NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1280 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.14
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 0.7 | -0.4 | 26.81 | 60 | 0 | 213 | |||||||||
| 21 Sept | 1194.50 | 1.35 | 0.3 | 23.74 | 57 | -18 | 212 | |||||||||
| 18 Sept | 1209.10 | 1.05 | -0.1 | 18.85 | 61 | -8 | 231 | |||||||||
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| 14 Sept | 1217.60 | 2.2 | -1.05 | 16.00 | 58 | -2 | 252 | |||||||||
For Nestle India Limited - strike price 1280 expiring on 30SEP2025
Delta for 1280 CE is 0.04
Historical price for 1280 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 213
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 1.35, which was 0.3 higher than the previous day. The implied volatity was 23.74, the open interest changed by -18 which decreased total open position to 212
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 18.85, the open interest changed by -8 which decreased total open position to 231
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 16.00, the open interest changed by -2 which decreased total open position to 252
| NESTLEIND 30SEP2025 1280 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 | 72.35 | -2.5 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1194.50 | 72.35 | -2.5 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1209.10 | 72.35 | -2.5 | 0.00 | 0 | 18 | 0 |
| 14 Sept | 1217.60 | 62.1 | 3.05 | 22.62 | 10 | -1 | 13 |
For Nestle India Limited - strike price 1280 expiring on 30SEP2025
Delta for 1280 PE is 0.00
Historical price for 1280 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 72.35, which was -2.5 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 72.35, which was -2.5 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 72.35, which was -2.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 62.1, which was 3.05 higher than the previous day. The implied volatity was 22.62, the open interest changed by -1 which decreased total open position to 13
