NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1200 CE | ||||||||||||||||
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Delta: 0.40
Vega: 0.68
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 8.3 | -4.85 | 17.01 | 1,805 | -9 | 1,444 | |||||||||
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| 21 Sept | 1194.50 | 14.15 | -5.45 | 16.39 | 2,481 | 21 | 1,454 | |||||||||
| 18 Sept | 1209.10 | 19.55 | 1.65 | 13.78 | 1,277 | -106 | 1,432 | |||||||||
| 14 Sept | 1217.60 | 28.15 | -4.9 | 11.98 | 396 | -26 | 1,573 | |||||||||
| 17 Aug | 1089.40 | 3.7 | -1.2 | 18.62 | 14 | 1 | 159 | |||||||||
For Nestle India Limited - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.40
Historical price for 1200 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 8.3, which was -4.85 lower than the previous day. The implied volatity was 17.01, the open interest changed by -9 which decreased total open position to 1444
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 14.15, which was -5.45 lower than the previous day. The implied volatity was 16.39, the open interest changed by 21 which increased total open position to 1454
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 19.55, which was 1.65 higher than the previous day. The implied volatity was 13.78, the open interest changed by -106 which decreased total open position to 1432
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 28.15, which was -4.9 lower than the previous day. The implied volatity was 11.98, the open interest changed by -26 which decreased total open position to 1573
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 3.7, which was -1.2 lower than the previous day. The implied volatity was 18.62, the open interest changed by 1 which increased total open position to 159
| NESTLEIND 30SEP2025 1200 PE | |||||||
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Delta: -0.59
Vega: 0.68
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 17.4 | 3.3 | 18.31 | 824 | -125 | 513 |
| 21 Sept | 1194.50 | 12.45 | 3.6 | 17.36 | 1,805 | -203 | 634 |
| 18 Sept | 1209.10 | 8.6 | -2.75 | 16.25 | 990 | 33 | 841 |
| 14 Sept | 1217.60 | 8.2 | 0.75 | 16.51 | 734 | -24 | 966 |
| 17 Aug | 1089.40 | 106.05 | 27.1 | 25.45 | 4 | 4 | 2 |
For Nestle India Limited - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.59
Historical price for 1200 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 17.4, which was 3.3 higher than the previous day. The implied volatity was 18.31, the open interest changed by -125 which decreased total open position to 513
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 12.45, which was 3.6 higher than the previous day. The implied volatity was 17.36, the open interest changed by -203 which decreased total open position to 634
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 8.6, which was -2.75 lower than the previous day. The implied volatity was 16.25, the open interest changed by 33 which increased total open position to 841
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 8.2, which was 0.75 higher than the previous day. The implied volatity was 16.51, the open interest changed by -24 which decreased total open position to 966
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 106.05, which was 27.1 higher than the previous day. The implied volatity was 25.45, the open interest changed by 4 which increased total open position to 2
