NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1300 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.11
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1188.30 | 0.55 | -0.1 | 30.22 | 200 | 8 | 639 | |||||||||
| 21 Sept | 1194.50 | 0.6 | -0.15 | 24.17 | 154 | 35 | 633 | |||||||||
| 18 Sept | 1209.10 | 0.8 | -0.05 | 21.83 | 57 | -7 | 596 | |||||||||
| 14 Sept | 1217.60 | 1.35 | -0.6 | 17.72 | 560 | -159 | 619 | |||||||||
For Nestle India Limited - strike price 1300 expiring on 30SEP2025
Delta for 1300 CE is 0.03
Historical price for 1300 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 30.22, the open interest changed by 8 which increased total open position to 639
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 24.17, the open interest changed by 35 which increased total open position to 633
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 21.83, the open interest changed by -7 which decreased total open position to 596
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 1.35, which was -0.6 lower than the previous day. The implied volatity was 17.72, the open interest changed by -159 which decreased total open position to 619
| NESTLEIND 30SEP2025 1300 PE | |||||||
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Delta: -0.91
Vega: 0.29
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 111 | 7.5 | 42.71 | 1 | 0 | 53 |
| 21 Sept | 1194.50 | 103.5 | 11.6 | 38.70 | 1 | -1 | 54 |
| 18 Sept | 1209.10 | 91.9 | 12.9 | 34.25 | 3 | 0 | 54 |
| 14 Sept | 1217.60 | 79 | 4.65 | 22.34 | 12 | -8 | 54 |
For Nestle India Limited - strike price 1300 expiring on 30SEP2025
Delta for 1300 PE is -0.91
Historical price for 1300 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 111, which was 7.5 higher than the previous day. The implied volatity was 42.71, the open interest changed by 0 which decreased total open position to 53
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 103.5, which was 11.6 higher than the previous day. The implied volatity was 38.70, the open interest changed by -1 which decreased total open position to 54
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 91.9, which was 12.9 higher than the previous day. The implied volatity was 34.25, the open interest changed by 0 which decreased total open position to 54
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 79, which was 4.65 higher than the previous day. The implied volatity was 22.34, the open interest changed by -8 which decreased total open position to 54
