NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Nov 2024 04:10 PM IST
| NESTLEIND 28NOV2024 2700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2211.20 | 0.3 | 0.15 | - | 15 | -11 | 184 | |||
| 20 Nov | 2214.15 | 0.15 | 0.00 | 45.87 | 61 | -31 | 195 | |||
| 19 Nov | 2214.15 | 0.15 | -0.25 | 45.87 | 61 | -31 | 195 | |||
| 18 Nov | 2213.20 | 0.4 | -0.35 | 47.73 | 8 | -3 | 227 | |||
| 14 Nov | 2182.80 | 0.75 | 0.35 | 45.48 | 2 | 0 | 230 | |||
| 13 Nov | 2235.25 | 0.4 | -0.35 | 36.39 | 2 | -1 | 230 | |||
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| 12 Nov | 2256.20 | 0.75 | 0.10 | 37.18 | 4 | -2 | 231 | |||
| 11 Nov | 2279.05 | 0.65 | -0.45 | 32.75 | 21 | -5 | 233 | |||
| 8 Nov | 2295.65 | 1.1 | 0.10 | 31.61 | 169 | 4 | 236 | |||
| 7 Nov | 2262.85 | 1 | -0.20 | 32.51 | 213 | -1 | 229 | |||
| 6 Nov | 2275.60 | 1.2 | -0.15 | 31.83 | 91 | -2 | 230 | |||
| 5 Nov | 2262.45 | 1.35 | -0.05 | 32.36 | 13 | 2 | 233 | |||
| 4 Nov | 2246.20 | 1.4 | -0.80 | 33.21 | 36 | -7 | 228 | |||
| 1 Nov | 2282.30 | 2.2 | 0.50 | 30.88 | 7 | -3 | 235 | |||
| 31 Oct | 2262.95 | 1.7 | -0.40 | - | 17 | 6 | 240 | |||
| 30 Oct | 2276.30 | 2.1 | -0.35 | - | 29 | 6 | 231 | |||
| 29 Oct | 2267.40 | 2.45 | 0.15 | - | 18 | 4 | 224 | |||
| 28 Oct | 2272.05 | 2.3 | -0.55 | - | 27 | 17 | 216 | |||
| 25 Oct | 2260.70 | 2.85 | -0.05 | - | 43 | 27 | 199 | |||
| 24 Oct | 2258.65 | 2.9 | -0.65 | - | 30 | 9 | 171 | |||
| 23 Oct | 2327.15 | 3.55 | -0.95 | - | 25 | 5 | 162 | |||
| 22 Oct | 2350.25 | 4.5 | 0.25 | - | 34 | -9 | 156 | |||
| 21 Oct | 2354.65 | 4.25 | -2.75 | - | 86 | 43 | 164 | |||
| 18 Oct | 2350.25 | 7 | -2.80 | - | 79 | 55 | 119 | |||
| 17 Oct | 2378.70 | 9.8 | -3.20 | - | 31 | 12 | 64 | |||
| 16 Oct | 2462.25 | 13 | -4.00 | - | 26 | 10 | 52 | |||
| 15 Oct | 2484.25 | 17 | -6.00 | - | 26 | 21 | 41 | |||
| 14 Oct | 2502.05 | 23 | -8.00 | - | 6 | 4 | 19 | |||
| 9 Oct | 2516.00 | 31 | -39.00 | - | 4 | 3 | 14 | |||
| 8 Oct | 2581.75 | 70 | 0.00 | - | 0 | 0 | 11 | |||
| 4 Oct | 2598.15 | 70 | -42.80 | - | 1 | 0 | 10 | |||
| 3 Oct | 2674.85 | 112.8 | 0.00 | - | 0 | 10 | 0 | |||
| 1 Oct | 2707.05 | 112.8 | -37.95 | - | 10 | 9 | 9 | |||
| 30 Sept | 2689.95 | 150.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 2745.70 | 150.75 | - | 0 | 0 | 0 | ||||
For Nestle India Limited - strike price 2700 expiring on 28NOV2024
Delta for 2700 CE is -
Historical price for 2700 CE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 184
On 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.87, the open interest changed by -31 which decreased total open position to 195
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was 45.87, the open interest changed by -31 which decreased total open position to 195
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 47.73, the open interest changed by -3 which decreased total open position to 227
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 0.75, which was 0.35 higher than the previous day. The implied volatity was 45.48, the open interest changed by 0 which decreased total open position to 230
On 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 36.39, the open interest changed by -1 which decreased total open position to 230
On 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 37.18, the open interest changed by -2 which decreased total open position to 231
On 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 32.75, the open interest changed by -5 which decreased total open position to 233
On 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 31.61, the open interest changed by 4 which increased total open position to 236
On 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 32.51, the open interest changed by -1 which decreased total open position to 229
On 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 31.83, the open interest changed by -2 which decreased total open position to 230
On 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 32.36, the open interest changed by 2 which increased total open position to 233
On 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 1.4, which was -0.80 lower than the previous day. The implied volatity was 33.21, the open interest changed by -7 which decreased total open position to 228
On 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 2.2, which was 0.50 higher than the previous day. The implied volatity was 30.88, the open interest changed by -3 which decreased total open position to 235
On 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NESTLEIND was trading at 2272.05. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 2.9, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NESTLEIND was trading at 2327.15. The strike last trading price was 3.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 4.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NESTLEIND was trading at 2354.65. The strike last trading price was 4.25, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 7, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 9.8, which was -3.20 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 13, which was -4.00 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 17, which was -6.00 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 23, 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 9 Oct NESTLEIND was trading at 2516.00. The strike last trading price was 31, which was -39.00 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 70, 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 70, which was -42.80 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 112.8, 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 112.8, which was -37.95 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 150.75, 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 27 Sept NESTLEIND was trading at 2745.70. The strike last trading price was 150.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NESTLEIND 28NOV2024 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2211.20 | 460.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 2214.15 | 460.5 | 0.00 | - | 1 | 0 | 3 |
| 19 Nov | 2214.15 | 460.5 | -44.50 | - | 1 | 0 | 3 |
