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 | 5.2 | 0.15 | - | 7,600 | 600 | 17,200 | |||
| 4 Jul | 2545.15 | 5.05 | - | 2,400 | 2,200 | 16,600 | ||||
| 3 Jul | 2551.50 | 6.1 | - | 6,600 | 600 | 14,400 | ||||
| 2 Jul | 2544.45 | 6.25 | - | 3,400 | 1,200 | 13,800 | ||||
| 1 Jul | 2568.10 | 9.45 | - | 10,200 | 2,200 | 12,600 | ||||
| 28 Jun | 2551.65 | 9.05 | - | 10,000 | 4,200 | 10,400 | ||||
| 27 Jun | 2533.75 | 10.05 | - | 4,200 | 400 | 6,200 | ||||
| 26 Jun | 2534.25 | 10.5 | - | 0 | 200 | 0 | ||||
| 25 Jun | 2515.45 | 10.5 | - | 800 | 200 | 5,200 | ||||
| 24 Jun | 2530.05 | 11 | - | 200 | 0 | 4,800 | ||||
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| 21 Jun | 2498.40 | 11.00 | - | 400 | 0 | 5,200 | ||||
| 20 Jun | 2539.75 | 15.00 | - | 0 | 200 | 0 | ||||
| 19 Jun | 2526.05 | 15.00 | - | 0 | 200 | 0 | ||||
| 18 Jun | 2550.35 | 15.00 | - | 1,000 | 0 | 5,000 | ||||
| 14 Jun | 2542.50 | 18.00 | - | 3,200 | 1,600 | 5,000 | ||||
| 13 Jun | 2551.75 | 21.30 | - | 3,200 | 2,400 | 2,800 | ||||
| 11 Jun | 2541.95 | 25.30 | - | 400 | 200 | 200 | ||||
For NESTLE INDIA LIMITED - strike price 2760 expiring on 25JUL2024
Delta for 2760 CE is -
Historical price for 2760 CE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 5.2, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 17200
On 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 16600
On 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 14400
On 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 13800
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 12600
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 10400
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 6200
On 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 10.5, 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 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 5200
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4800
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5200
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 15.00, 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 19 Jun NESTLEIND was trading at 2526.05. The strike last trading price was 15.00, 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 18 Jun NESTLEIND was trading at 2550.35. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5000
On 14 Jun NESTLEIND was trading at 2542.50. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 5000
On 13 Jun NESTLEIND was trading at 2551.75. The strike last trading price was 21.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 2800
On 11 Jun NESTLEIND was trading at 2541.95. The strike last trading price was 25.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
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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 | 239.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 2545.15 | 239.6 | - | 0 | 0 | 0 | |
| 3 Jul | 2551.50 | 239.6 | - | 0 | 0 | 0 | |
| 2 Jul | 2544.45 | 239.6 | - | 0 | 600 | 0 | |
| 1 Jul | 2568.10 | 239.6 | - | 0 | 600 | 0 | |
| 28 Jun | 2551.65 | 239.6 | - | 0 | 600 | 0 | |
| 27 Jun | 2533.75 | 239.6 | - | 800 | 600 | 600 | |
| 26 Jun | 2534.25 | 207.25 | - | 0 | 0 | 0 | |
| 25 Jun | 2515.45 | 207.25 | - | 0 | 0 | 0 | |
| 24 Jun | 2530.05 | 207.25 | - | 0 | 0 | 0 | |
| 21 Jun | 2498.40 | 207.25 | - | 0 | 0 | 0 | |
| 20 Jun | 2539.75 | 207.25 | - | 0 | 0 | 0 | |
| 19 Jun | 2526.05 | 207.25 | - | 0 | 0 | 0 | |
| 18 Jun | 2550.35 | 207.25 | - | 0 | 0 | 0 | |
| 14 Jun | 2542.50 | 207.25 | - | 0 | 0 | 0 | |
| 13 Jun | 2551.75 | 207.25 | - | 0 | 0 | 0 | |
| 11 Jun | 2541.95 | 207.25 | - | 0 | 0 | 0 | |
For NESTLE INDIA LIMITED - strike price 2760 expiring on 25JUL2024
Delta for 2760 PE is -
Historical price for 2760 PE is as follows
On 5 Jul NESTLEIND was trading at 2574.15. The strike last trading price was 239.6, 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 4 Jul NESTLEIND was trading at 2545.15. The strike last trading price was 239.6, 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 3 Jul NESTLEIND was trading at 2551.50. The strike last trading price was 239.6, 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 2 Jul NESTLEIND was trading at 2544.45. The strike last trading price was 239.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 0
On 1 Jul NESTLEIND was trading at 2568.10. The strike last trading price was 239.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 0
On 28 Jun NESTLEIND was trading at 2551.65. The strike last trading price was 239.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 0
On 27 Jun NESTLEIND was trading at 2533.75. The strike last trading price was 239.6, 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 26 Jun NESTLEIND was trading at 2534.25. The strike last trading price was 207.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jun NESTLEIND was trading at 2515.45. The strike last trading price was 207.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun NESTLEIND was trading at 2530.05. The strike last trading price was 207.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun NESTLEIND was trading at 2498.40. The strike last trading price was 207.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun NESTLEIND was trading at 2539.75. The strike last trading price was 207.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun NESTLEIND was trading at 2526.05. The strike last trading price was 207.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun NESTLEIND was trading at 2550.35. The strike last trading price was 207.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun NESTLEIND was trading at 2542.50. The strike last trading price was 207.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun NESTLEIND was trading at 2551.75. The strike last trading price was 207.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun NESTLEIND was trading at 2541.95. The strike last trading price was 207.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0