NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
28 Sep 2025 10:06 PM IST
| NESTLEIND 28-OCT-2025 1190 CE | ||||||||||||||||
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Delta: 0.40
Vega: 1.33
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1162.60 | 17.45 | -6.7 | 18.29 | 31 | 7 | 43 | |||||||||
| 22 Sept | 1188.30 | 32.9 | -5.65 | 18.28 | 8 | 6 | 6 | |||||||||
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| 21 Sept | 1194.50 | 38.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 1209.10 | 38.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 1217.60 | 38.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1190 expiring on 28OCT2025
Delta for 1190 CE is 0.40
Historical price for 1190 CE is as follows
On 28 Sept NESTLEIND was trading at 1162.60. The strike last trading price was 17.45, which was -6.7 lower than the previous day. The implied volatity was 18.29, the open interest changed by 7 which increased total open position to 43
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 32.9, which was -5.65 lower than the previous day. The implied volatity was 18.28, the open interest changed by 6 which increased total open position to 6
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 38.55, 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
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 38.55, 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
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 38.55, 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
| NESTLEIND 28OCT2025 1190 PE | |||||||
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Delta: -0.59
Vega: 1.34
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1162.60 | 37.7 | 5.5 | 20.26 | 10 | -4 | 42 |
| 22 Sept | 1188.30 | 25 | 4.25 | 20.32 | 54 | 9 | 28 |
| 21 Sept | 1194.50 | 20.75 | 1.45 | 19.97 | 7 | 3 | 19 |
| 18 Sept | 1209.10 | 19.3 | 0 | 0.00 | 0 | 4 | 0 |
| 14 Sept | 1217.60 | 19.8 | 0 | 0.00 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1190 expiring on 28OCT2025
Delta for 1190 PE is -0.59
Historical price for 1190 PE is as follows
On 28 Sept NESTLEIND was trading at 1162.60. The strike last trading price was 37.7, which was 5.5 higher than the previous day. The implied volatity was 20.26, the open interest changed by -4 which decreased total open position to 42
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 25, which was 4.25 higher than the previous day. The implied volatity was 20.32, the open interest changed by 9 which increased total open position to 28
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 20.75, which was 1.45 higher than the previous day. The implied volatity was 19.97, the open interest changed by 3 which increased total open position to 19
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 19.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 19.8, 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
