NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1260 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.22
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 1.15 | -0.4 | 24.26 | 242 | -29 | 289 | |||||||||
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| 21 Sept | 1194.50 | 1.55 | -0.5 | 19.73 | 117 | 4 | 319 | |||||||||
| 18 Sept | 1209.10 | 2 | -0.15 | 17.03 | 198 | 37 | 314 | |||||||||
| 14 Sept | 1217.60 | 4.45 | -1.5 | 15.11 | 364 | -23 | 302 | |||||||||
For Nestle India Limited - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.06
Historical price for 1260 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 24.26, the open interest changed by -29 which decreased total open position to 289
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 1.55, which was -0.5 lower than the previous day. The implied volatity was 19.73, the open interest changed by 4 which increased total open position to 319
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 17.03, the open interest changed by 37 which increased total open position to 314
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 4.45, which was -1.5 lower than the previous day. The implied volatity was 15.11, the open interest changed by -23 which decreased total open position to 302
| NESTLEIND 30SEP2025 1260 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 63.9 | 0 | 0.00 | 0 | 2 | 0 |
| 21 Sept | 1194.50 | 63.9 | 8.7 | 28.15 | 14 | 2 | 57 |
| 18 Sept | 1209.10 | 55.2 | 1.4 | 28.18 | 16 | 0 | 55 |
| 14 Sept | 1217.60 | 43.45 | 5.15 | 19.03 | 9 | -3 | 60 |
For Nestle India Limited - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is 0.00
Historical price for 1260 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 63.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 63.9, which was 8.7 higher than the previous day. The implied volatity was 28.15, the open interest changed by 2 which increased total open position to 57
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 55.2, which was 1.4 higher than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 55
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 43.45, which was 5.15 higher than the previous day. The implied volatity was 19.03, the open interest changed by -3 which decreased total open position to 60
