NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1000 CE | ||||||||||||||||
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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 | |||||||||
| 22 Sept | 1188.30 | 199 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1194.50 | 199 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1209.10 | 199 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1217.60 | 199 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1089.40 | 466.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.00
Historical price for 1000 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 199, which was 0 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 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 199, which was 0 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 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 199, which was 0 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 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 199, which was 0 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 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 466.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.03
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 0.2 | 0 | 48.93 | 2 | 0 | 39 |
| 21 Sept | 1194.50 | 0.2 | -0.3 | 43.57 | 2 | 0 | 40 |
| 18 Sept | 1209.10 | 0.5 | 0.3 | 48.81 | 17 | 0 | 38 |
| 14 Sept | 1217.60 | 0.15 | -0.05 | 35.72 | 1 | -1 | 39 |
| 17 Aug | 1089.40 | 4 | -1 | 21.94 | 1 | 1 | 16 |
For Nestle India Limited - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.01
Historical price for 1000 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 48.93, the open interest changed by 0 which decreased total open position to 39
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 0.2, which was -0.3 lower than the previous day. The implied volatity was 43.57, the open interest changed by 0 which decreased total open position to 40
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 0.5, which was 0.3 higher than the previous day. The implied volatity was 48.81, the open interest changed by 0 which decreased total open position to 38
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 35.72, the open interest changed by -1 which decreased total open position to 39
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 21.94, the open interest changed by 1 which increased total open position to 16
