NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1270 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.18
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 0.95 | -0.2 | 25.90 | 180 | -28 | 241 | |||||||||
| 21 Sept | 1194.50 | 1.1 | -0.4 | 20.50 | 137 | 6 | 270 | |||||||||
| 18 Sept | 1209.10 | 1.5 | -0.05 | 18.13 | 15 | 2 | 262 | |||||||||
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| 14 Sept | 1217.60 | 3 | -1.4 | 15.34 | 270 | 6 | 277 | |||||||||
For Nestle India Limited - strike price 1270 expiring on 30SEP2025
Delta for 1270 CE is 0.05
Historical price for 1270 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 25.90, the open interest changed by -28 which decreased total open position to 241
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 1.1, which was -0.4 lower than the previous day. The implied volatity was 20.50, the open interest changed by 6 which increased total open position to 270
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 18.13, the open interest changed by 2 which increased total open position to 262
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 3, which was -1.4 lower than the previous day. The implied volatity was 15.34, the open interest changed by 6 which increased total open position to 277
| NESTLEIND 30SEP2025 1270 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 | 61 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1194.50 | 61 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1209.10 | 61 | -4.25 | 24.27 | 5 | 1 | 42 |
| 14 Sept | 1217.60 | 52.85 | 3.65 | 21.04 | 12 | -4 | 31 |
For Nestle India Limited - strike price 1270 expiring on 30SEP2025
Delta for 1270 PE is 0.00
Historical price for 1270 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 61, which was -4.25 lower than the previous day. The implied volatity was 24.27, the open interest changed by 1 which increased total open position to 42
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 52.85, which was 3.65 higher than the previous day. The implied volatity was 21.04, the open interest changed by -4 which decreased total open position to 31
