NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1180 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.64
Theta: -0.87
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 18.25 | -6.05 | 16.32 | 249 | 2 | 368 | |||||||||
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| 21 Sept | 1194.50 | 26.75 | -7.05 | 16.71 | 318 | -12 | 366 | |||||||||
| 18 Sept | 1209.10 | 34.9 | 2.95 | 13.77 | 96 | 4 | 378 | |||||||||
| 14 Sept | 1217.60 | 43.35 | -6.05 | - | 59 | -9 | 395 | |||||||||
| 17 Aug | 1089.40 | 172.6 | 0 | 5.15 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1180 expiring on 30SEP2025
Delta for 1180 CE is 0.66
Historical price for 1180 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 18.25, which was -6.05 lower than the previous day. The implied volatity was 16.32, the open interest changed by 2 which increased total open position to 368
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 26.75, which was -7.05 lower than the previous day. The implied volatity was 16.71, the open interest changed by -12 which decreased total open position to 366
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 34.9, which was 2.95 higher than the previous day. The implied volatity was 13.77, the open interest changed by 4 which increased total open position to 378
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 43.35, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 395
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 172.6, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 30SEP2025 1180 PE | |||||||
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Delta: -0.35
Vega: 0.65
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 7.5 | 1.05 | 17.91 | 478 | 3 | 273 |
| 21 Sept | 1194.50 | 5.15 | 1.55 | 15.89 | 763 | -70 | 273 |
| 18 Sept | 1209.10 | 3.5 | -1.65 | 16.60 | 227 | 17 | 339 |
| 14 Sept | 1217.60 | 4 | 0.25 | 17.03 | 228 | 20 | 393 |
| 17 Aug | 1089.40 | 63.4 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1180 expiring on 30SEP2025
Delta for 1180 PE is -0.35
Historical price for 1180 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 7.5, which was 1.05 higher than the previous day. The implied volatity was 17.91, the open interest changed by 3 which increased total open position to 273
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 5.15, which was 1.55 higher than the previous day. The implied volatity was 15.89, the open interest changed by -70 which decreased total open position to 273
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 3.5, which was -1.65 lower than the previous day. The implied volatity was 16.60, the open interest changed by 17 which increased total open position to 339
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was 17.03, the open interest changed by 20 which increased total open position to 393
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 63.4, 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
