NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1190 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.70
Theta: -0.88
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 12.4 | -6.15 | 16.35 | 795 | 94 | 484 | |||||||||
| 21 Sept | 1194.50 | 19.4 | -6.55 | 13.25 | 663 | 17 | 390 | |||||||||
| 18 Sept | 1209.10 | 26.2 | 1.95 | 12.95 | 156 | 0 | 373 | |||||||||
| 14 Sept | 1217.60 | 35.75 | -5 | 11.16 | 76 | -5 | 371 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 1089.40 | 0.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1190 expiring on 30SEP2025
Delta for 1190 CE is 0.53
Historical price for 1190 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 12.4, which was -6.15 lower than the previous day. The implied volatity was 16.35, the open interest changed by 94 which increased total open position to 484
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 19.4, which was -6.55 lower than the previous day. The implied volatity was 13.25, the open interest changed by 17 which increased total open position to 390
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 26.2, which was 1.95 higher than the previous day. The implied volatity was 12.95, the open interest changed by 0 which decreased total open position to 373
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 35.75, which was -5 lower than the previous day. The implied volatity was 11.16, the open interest changed by -5 which decreased total open position to 371
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 0.35, 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
| NESTLEIND 30SEP2025 1190 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.70
Theta: -0.64
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 11.85 | 2.05 | 18.14 | 753 | -7 | 250 |
| 21 Sept | 1194.50 | 8.35 | 2.65 | 17.30 | 1,812 | 36 | 256 |
| 18 Sept | 1209.10 | 5.55 | -2.35 | 16.34 | 476 | -58 | 221 |
| 14 Sept | 1217.60 | 5.8 | 0.5 | 16.77 | 299 | -25 | 237 |
| 17 Aug | 1089.40 | 152.05 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1190 expiring on 30SEP2025
Delta for 1190 PE is -0.47
Historical price for 1190 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 11.85, which was 2.05 higher than the previous day. The implied volatity was 18.14, the open interest changed by -7 which decreased total open position to 250
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 8.35, which was 2.65 higher than the previous day. The implied volatity was 17.30, the open interest changed by 36 which increased total open position to 256
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 5.55, which was -2.35 lower than the previous day. The implied volatity was 16.34, the open interest changed by -58 which decreased total open position to 221
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 5.8, which was 0.5 higher than the previous day. The implied volatity was 16.77, the open interest changed by -25 which decreased total open position to 237
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 152.05, 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
