NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1250 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.26
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 1.45 | -0.6 | 22.74 | 411 | 13 | 590 | |||||||||
| 21 Sept | 1194.50 | 2.15 | -0.8 | 17.98 | 426 | -21 | 577 | |||||||||
| 18 Sept | 1209.10 | 2.95 | -0.1 | 16.35 | 609 | 6 | 589 | |||||||||
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| 14 Sept | 1217.60 | 6.1 | -2 | 14.46 | 459 | -37 | 608 | |||||||||
For Nestle India Limited - strike price 1250 expiring on 30SEP2025
Delta for 1250 CE is 0.08
Historical price for 1250 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 22.74, the open interest changed by 13 which increased total open position to 590
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 2.15, which was -0.8 lower than the previous day. The implied volatity was 17.98, the open interest changed by -21 which decreased total open position to 577
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 2.95, which was -0.1 lower than the previous day. The implied volatity was 16.35, the open interest changed by 6 which increased total open position to 589
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 6.1, which was -2 lower than the previous day. The implied volatity was 14.46, the open interest changed by -37 which decreased total open position to 608
| NESTLEIND 30SEP2025 1250 PE | |||||||
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Delta: -0.89
Vega: 0.33
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 60.35 | 7.2 | 25.57 | 27 | -8 | 51 |
| 21 Sept | 1194.50 | 52.15 | 10.45 | 26.17 | 45 | 3 | 59 |
| 18 Sept | 1209.10 | 41.7 | -4.4 | 19.55 | 26 | -6 | 56 |
| 14 Sept | 1217.60 | 35.9 | 3.2 | 18.73 | 127 | -11 | 119 |
For Nestle India Limited - strike price 1250 expiring on 30SEP2025
Delta for 1250 PE is -0.89
Historical price for 1250 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 60.35, which was 7.2 higher than the previous day. The implied volatity was 25.57, the open interest changed by -8 which decreased total open position to 51
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 52.15, which was 10.45 higher than the previous day. The implied volatity was 26.17, the open interest changed by 3 which increased total open position to 59
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 41.7, which was -4.4 lower than the previous day. The implied volatity was 19.55, the open interest changed by -6 which decreased total open position to 56
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 35.9, which was 3.2 higher than the previous day. The implied volatity was 18.73, the open interest changed by -11 which decreased total open position to 119
