NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1050 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 193 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 1194.50 | 193 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Sept | 1209.10 | 193 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 1217.60 | 193 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 1089.40 | 193 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1050 expiring on 30SEP2025
Delta for 1050 CE is -
Historical price for 1050 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 193, 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
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 193, 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
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 193, 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
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 193, 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
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 193, 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 1050 PE | |||||||
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Delta: -0.01
Vega: 0.04
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 | 0.1 | 36.64 | 5 | -2 | 146 |
| 21 Sept | 1194.50 | 0.1 | -0.15 | 30.83 | 146 | 2 | 148 |
| 18 Sept | 1209.10 | 0.25 | -0.1 | 34.47 | 4 | 0 | 149 |
| 14 Sept | 1217.60 | 0.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1089.40 | 24 | 0 | 3.80 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1050 expiring on 30SEP2025
Delta for 1050 PE is -0.01
Historical price for 1050 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 0.2, which was 0.1 higher than the previous day. The implied volatity was 36.64, the open interest changed by -2 which decreased total open position to 146
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 30.83, the open interest changed by 2 which increased total open position to 148
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 34.47, the open interest changed by 0 which decreased total open position to 149
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 0.35, 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 24, which was 0 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0
