NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1140 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.15
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 52.2 | -9.25 | 17.33 | 17 | 3 | 35 | |||||||||
| 21 Sept | 1194.50 | 61.45 | -5.9 | 16.94 | 11 | -4 | 33 | |||||||||
| 18 Sept | 1209.10 | 67.35 | -0.6 | - | 24 | 0 | 35 | |||||||||
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| 14 Sept | 1217.60 | 78.9 | 4.7 | - | 1 | 0 | 35 | |||||||||
| 17 Aug | 1089.40 | 226.8 | 0 | 2.66 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.96
Historical price for 1140 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 52.2, which was -9.25 lower than the previous day. The implied volatity was 17.33, the open interest changed by 3 which increased total open position to 35
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 61.45, which was -5.9 lower than the previous day. The implied volatity was 16.94, the open interest changed by -4 which decreased total open position to 33
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 67.35, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 78.9, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 226.8, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 30SEP2025 1140 PE | |||||||
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Delta: -0.08
Vega: 0.27
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 1.45 | 0 | 21.81 | 63 | -26 | 140 |
| 21 Sept | 1194.50 | 1.35 | 0.3 | 20.65 | 84 | 23 | 166 |
| 18 Sept | 1209.10 | 1 | -0.45 | 21.15 | 20 | 9 | 142 |
| 14 Sept | 1217.60 | 1.2 | -0.05 | 19.97 | 52 | 6 | 116 |
| 17 Aug | 1089.40 | 50 | 0 | 0.00 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.08
Historical price for 1140 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 21.81, the open interest changed by -26 which decreased total open position to 140
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 1.35, which was 0.3 higher than the previous day. The implied volatity was 20.65, the open interest changed by 23 which increased total open position to 166
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 21.15, the open interest changed by 9 which increased total open position to 142
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 19.97, the open interest changed by 6 which increased total open position to 116
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 50, 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