| 18 Nov | 2213.20 | 505 | 182.40 | - | 1 | 0 | 3 |
| 14 Nov | 2182.80 | 322.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 2235.25 | 322.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 2256.20 | 322.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 2279.05 | 322.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 2295.65 | 322.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 2262.85 | 322.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 2275.60 | 322.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 2262.45 | 322.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 2246.20 | 322.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 2282.30 | 322.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 2262.95 | 322.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2276.30 | 322.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2267.40 | 322.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2272.05 | 322.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2260.70 | 322.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2258.65 | 322.6 | 0.00 | - | 0 | 1 | 0 |
| 23 Oct | 2327.15 | 322.6 | 32.50 | - | 1 | 0 | 2 |
| 22 Oct | 2350.25 | 290.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2354.65 | 290.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2350.25 | 290.1 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 2378.70 | 290.1 | 93.10 | - | 1 | 0 | 1 |
| 16 Oct | 2462.25 | 197 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2484.25 | 197 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2502.05 | 197 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2516.00 | 197 | 135.55 | - | 1 | 0 | 0 |
| 8 Oct | 2581.75 | 61.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2598.15 | 61.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2674.85 | 61.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2707.05 | 61.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2689.95 | 61.45 | 61.45 | - | 0 | 0 | 0 |
| 27 Sept | 2745.70 | 0 | - | 0 | 0 | 0 | |
For Nestle India Limited - strike price 2700 expiring on 28NOV2024
Delta for 2700 PE is 0.00
Historical price for 2700 PE is as follows
On 21 Nov NESTLEIND was trading at 2211.20. The strike last trading price was 460.5, 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 20 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 460.5, 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 3
On 19 Nov NESTLEIND was trading at 2214.15. The strike last trading price was 460.5, which was -44.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Nov NESTLEIND was trading at 2213.20. The strike last trading price was 505, which was 182.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 Nov NESTLEIND was trading at 2182.80. The strike last trading price was 322.6, 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 13 Nov NESTLEIND was trading at 2235.25. The strike last trading price was 322.6, 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 12 Nov NESTLEIND was trading at 2256.20. The strike last trading price was 322.6, 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 11 Nov NESTLEIND was trading at 2279.05. The strike last trading price was 322.6, 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 8 Nov NESTLEIND was trading at 2295.65. The strike last trading price was 322.6, 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 7 Nov NESTLEIND was trading at 2262.85. The strike last trading price was 322.6, 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 6 Nov NESTLEIND was trading at 2275.60. The strike last trading price was 322.6, 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 5 Nov NESTLEIND was trading at 2262.45. The strike last trading price was 322.6, 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 4 Nov NESTLEIND was trading at 2246.20. The strike last trading price was 322.6, 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 1 Nov NESTLEIND was trading at 2282.30. The strike last trading price was 322.6, 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 31 Oct NESTLEIND was trading at 2262.95. The strike last trading price was 322.6, 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 Oct NESTLEIND was trading at 2276.30. The strike last trading price was 322.6, 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 29 Oct NESTLEIND was trading at 2267.40. The strike last trading price was 322.6, 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 28 Oct NESTLEIND was trading at 2272.05. The strike last trading price was 322.6, 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 25 Oct NESTLEIND was trading at 2260.70. The strike last trading price was 322.6, 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 24 Oct NESTLEIND was trading at 2258.65. The strike last trading price was 322.6, 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 23 Oct NESTLEIND was trading at 2327.15. The strike last trading price was 322.6, which was 32.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 290.1, 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 21 Oct NESTLEIND was trading at 2354.65. The strike last trading price was 290.1, 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 18 Oct NESTLEIND was trading at 2350.25. The strike last trading price was 290.1, 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 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 290.1, which was 93.10 higher 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 197, 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 197, 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 197, 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 197, which was 135.55 higher 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 61.45, 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 61.45, 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 61.45, 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 61.45, 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 61.45, which was 61.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NESTLEIND was trading at 2745.70. 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
