NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
17 Aug 2025 12:54 AM IST
| NESTLEIND 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.53
Vega: 1.55
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.53
Historical price for 1100 CE is as follows
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: -0.47
Vega: 1.55
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.47
Historical price for 1100 PE is as follows
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
