NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1230 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.38
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 2.3 | -1.85 | 19.21 | 476 | 50 | 1,197 | |||||||||
| 21 Sept | 1194.50 | 4.35 | -2.05 | 16.07 | 752 | -17 | 1,147 | |||||||||
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| 18 Sept | 1209.10 | 6.35 | 0.1 | 14.90 | 826 | 12 | 1,164 | |||||||||
| 14 Sept | 1217.60 | 12.1 | -2.95 | 13.76 | 610 | 58 | 1,152 | |||||||||
For Nestle India Limited - strike price 1230 expiring on 30SEP2025
Delta for 1230 CE is 0.14
Historical price for 1230 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 2.3, which was -1.85 lower than the previous day. The implied volatity was 19.21, the open interest changed by 50 which increased total open position to 1197
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 4.35, which was -2.05 lower than the previous day. The implied volatity was 16.07, the open interest changed by -17 which decreased total open position to 1147
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 6.35, which was 0.1 higher than the previous day. The implied volatity was 14.90, the open interest changed by 12 which increased total open position to 1164
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 12.1, which was -2.95 lower than the previous day. The implied volatity was 13.76, the open interest changed by 58 which increased total open position to 1152
| NESTLEIND 30SEP2025 1230 PE | |||||||
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Delta: -0.84
Vega: 0.44
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 41.35 | 5.35 | 21.46 | 55 | -12 | 166 |
| 21 Sept | 1194.50 | 33.3 | 7.65 | 20.77 | 38 | -10 | 178 |
| 18 Sept | 1209.10 | 24.95 | -4.65 | 16.99 | 57 | -11 | 188 |
| 14 Sept | 1217.60 | 21.7 | 2.05 | 17.17 | 126 | 10 | 259 |
For Nestle India Limited - strike price 1230 expiring on 30SEP2025
Delta for 1230 PE is -0.84
Historical price for 1230 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 41.35, which was 5.35 higher than the previous day. The implied volatity was 21.46, the open interest changed by -12 which decreased total open position to 166
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 33.3, which was 7.65 higher than the previous day. The implied volatity was 20.77, the open interest changed by -10 which decreased total open position to 178
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 24.95, which was -4.65 lower than the previous day. The implied volatity was 16.99, the open interest changed by -11 which decreased total open position to 188
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 21.7, which was 2.05 higher than the previous day. The implied volatity was 17.17, the open interest changed by 10 which increased total open position to 259
