 2261.70. The strike last trading price was 320, 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 320, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 29 Nov NESTLEIND was trading at 2234.65. The strike last trading price was 339, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 28 Nov NESTLEIND was trading at 2236.25. The strike last trading price was 335, which was 19.60 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 75
On 27 Nov NESTLEIND was trading at 2273.95. The strike last trading price was 315.4, which was -2.90 lower than the previous day. The implied volatity was 32.27, the open interest changed by 20 which increased total open position to 37
On 26 Nov NESTLEIND was trading at 2265.25. The strike last trading price was 318.3, which was -10.70 lower than the previous day. The implied volatity was 31.46, the open interest changed by 0 which decreased total open position to 16
On 25 Nov NESTLEIND was trading at 2256.95. The strike last trading price was 329, which was -13.60 lower than the previous day. The implied volatity was 37.29, the open interest changed by 15 which increased total open position to 15
On 22 Nov NESTLEIND was trading at 2247.30. The strike last trading price was 342.6, which was 299.55 higher than the previous day. The implied volatity was 32.47, 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 43.05, 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 43.05, 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 43.05, 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 43.05, 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 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 43.05, which was 43.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 7 Oct NESTLEIND was trading at 2573.85. The strike last trading price was 0, 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 4 Oct NESTLEIND was trading at 2598.15. The strike last trading price was 0, 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 3 Oct NESTLEIND was trading at 2674.85. The strike last trading price was 0, 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 1 Oct NESTLEIND was trading at 2707.05. The strike last trading price was 0, 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 Sept NESTLEIND was trading at 2689.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
