NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 28OCT2025 1200 CE | ||||||||||||||||
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Delta: 0.52
Vega: 1.49
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 28.65 | -4.15 | 18.91 | 108 | 20 | 168 | |||||||||
| 21 Sept | 1194.50 | 33.95 | -5.1 | 18.35 | 147 | 43 | 147 | |||||||||
| 18 Sept | 1209.10 | 39.1 | 2.55 | 16.83 | 42 | 1 | 106 | |||||||||
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| 14 Sept | 1217.60 | 46.05 | -3.95 | 15.46 | 10 | -3 | 70 | |||||||||
| 17 Aug | 1089.40 | 8 | -1 | 17.64 | 1 | 1 | 2 | |||||||||
For Nestle India Limited - strike price 1200 expiring on 28OCT2025
Delta for 1200 CE is 0.52
Historical price for 1200 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 28.65, which was -4.15 lower than the previous day. The implied volatity was 18.91, the open interest changed by 20 which increased total open position to 168
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 33.95, which was -5.1 lower than the previous day. The implied volatity was 18.35, the open interest changed by 43 which increased total open position to 147
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 39.1, which was 2.55 higher than the previous day. The implied volatity was 16.83, the open interest changed by 1 which increased total open position to 106
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 46.05, which was -3.95 lower than the previous day. The implied volatity was 15.46, the open interest changed by -3 which decreased total open position to 70
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 8, which was -1 lower than the previous day. The implied volatity was 17.64, the open interest changed by 1 which increased total open position to 2
| NESTLEIND 28OCT2025 1200 PE | |||||||
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Delta: -0.48
Vega: 1.49
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 30.5 | 4.3 | 20.81 | 65 | 23 | 145 |
| 21 Sept | 1194.50 | 24.9 | 3.9 | 19.13 | 69 | 35 | 122 |
| 18 Sept | 1209.10 | 21 | -3.3 | 19.46 | 33 | 7 | 87 |
| 14 Sept | 1217.60 | 19.8 | 1.45 | 19.85 | 12 | -1 | 63 |
| 17 Aug | 1089.40 | 0 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1200 expiring on 28OCT2025
Delta for 1200 PE is -0.48
Historical price for 1200 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 30.5, which was 4.3 higher than the previous day. The implied volatity was 20.81, the open interest changed by 23 which increased total open position to 145
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 24.9, which was 3.9 higher than the previous day. The implied volatity was 19.13, the open interest changed by 35 which increased total open position to 122
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 21, which was -3.3 lower than the previous day. The implied volatity was 19.46, the open interest changed by 7 which increased total open position to 87
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 19.8, which was 1.45 higher than the previous day. The implied volatity was 19.85, the open interest changed by -1 which decreased total open position to 63
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 0, 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
