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 | 11 | 0.90 | - | 44,600 | 3,400 | 86,600 | |||
| 4 Jul | 2545.15 | 10.1 | - | 39,400 | 400 | 83,200 | ||||
| 3 Jul | 2551.50 | 11.95 | - | 46,400 | 5,800 | 82,800 | ||||
| 2 Jul | 2544.45 | 13 | - | 53,600 | 3,000 | 76,400 | ||||
| 1 Jul | 2568.10 | 16.25 | - | 91,200 | 9,800 | 73,400 | ||||
| 28 Jun | 2551.65 | 15.9 | - | 1,38,200 | 18,600 | 63,600 | ||||
| 27 Jun | 2533.75 | 15.25 | - | 40,000 | 8,600 | 45,000 | ||||
| 26 Jun | 2534.25 | 15 | - | 28,200 | 15,800 | 36,200 | ||||
| 25 Jun | 2515.45 | 14.35 | - | 6,400 | 2,400 | 20,400 | ||||
| 24 Jun | 2530.05 | 16.05 | - | 23,200 | 6,800 | 17,800 | ||||
| 21 Jun | 2498.40 | 16.20 | - | 14,000 | 5,600 | 10,600 | ||||
| 20 Jun | 2539.75 | 22.50 | - | 4,600 | 4,000 | 4,800 | ||||
| 19 Jun | 2526.05 | 17.20 | - | 800 | 600 | 800 | ||||
| 18 Jun | 2550.35 | 24.65 | - | 200 | 0 | 0 | ||||
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| 14 Jun | 2542.50 | 14.00 | - | 0 | 0 | 0 | ||||
| 13 Jun | 2551.75 | 14.00 | - | 0 | 0 | 0 | ||||
| 11 Jun | 2541.95 | 14.00 | - | 0 | 0 | 0 | ||||
For NESTLE INDIA LIMITED - strike price 2700 expiring on 25JUL2024
Delta for 2700 CE is -
Historical price for 2700 CE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 11, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 86600
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 10.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 83200
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 11.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 82800
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 76400
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 73400
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 15.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 18600 which increased total open position to 63600
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 15.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 45000
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 15800 which increased total open position to 36200
On 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 20400
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6800 which increased total open position to 17800
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 16.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 10600
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 22.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4800
On 19 Jun NESTLEIND was trading at 2526.05. The strike last trading price was 17.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 800
On 18 Jun NESTLEIND was trading at 2550.35. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun NESTLEIND was trading at 2542.50. The strike last trading price was 14.00, 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 14.00, 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 14.00, 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 | 146.05 | -13.40 | - | 800 | 8,600 | 8,600 |
| 4 Jul | 2545.15 | 159.45 | - | 0 | 800 | 0 | |
| 3 Jul | 2551.50 | 159.45 | - | 0 | 800 | 0 | |
| 2 Jul | 2544.45 | 159.45 | - | 1,600 | 1,200 | 9,000 | |
| 1 Jul | 2568.10 | 140.9 | - | 1,800 | 1,000 | 7,800 | |
| 28 Jun | 2551.65 | 154.05 | - | 1,800 | 800 | 6,800 | |
| 27 Jun | 2533.75 | 184.2 | - | 6,200 | 5,200 | 6,000 | |
| 26 Jun | 2534.25 | 160 | - | 400 | 600 | 600 | |
| 25 Jun | 2515.45 | 163.45 | - | 0 | 200 | 0 | |
| 24 Jun | 2530.05 | 163.45 | - | 200 | 0 | 200 | |
| 21 Jun | 2498.40 | 215.00 | - | 200 | 0 | 0 | |
| 20 Jun | 2539.75 | 279.20 | - | 0 | 0 | 0 | |
| 19 Jun | 2526.05 | 279.20 | - | 0 | 0 | 0 | |
| 18 Jun | 2550.35 | 279.20 | - | 0 | 0 | 0 | |
| 14 Jun | 2542.50 | 279.20 | - | 0 | 0 | 0 | |
| 13 Jun | 2551.75 | 279.20 | - | 0 | 0 | 0 | |
| 11 Jun | 2541.95 | 279.20 | - | 0 | 0 | 0 | |
For NESTLE INDIA LIMITED - strike price 2700 expiring on 25JUL2024
Delta for 2700 PE is -
Historical price for 2700 PE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 146.05, which was -13.40 lower than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 8600
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 159.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 0
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 159.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 0
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 159.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 9000
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 140.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 7800
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 154.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 6800
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 184.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 5200 which increased total open position to 6000
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 160, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 600
On 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 215.00, 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 279.20, 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 279.20, 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 279.20, 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 279.20, 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 279.20, 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 279.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0