NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
28 Sep 2025 10:06 PM IST
| NESTLEIND 28-OCT-2025 1180 CE | ||||||||||||||||
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Delta: 0.46
Vega: 1.37
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1162.60 | 21.3 | -7.65 | 18.13 | 183 | 18 | 152 | |||||||||
| 22 Sept | 1188.30 | 37.5 | -7.45 | 17.46 | 6 | 1 | 28 | |||||||||
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| 21 Sept | 1194.50 | 44.95 | -7.05 | 17.74 | 26 | 15 | 12 | |||||||||
| 18 Sept | 1209.10 | 52 | 4 | 16.48 | 5 | 1 | 10 | |||||||||
| 14 Sept | 1217.60 | 60.55 | 17 | 15.47 | 1 | 0 | 1 | |||||||||
For Nestle India Limited - strike price 1180 expiring on 28OCT2025
Delta for 1180 CE is 0.46
Historical price for 1180 CE is as follows
On 28 Sept NESTLEIND was trading at 1162.60. The strike last trading price was 21.3, which was -7.65 lower than the previous day. The implied volatity was 18.13, the open interest changed by 18 which increased total open position to 152
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 37.5, which was -7.45 lower than the previous day. The implied volatity was 17.46, the open interest changed by 1 which increased total open position to 28
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 44.95, which was -7.05 lower than the previous day. The implied volatity was 17.74, the open interest changed by 15 which increased total open position to 12
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 52, which was 4 higher than the previous day. The implied volatity was 16.48, the open interest changed by 1 which increased total open position to 10
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 60.55, which was 17 higher than the previous day. The implied volatity was 15.47, the open interest changed by 0 which decreased total open position to 1
| NESTLEIND 28OCT2025 1180 PE | |||||||
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Delta: -0.53
Vega: 1.37
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1162.60 | 31.5 | 5.55 | 19.96 | 53 | 7 | 405 |
| 22 Sept | 1188.30 | 18.35 | 0.35 | 18.60 | 12 | 5 | 387 |
| 21 Sept | 1194.50 | 18 | 5.35 | 19.92 | 22 | 11 | 379 |
| 18 Sept | 1209.10 | 10 | -0.15 | 16.37 | 29 | 9 | 372 |
| 14 Sept | 1217.60 | 13.25 | 0.25 | 19.66 | 25 | 23 | 217 |
For Nestle India Limited - strike price 1180 expiring on 28OCT2025
Delta for 1180 PE is -0.53
Historical price for 1180 PE is as follows
On 28 Sept NESTLEIND was trading at 1162.60. The strike last trading price was 31.5, which was 5.55 higher than the previous day. The implied volatity was 19.96, the open interest changed by 7 which increased total open position to 405
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 18.35, which was 0.35 higher than the previous day. The implied volatity was 18.60, the open interest changed by 5 which increased total open position to 387
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 18, which was 5.35 higher than the previous day. The implied volatity was 19.92, the open interest changed by 11 which increased total open position to 379
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 10, which was -0.15 lower than the previous day. The implied volatity was 16.37, the open interest changed by 9 which increased total open position to 372
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 13.25, which was 0.25 higher than the previous day. The implied volatity was 19.66, the open interest changed by 23 which increased total open position to 217
