NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1310 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.09
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1188.30 | 0.45 | -0.25 | 31.41 | 20 | -4 | 65 | |||||||||
| 21 Sept | 1194.50 | 0.8 | -0.15 | 27.42 | 48 | 11 | 66 | |||||||||
| 18 Sept | 1209.10 | 1 | 0.05 | 0.00 | 0 | 6 | 0 | |||||||||
| 14 Sept | 1217.60 | 1 | -0.5 | 18.28 | 36 | -3 | 58 | |||||||||
For Nestle India Limited - strike price 1310 expiring on 30SEP2025
Delta for 1310 CE is 0.02
Historical price for 1310 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 31.41, the open interest changed by -4 which decreased total open position to 65
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 27.42, the open interest changed by 11 which increased total open position to 66
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 1, which was -0.5 lower than the previous day. The implied volatity was 18.28, the open interest changed by -3 which decreased total open position to 58
| NESTLEIND 30SEP2025 1310 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 352.5 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1194.50 | 352.5 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1209.10 | 352.5 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1217.60 | 352.5 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1310 expiring on 30SEP2025
Delta for 1310 PE is -
Historical price for 1310 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 352.5, which was 0 lower than the previous day. The implied volatity was -, 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 352.5, which was 0 lower than the previous day. The implied volatity was -, 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 352.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 352.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
