NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1100 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 | 102.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1194.50 | 102.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1209.10 | 102.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1217.60 | 124.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1089.40 | 24.5 | -5.5 | 14.90 | 16 | 11 | 12 | |||||||||
For Nestle India Limited - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.00
Historical price for 1100 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 102.5, 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 102.5, 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 102.5, 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 124.2, 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 24.5, which was -5.5 lower than the previous day. The implied volatity was 14.90, the open interest changed by 11 which increased total open position to 12
| NESTLEIND 30SEP2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.11
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 0.55 | -0.2 | 28.65 | 300 | -109 | 323 |
| 21 Sept | 1194.50 | 0.75 | -0.15 | 27.83 | 27 | 7 | 432 |
| 18 Sept | 1209.10 | 0.9 | 0 | 30.00 | 16 | -5 | 426 |
| 14 Sept | 1217.60 | 0.85 | 0.2 | 26.07 | 55 | -25 | 377 |
| 17 Aug | 1089.40 | 27 | 3.5 | 18.17 | 14 | 11 | 24 |
For Nestle India Limited - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.03
Historical price for 1100 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 28.65, the open interest changed by -109 which decreased total open position to 323
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 27.83, the open interest changed by 7 which increased total open position to 432
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by -5 which decreased total open position to 426
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 0.85, which was 0.2 higher than the previous day. The implied volatity was 26.07, the open interest changed by -25 which decreased total open position to 377
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 27, which was 3.5 higher than the previous day. The implied volatity was 18.17, the open interest changed by 11 which increased total open position to 24
