NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
06 Sep 2024 04:10 PM IST
| NESTLEIND 2700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 2503.20 | 3.2 | -0.75 | 38,000 | 7,200 | 78,200 | ||||
| 5 Sept | 2504.90 | 3.95 | -1.45 | 70,200 | -11,600 | 71,000 | ||||
| 4 Sept | 2534.75 | 5.4 | -0.25 | 90,400 | 7,400 | 82,400 | ||||
| 3 Sept | 2530.75 | 5.65 | 1.00 | 2,35,800 | 1,000 | 76,000 | ||||
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| 2 Sept | 2509.90 | 4.65 | -0.10 | 47,800 | 8,200 | 75,200 | ||||
| 30 Aug | 2500.75 | 4.75 | -1.40 | 67,600 | 21,800 | 67,200 | ||||
| 29 Aug | 2504.55 | 6.15 | 0.00 | 33,600 | 3,600 | 45,400 | ||||
| 28 Aug | 2492.50 | 6.15 | -0.85 | 31,400 | 15,800 | 41,800 | ||||
| 27 Aug | 2521.45 | 7 | -2.00 | 10,400 | 5,400 | 25,800 | ||||
| 26 Aug | 2519.55 | 9 | -1.20 | 10,200 | 6,400 | 20,200 | ||||
| 23 Aug | 2529.20 | 10.2 | -4.70 | 17,600 | 9,000 | 14,000 | ||||
| 22 Aug | 2551.00 | 14.9 | 0.80 | 2,600 | 600 | 4,800 | ||||
| 21 Aug | 2551.75 | 14.1 | -5.90 | 5,800 | 3,800 | 4,200 | ||||
| 20 Aug | 2518.50 | 20 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 2503.15 | 20 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 2525.45 | 20 | 0.00 | 0 | 0 | 0 | ||||
| 12 Aug | 2473.10 | 20 | 0.00 | 200 | 0 | 200 | ||||
| 8 Aug | 2489.10 | 20 | -12.35 | 200 | 0 | 200 | ||||
| 5 Aug | 2510.90 | 32.35 | 0.00 | 0 | 0 | 0 | ||||
| 2 Aug | 2495.10 | 32.35 | 0 | 0 | 0 | |||||
For Nestle India Limited - strike price 2700 expiring on 26SEP2024
Delta for 2700 CE is -
Historical price for 2700 CE is as follows
On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 3.2, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 78200
On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 3.95, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -11600 which decreased total open position to 71000
On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 5.4, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 7400 which increased total open position to 82400
On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 5.65, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 76000
On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 4.65, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 8200 which increased total open position to 75200
On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 4.75, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by 21800 which increased total open position to 67200
On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 6.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 45400
On 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 6.15, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 15800 which increased total open position to 41800
On 27 Aug NESTLEIND was trading at 2521.45. The strike last trading price was 7, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 25800
On 26 Aug NESTLEIND was trading at 2519.55. The strike last trading price was 9, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 20200
On 23 Aug NESTLEIND was trading at 2529.20. The strike last trading price was 10.2, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 14000
On 22 Aug NESTLEIND was trading at 2551.00. The strike last trading price was 14.9, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 4800
On 21 Aug NESTLEIND was trading at 2551.75. The strike last trading price was 14.1, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 4200
On 20 Aug NESTLEIND was trading at 2518.50. The strike last trading price was 20, 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 Aug NESTLEIND was trading at 2503.15. The strike last trading price was 20, 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 16 Aug NESTLEIND was trading at 2525.45. The strike last trading price was 20, 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 12 Aug NESTLEIND was trading at 2473.10. The strike last trading price was 20, 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 200
On 8 Aug NESTLEIND was trading at 2489.10. The strike last trading price was 20, which was -12.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 5 Aug NESTLEIND was trading at 2510.90. The strike last trading price was 32.35, 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 2 Aug NESTLEIND was trading at 2495.10. The strike last trading price was 32.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 2700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 2503.20 | 195.4 | 33.25 | 200 | 0 | 5,600 |
| 5 Sept | 2504.90 | 162.15 | 0.00 | 0 | 200 | 0 |
| 4 Sept | 2534.75 | 162.15 | 13.60 | 200 | 0 | 5,400 |
| 3 Sept | 2530.75 | 148.55 | -30.60 | 2,800 | 0 | 5,400 |
| 2 Sept | 2509.90 | 179.15 | 4.15 | 200 | 0 | 5,400 |
| 30 Aug | 2500.75 | 175 | 0.00 | 0 | 4,600 | 0 |
| 29 Aug | 2504.55 | 175 | -7.10 | 4,600 | 4,400 | 5,200 |
| 28 Aug | 2492.50 | 182.1 | 32.10 | 600 | 400 | 600 |
| 27 Aug | 2521.45 | 150 | 0.00 | 0 | 200 | 0 |
| 26 Aug | 2519.55 | 150 | -67.95 | 200 | 0 | 0 |
| 23 Aug | 2529.20 | 217.95 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 2551.00 | 217.95 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 2551.75 | 217.95 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 2518.50 | 217.95 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 2503.15 | 217.95 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 2525.45 | 217.95 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 2473.10 | 217.95 | 0.00 | 0 | 0 | 0 |
| 8 Aug | 2489.10 | 217.95 | 0.00 | 0 | 0 | 0 |
| 5 Aug | 2510.90 | 217.95 | 0.00 | 0 | 0 | 0 |
| 2 Aug | 2495.10 | 217.95 | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2700 expiring on 26SEP2024
Delta for 2700 PE is -
Historical price for 2700 PE is as follows
On 6 Sept NESTLEIND was trading at 2503.20. The strike last trading price was 195.4, which was 33.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5600
On 5 Sept NESTLEIND was trading at 2504.90. The strike last trading price was 162.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 4 Sept NESTLEIND was trading at 2534.75. The strike last trading price was 162.15, which was 13.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 3 Sept NESTLEIND was trading at 2530.75. The strike last trading price was 148.55, which was -30.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 2 Sept NESTLEIND was trading at 2509.90. The strike last trading price was 179.15, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 30 Aug NESTLEIND was trading at 2500.75. The strike last trading price was 175, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 0
On 29 Aug NESTLEIND was trading at 2504.55. The strike last trading price was 175, which was -7.10 lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 5200
On 28 Aug NESTLEIND was trading at 2492.50. The strike last trading price was 182.1, which was 32.10 higher than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 600
On 27 Aug NESTLEIND was trading at 2521.45. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 26 Aug NESTLEIND was trading at 2519.55. The strike last trading price was 150, which was -67.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Aug NESTLEIND was trading at 2529.20. The strike last trading price was 217.95, 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 Aug NESTLEIND was trading at 2551.00. The strike last trading price was 217.95, 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 Aug NESTLEIND was trading at 2551.75. The strike last trading price was 217.95, 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 Aug NESTLEIND was trading at 2518.50. The strike last trading price was 217.95, 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 Aug NESTLEIND was trading at 2503.15. The strike last trading price was 217.95, 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 16 Aug NESTLEIND was trading at 2525.45. The strike last trading price was 217.95, 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 12 Aug NESTLEIND was trading at 2473.10. The strike last trading price was 217.95, 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 8 Aug NESTLEIND was trading at 2489.10. The strike last trading price was 217.95, 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 5 Aug NESTLEIND was trading at 2510.90. The strike last trading price was 217.95, 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 2 Aug NESTLEIND was trading at 2495.10. The strike last trading price was 217.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0