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 | 22.5 | 2.10 | - | 17,200 | 3,600 | 17,200 | |||
| 4 Jul | 2545.15 | 20.4 | - | 9,400 | -800 | 13,600 | ||||
| 3 Jul | 2551.50 | 22.8 | - | 11,800 | -800 | 14,400 | ||||
| 2 Jul | 2544.45 | 23.6 | - | 8,200 | 200 | 15,000 | ||||
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| 1 Jul | 2568.10 | 31.2 | - | 15,600 | 4,000 | 14,800 | ||||
| 28 Jun | 2551.65 | 29 | - | 11,600 | 3,000 | 10,800 | ||||
| 27 Jun | 2533.75 | 24 | - | 2,400 | 2,000 | 7,800 | ||||
| 26 Jun | 2534.25 | 27.65 | - | 6,200 | 5,800 | 5,800 | ||||
| 25 Jun | 2515.45 | 35 | - | 400 | 0 | 0 | ||||
| 24 Jun | 2530.05 | 102.4 | - | 0 | 0 | 0 | ||||
| 21 Jun | 2498.40 | 102.40 | - | 0 | 0 | 0 | ||||
| 20 Jun | 2539.75 | 102.40 | - | 0 | 0 | 0 | ||||
| 19 Jun | 2526.05 | 102.40 | - | 0 | 0 | 0 | ||||
| 18 Jun | 2550.35 | 102.40 | - | 0 | 0 | 0 | ||||
| 14 Jun | 2542.50 | 102.40 | - | 0 | 0 | 0 | ||||
| 13 Jun | 2551.75 | 102.40 | - | 0 | 0 | 0 | ||||
| 11 Jun | 2541.95 | 102.40 | - | 0 | 0 | 0 | ||||
For NESTLE INDIA LIMITED - strike price 2640 expiring on 25JUL2024
Delta for 2640 CE is -
Historical price for 2640 CE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 22.5, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 17200
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 20.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 13600
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 22.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 14400
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 23.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 15000
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 31.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 14800
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 29, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 10800
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 24, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 7800
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 27.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 5800
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 0 which decreased total open position to 0
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 102.4, 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 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 102.40, 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 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 102.40, 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 102.40, 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 18 Jun NESTLEIND was trading at 2550.35. The strike last trading price was 102.40, 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 14 Jun NESTLEIND was trading at 2542.50. The strike last trading price was 102.40, 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 13 Jun NESTLEIND was trading at 2551.75. The strike last trading price was 102.40, 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 11 Jun NESTLEIND was trading at 2541.95. The strike last trading price was 102.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 98.6 | -15.80 | - | 800 | 1,600 | 1,600 |
| 4 Jul | 2545.15 | 114.4 | - | 0 | 400 | 0 | |
| 3 Jul | 2551.50 | 114.4 | - | 0 | 400 | 0 | |
| 2 Jul | 2544.45 | 114.4 | - | 400 | 200 | 1,400 | |
| 1 Jul | 2568.10 | 90.65 | - | 1,000 | 800 | 1,200 | |
| 28 Jun | 2551.65 | 108.55 | - | 1,000 | 400 | 400 | |
| 27 Jun | 2533.75 | 132.1 | - | 0 | 0 | 0 | |
| 26 Jun | 2534.25 | 132.1 | - | 0 | 0 | 0 | |
| 25 Jun | 2515.45 | 132.1 | - | 0 | 0 | 0 | |
| 24 Jun | 2530.05 | 132.1 | - | 0 | 0 | 0 | |
| 21 Jun | 2498.40 | 132.10 | - | 0 | 0 | 0 | |
| 20 Jun | 2539.75 | 132.10 | - | 0 | 0 | 0 | |
| 19 Jun | 2526.05 | 132.10 | - | 0 | 0 | 0 | |
| 18 Jun | 2550.35 | 132.10 | - | 0 | 0 | 0 | |
| 14 Jun | 2542.50 | 132.10 | - | 0 | 0 | 0 | |
| 13 Jun | 2551.75 | 132.10 | - | 0 | 0 | 0 | |
| 11 Jun | 2541.95 | 132.10 | - | 0 | 0 | 0 | |
For NESTLE INDIA LIMITED - strike price 2640 expiring on 25JUL2024
Delta for 2640 PE is -
Historical price for 2640 PE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 98.6, which was -15.80 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 114.4, 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 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 114.4, 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 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 114.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1400
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 90.65, 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 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 108.55, 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 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 132.1, 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 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 132.1, 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 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 132.1, 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 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 132.1, 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 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 132.10, 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 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 132.10, 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 19 Jun NESTLEIND was trading at 2526.05. The strike last trading price was 132.10, 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 132.10, 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 132.10, 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 132.10, 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 132.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0