NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1170 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.53
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1188.30 | 25.75 | -6.25 | 16.98 | 92 | 1 | 902 | |||||||||
| 21 Sept | 1194.50 | 34.3 | -8.45 | 9.26 | 49 | 0 | 901 | |||||||||
| 18 Sept | 1209.10 | 42.2 | 2.7 | - | 28 | -3 | 901 | |||||||||
| 14 Sept | 1217.60 | 52 | -6.05 | - | 34 | -1 | 914 | |||||||||
| 17 Aug | 1089.40 | 56.8 | 0 | 4.43 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1170 expiring on 30SEP2025
Delta for 1170 CE is 0.77
Historical price for 1170 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 25.75, which was -6.25 lower than the previous day. The implied volatity was 16.98, the open interest changed by 1 which increased total open position to 902
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 34.3, which was -8.45 lower than the previous day. The implied volatity was 9.26, the open interest changed by 0 which decreased total open position to 901
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 42.2, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 901
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 52, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 914
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 56.8, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 30SEP2025 1170 PE | |||||||
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Delta: -0.24
Vega: 0.55
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 4.65 | 0.5 | 18.20 | 214 | -10 | 284 |
| 21 Sept | 1194.50 | 3.5 | 1.05 | 17.85 | 369 | -27 | 298 |
| 18 Sept | 1209.10 | 2.35 | -1.15 | 17.39 | 65 | 19 | 321 |
| 14 Sept | 1217.60 | 2.8 | 0.1 | 17.49 | 38 | 18 | 279 |
| 17 Aug | 1089.40 | 125.35 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1170 expiring on 30SEP2025
Delta for 1170 PE is -0.24
Historical price for 1170 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 4.65, which was 0.5 higher than the previous day. The implied volatity was 18.20, the open interest changed by -10 which decreased total open position to 284
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 3.5, which was 1.05 higher than the previous day. The implied volatity was 17.85, the open interest changed by -27 which decreased total open position to 298
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 2.35, which was -1.15 lower than the previous day. The implied volatity was 17.39, the open interest changed by 19 which increased total open position to 321
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 2.8, which was 0.1 higher than the previous day. The implied volatity was 17.49, the open interest changed by 18 which increased total open position to 279
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 125.35, 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
