NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 93 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1194.50 | 93 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1209.10 | 93 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1217.60 | 93 | -4.95 | - | 1 | 0 | 28 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 1089.40 | 20 | -236.75 | 17.67 | 6 | 6 | 5 | |||||||||
For Nestle India Limited - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.00
Historical price for 1120 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 93, 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 93, 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 93, 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 93, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 20, which was -236.75 lower than the previous day. The implied volatity was 17.67, the open interest changed by 6 which increased total open position to 5
| NESTLEIND 30SEP2025 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.17
Theta: -0.25
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 0.85 | -0.05 | 25.17 | 26 | -3 | 139 |
| 21 Sept | 1194.50 | 0.9 | 0.15 | 23.85 | 30 | 0 | 143 |
| 18 Sept | 1209.10 | 0.75 | -0.3 | 24.53 | 13 | 0 | 142 |
| 14 Sept | 1217.60 | 0.9 | 0.2 | 22.60 | 11 | -2 | 148 |
| 17 Aug | 1089.40 | 29.45 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.05
Historical price for 1120 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 25.17, the open interest changed by -3 which decreased total open position to 139
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 23.85, the open interest changed by 0 which decreased total open position to 143
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 24.53, the open interest changed by 0 which decreased total open position to 142
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 0.9, which was 0.2 higher than the previous day. The implied volatity was 22.60, the open interest changed by -2 which decreased total open position to 148
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 29.45, 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
