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[--[65.84.65.76]--]
NESTLEIND
Nestle India Limited

2344.1 -34.59 (-1.45%)

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Historical option data for NESTLEIND

18 Oct 2024 10:20 AM IST
NESTLEIND 2740 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 2343.35 1.05 -0.40 2,600 0 57,600
17 Oct 2378.70 1.45 -0.85 20,400 -3,200 58,200
16 Oct 2462.25 2.3 -0.80 7,200 -4,400 61,600
15 Oct 2484.25 3.1 -1.20 8,400 2,400 66,800
14 Oct 2502.05 4.3 -0.95 26,600 5,600 64,000
11 Oct 2511.80 5.25 -1.75 17,800 -4,600 58,800
10 Oct 2512.45 7 -0.95 23,000 2,400 63,400
9 Oct 2516.00 7.95 -4.60 45,200 10,000 60,800
8 Oct 2581.75 12.55 -3.35 23,800 -7,600 50,800
7 Oct 2573.85 15.9 -7.40 52,200 -8,000 58,400
4 Oct 2598.15 23.3 -21.30 78,600 23,400 74,800
3 Oct 2674.85 44.6 -15.90 55,400 200 51,400
1 Oct 2707.05 60.5 4.00 45,600 3,600 51,400
30 Sept 2689.95 56.5 -25.50 75,200 6,200 47,800
27 Sept 2745.70 82 3.00 2,36,800 14,800 41,600
26 Sept 2755.50 79 23.50 4,06,200 12,600 27,400
25 Sept 2697.35 55.5 -1.90 19,600 0 14,000
24 Sept 2696.40 57.4 -13.10 42,200 12,800 14,000
23 Sept 2725.15 70.5 42.25 3,400 1,000 1,000
20 Sept 2699.55 28.25 0.00 0 0 0
19 Sept 2634.20 28.25 0 0 0


For Nestle India Limited - strike price 2740 expiring on 31OCT2024

Delta for 2740 CE is -

Historical price for 2740 CE is as follows

On 18 Oct NESTLEIND was trading at 2343.35. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57600


On 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -3200 which decreased total open position to 58200


On 16 Oct NESTLEIND was trading at 2462.25. The strike last trading price was 2.3, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by -4400 which decreased total open position to 61600


On 15 Oct NESTLEIND was trading at 2484.25. The strike last trading price was 3.1, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 66800


On 14 Oct NESTLEIND was trading at 2502.05. The strike last trading price was 4.3, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 64000


On 11 Oct NESTLEIND was trading at 2511.80. The strike last trading price was 5.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -4600 which decreased total open position to 58800


On 10 Oct NESTLEIND was trading at 2512.45. The strike last trading price was 7, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 63400


On 9 Oct NESTLEIND was trading at 2516.00. The strike last trading price was 7.95, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 60800


On 8 Oct NESTLEIND was trading at 2581.75. The strike last trading price was 12.55, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by -7600 which decreased total open position to 50800


On 7 Oct NESTLEIND was trading at 2573.85. The strike last trading price was 15.9, which was -7.40 lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 58400


On 4 Oct NESTLEIND was trading at 2598.15. The strike last trading price was 23.3, which was -21.30 lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 74800


On 3 Oct NESTLEIND was trading at 2674.85. The strike last trading price was 44.6, which was -15.90 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 51400


On 1 Oct NESTLEIND was trading at 2707.05. The strike last trading price was 60.5, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 51400


On 30 Sept NESTLEIND was trading at 2689.95. The strike last trading price was 56.5, which was -25.50 lower than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 47800


On 27 Sept NESTLEIND was trading at 2745.70. The strike last trading price was 82, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 14800 which increased total open position to 41600


On 26 Sept NESTLEIND was trading at 2755.50. The strike last trading price was 79, which was 23.50 higher than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 27400


On 25 Sept NESTLEIND was trading at 2697.35. The strike last trading price was 55.5, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14000


On 24 Sept NESTLEIND was trading at 2696.40. The strike last trading price was 57.4, which was -13.10 lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 14000


On 23 Sept NESTLEIND was trading at 2725.15. The strike last trading price was 70.5, which was 42.25 higher than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1000


