NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1220 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.50
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1188.30 | 3.65 | -2.5 | 18.60 | 1,517 | 131 | 1,884 | |||||||||
| 21 Sept | 1194.50 | 6.6 | -3 | 16.81 | 1,703 | 76 | 1,784 | |||||||||
| 18 Sept | 1209.10 | 9.7 | 0.6 | 14.71 | 1,554 | -14 | 1,675 | |||||||||
| 14 Sept | 1217.60 | 16.45 | -3.55 | 13.33 | 1,362 | 67 | 1,453 | |||||||||
| 17 Aug | 1089.40 | 2.6 | -124.6 | 19.41 | 6 | 2 | 2 | |||||||||
For Nestle India Limited - strike price 1220 expiring on 30SEP2025
Delta for 1220 CE is 0.20
Historical price for 1220 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 3.65, which was -2.5 lower than the previous day. The implied volatity was 18.60, the open interest changed by 131 which increased total open position to 1884
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 6.6, which was -3 lower than the previous day. The implied volatity was 16.81, the open interest changed by 76 which increased total open position to 1784
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 9.7, which was 0.6 higher than the previous day. The implied volatity was 14.71, the open interest changed by -14 which decreased total open position to 1675
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 16.45, which was -3.55 lower than the previous day. The implied volatity was 13.33, the open interest changed by 67 which increased total open position to 1453
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 2.6, which was -124.6 lower than the previous day. The implied volatity was 19.41, the open interest changed by 2 which increased total open position to 2
| NESTLEIND 30SEP2025 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.52
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 32.6 | 5.9 | 20.21 | 157 | -26 | 326 |
| 21 Sept | 1194.50 | 25.5 | 6.6 | 16.91 | 405 | -83 | 353 |
| 18 Sept | 1209.10 | 18.25 | -4.65 | 16.51 | 517 | 24 | 434 |
| 14 Sept | 1217.60 | 16.5 | 1.8 | 17.11 | 448 | 13 | 620 |
| 17 Aug | 1089.40 | 96.7 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1220 expiring on 30SEP2025
Delta for 1220 PE is -0.78
Historical price for 1220 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 32.6, which was 5.9 higher than the previous day. The implied volatity was 20.21, the open interest changed by -26 which decreased total open position to 326
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 25.5, which was 6.6 higher than the previous day. The implied volatity was 16.91, the open interest changed by -83 which decreased total open position to 353
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 18.25, which was -4.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by 24 which increased total open position to 434
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 16.5, which was 1.8 higher than the previous day. The implied volatity was 17.11, the open interest changed by 13 which increased total open position to 620
On 17 Aug NESTLEIND was trading at 1089.40. The strike last trading price was 96.7, 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
