NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1150 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.26
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 42.8 | -6.9 | 17.19 | 44 | -3 | 146 | |||||||||
| 21 Sept | 1194.50 | 50 | -12.5 | - | 13 | -4 | 151 | |||||||||
| 18 Sept | 1209.10 | 62.5 | 2.8 | - | 12 | 1 | 153 | |||||||||
| 14 Sept | 1217.60 | 73.5 | -3.45 | - | 9 | 0 | 150 | |||||||||
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| 17 Aug | 1089.40 | 12 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1150 expiring on 30SEP2025
Delta for 1150 CE is 0.92
Historical price for 1150 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 42.8, which was -6.9 lower than the previous day. The implied volatity was 17.19, the open interest changed by -3 which decreased total open position to 146
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 50, which was -12.5 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 151
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 62.5, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 153
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 73.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 12, 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
| NESTLEIND 30SEP2025 1150 PE | |||||||
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Delta: -0.11
Vega: 0.34
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 2 | 0.1 | 20.25 | 122 | -13 | 464 |
| 21 Sept | 1194.50 | 1.75 | 0.45 | 19.97 | 176 | 3 | 477 |
| 18 Sept | 1209.10 | 1.2 | -0.6 | 19.51 | 43 | 0 | 474 |
| 14 Sept | 1217.60 | 1.7 | 0.15 | 19.47 | 181 | 27 | 386 |
| 17 Aug | 1089.40 | 63 | 8 | 21.81 | 1 | 1 | 8 |
For Nestle India Limited - strike price 1150 expiring on 30SEP2025
Delta for 1150 PE is -0.11
Historical price for 1150 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 2, which was 0.1 higher than the previous day. The implied volatity was 20.25, the open interest changed by -13 which decreased total open position to 464
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 1.75, which was 0.45 higher than the previous day. The implied volatity was 19.97, the open interest changed by 3 which increased total open position to 477
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 19.51, the open interest changed by 0 which decreased total open position to 474
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 19.47, the open interest changed by 27 which increased total open position to 386
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 63, which was 8 higher than the previous day. The implied volatity was 21.81, the open interest changed by 1 which increased total open position to 8