On 20 Sept NESTLEIND was trading at 2699.55. The strike last trading price was 28.25, 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 Sept NESTLEIND was trading at 2634.20. The strike last trading price was 28.25, 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 2740 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 2343.35 360 0.00 0 -400 0
17 Oct 2378.70 360 99.90 400 0 18,000
16 Oct 2462.25 260.1 28.10 200 0 18,000
15 Oct 2484.25 232 0.00 0 0 0
14 Oct 2502.05 232 0.00 0 0 0
11 Oct 2511.80 232 0.00 0 0 0
10 Oct 2512.45 232 0.00 0 -600 0
9 Oct 2516.00 232 72.50 1,200 -400 18,200
8 Oct 2581.75 159.5 22.50 1,800 -800 18,800
7 Oct 2573.85 137 -13.35 3,200 600 20,000
4 Oct 2598.15 150.35 48.80 8,800 -800 19,600
3 Oct 2674.85 101.55 27.85 4,200 -800 20,600
1 Oct 2707.05 73.7 -9.90 18,000 -1,200 21,200
30 Sept 2689.95 83.6 24.00 48,600 -3,000 22,600
27 Sept 2745.70 59.6 -0.40 90,800 15,600 25,800
26 Sept 2755.50 60 -39.15 51,600 7,600 10,400
25 Sept 2697.35 99.15 15.65 3,000 -200 2,400
24 Sept 2696.40 83.5 -146.00 7,000 2,800 2,800
23 Sept 2725.15 229.5 0.00 0 0 0
20 Sept 2699.55 229.5 0.00 0 0 0
19 Sept 2634.20 229.5 0 0 0


For Nestle India Limited - strike price 2740 expiring on 31OCT2024

Delta for 2740 PE is -

Historical price for 2740 PE is as follows

On 18 Oct NESTLEIND was trading at 2343.35. The strike last trading price was 360, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 0


On 17 Oct NESTLEIND was trading at 2378.70. The strike last trading price was 360, which was 99.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18000


On 16 Oct NESTLEIND was trading at 2462.25. The strike last trading price was 260.1, which was 28.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18000


On 15 Oct NESTLEIND was trading at 2484.25. The strike last trading price was 232, 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 14 Oct NESTLEIND was trading at 2502.05. The strike last trading price was 232, 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 11 Oct NESTLEIND was trading at 2511.80. The strike last trading price was 232, 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 10 Oct NESTLEIND was trading at 2512.45. The strike last trading price was 232, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 0


On 9 Oct NESTLEIND was trading at 2516.00. The strike last trading price was 232, which was 72.50 higher than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 18200


On 8 Oct NESTLEIND was trading at 2581.75. The strike last trading price was 159.5, which was 22.50 higher than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 18800


On 7 Oct NESTLEIND was trading at 2573.85. The strike last trading price was 137, which was -13.35 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 20000


On 4 Oct NESTLEIND was trading at 2598.15. The strike last trading price was 150.35, which was 48.80 higher than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 19600


On 3 Oct NESTLEIND was trading at 2674.85. The strike last trading price was 101.55, which was 27.85 higher than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 20600


On 1 Oct NESTLEIND was trading at 2707.05. The strike last trading price was 73.7, which was -9.90 lower than the previous day. The implied volatity was -, the open interest changed by -1200 which decreased total open position to 21200


On 30 Sept NESTLEIND was trading at 2689.95. The strike last trading price was 83.6, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 22600


On 27 Sept NESTLEIND was trading at 2745.70. The strike last trading price was 59.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 15600 which increased total open position to 25800


On 26 Sept NESTLEIND was trading at 2755.50. The strike last trading price was 60, which was -39.15 lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 10400


On 25 Sept NESTLEIND was trading at 2697.35. The strike last trading price was 99.15, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 2400


On 24 Sept NESTLEIND was trading at 2696.40. The strike last trading price was 83.5, which was -146.00 lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 2800


On 23 Sept NESTLEIND was trading at 2725.15. The strike last trading price was 229.5, 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 0


On 20 Sept NESTLEIND was trading at 2699.55. The strike last trading price was 229.5, 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 0


On 19 Sept NESTLEIND was trading at 2634.20. The strike last trading price was 229.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0