NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1210 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.60
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1188.30 | 5.4 | -3.8 | 17.55 | 1,051 | -28 | 793 | |||||||||
| 21 Sept | 1194.50 | 9.75 | -4.1 | 14.95 | 1,305 | 137 | 841 | |||||||||
| 18 Sept | 1209.10 | 14 | 1.15 | 14.26 | 1,402 | 52 | 684 | |||||||||
| 14 Sept | 1217.60 | 21.8 | -4.15 | 12.78 | 443 | -1 | 593 | |||||||||
| 17 Aug | 1089.40 | 33.5 | 0 | 6.82 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1210 expiring on 30SEP2025
Delta for 1210 CE is 0.28
Historical price for 1210 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 5.4, which was -3.8 lower than the previous day. The implied volatity was 17.55, the open interest changed by -28 which decreased total open position to 793
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 9.75, which was -4.1 lower than the previous day. The implied volatity was 14.95, the open interest changed by 137 which increased total open position to 841
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 14, which was 1.15 higher than the previous day. The implied volatity was 14.26, the open interest changed by 52 which increased total open position to 684
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 21.8, which was -4.15 lower than the previous day. The implied volatity was 12.78, the open interest changed by -1 which decreased total open position to 593
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 6.82, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 30SEP2025 1210 PE | |||||||
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Delta: -0.70
Vega: 0.61
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 24.55 | 4.35 | 19.20 | 302 | -69 | 316 |
| 21 Sept | 1194.50 | 18 | 4.8 | 17.86 | 383 | -64 | 384 |
| 18 Sept | 1209.10 | 13 | -3.1 | 16.53 | 499 | 43 | 451 |
| 14 Sept | 1217.60 | 11.65 | 1.05 | 16.56 | 476 | 15 | 466 |
| 17 Aug | 1089.40 | 181.25 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1210 expiring on 30SEP2025
Delta for 1210 PE is -0.70
Historical price for 1210 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 24.55, which was 4.35 higher than the previous day. The implied volatity was 19.20, the open interest changed by -69 which decreased total open position to 316
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 18, which was 4.8 higher than the previous day. The implied volatity was 17.86, the open interest changed by -64 which decreased total open position to 384
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 13, which was -3.1 lower than the previous day. The implied volatity was 16.53, the open interest changed by 43 which increased total open position to 451
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 11.65, which was 1.05 higher than the previous day. The implied volatity was 16.56, the open interest changed by 15 which increased total open position to 466
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 181.25, 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
