NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1240 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.31
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 1.7 | -1.05 | 20.65 | 399 | -20 | 632 | |||||||||
| 21 Sept | 1194.50 | 3 | -1.3 | 17.90 | 579 | -7 | 653 | |||||||||
| 18 Sept | 1209.10 | 4.3 | 0.05 | 15.58 | 695 | 24 | 658 | |||||||||
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| 14 Sept | 1217.60 | 8.55 | -2.55 | 13.99 | 315 | -6 | 755 | |||||||||
For Nestle India Limited - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is 0.10
Historical price for 1240 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 1.7, which was -1.05 lower than the previous day. The implied volatity was 20.65, the open interest changed by -20 which decreased total open position to 632
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 3, which was -1.3 lower than the previous day. The implied volatity was 17.90, the open interest changed by -7 which decreased total open position to 653
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 15.58, the open interest changed by 24 which increased total open position to 658
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 8.55, which was -2.55 lower than the previous day. The implied volatity was 13.99, the open interest changed by -6 which decreased total open position to 755
| NESTLEIND 30SEP2025 1240 PE | |||||||
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Delta: -0.87
Vega: 0.37
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 50.75 | 6.3 | 23.47 | 14 | -8 | 75 |
| 21 Sept | 1194.50 | 43.8 | 10.45 | 21.62 | 43 | -12 | 85 |
| 18 Sept | 1209.10 | 32.8 | -4.5 | 17.89 | 69 | -22 | 95 |
| 14 Sept | 1217.60 | 29 | 3.45 | 18.47 | 27 | 3 | 157 |
For Nestle India Limited - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is -0.87
Historical price for 1240 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 50.75, which was 6.3 higher than the previous day. The implied volatity was 23.47, the open interest changed by -8 which decreased total open position to 75
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 43.8, which was 10.45 higher than the previous day. The implied volatity was 21.62, the open interest changed by -12 which decreased total open position to 85
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 32.8, which was -4.5 lower than the previous day. The implied volatity was 17.89, the open interest changed by -22 which decreased total open position to 95
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 29, which was 3.45 higher than the previous day. The implied volatity was 18.47, the open interest changed by 3 which increased total open position to 157
