NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1160 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.38
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 33.75 | -6.95 | 16.69 | 70 | -19 | 62 | |||||||||
| 21 Sept | 1194.50 | 39.35 | -8.95 | - | 36 | -10 | 82 | |||||||||
| 18 Sept | 1209.10 | 48.3 | 0 | - | 25 | -1 | 92 | |||||||||
| 14 Sept | 1217.60 | 61.05 | -6.55 | - | 1 | 0 | 107 | |||||||||
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| 17 Aug | 1089.40 | 198.6 | 0 | 3.81 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.87
Historical price for 1160 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 33.75, which was -6.95 lower than the previous day. The implied volatity was 16.69, the open interest changed by -19 which decreased total open position to 62
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 39.35, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 82
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 48.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 92
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 61.05, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 107
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 198.6, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 30SEP2025 1160 PE | |||||||
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Delta: -0.16
Vega: 0.43
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 2.75 | 0 | 18.52 | 150 | 9 | 280 |
| 21 Sept | 1194.50 | 2.35 | 0.7 | 17.77 | 290 | -15 | 272 |
| 18 Sept | 1209.10 | 1.55 | -0.95 | 18.10 | 71 | 7 | 286 |
| 14 Sept | 1217.60 | 2.1 | 0.05 | 18.32 | 58 | 15 | 276 |
| 17 Aug | 1089.40 | 50.05 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -0.16
Historical price for 1160 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 18.52, the open interest changed by 9 which increased total open position to 280
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 2.35, which was 0.7 higher than the previous day. The implied volatity was 17.77, the open interest changed by -15 which decreased total open position to 272
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 18.10, the open interest changed by 7 which increased total open position to 286
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 18.32, the open interest changed by 15 which increased total open position to 276
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 50.05, 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
