NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1320 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 0.35 | -0.1 | 32.30 | 41 | 8 | 123 | |||||||||
| 21 Sept | 1194.50 | 0.45 | 0 | 26.72 | 37 | 23 | 115 | |||||||||
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| 18 Sept | 1209.10 | 0.45 | -0.25 | 23.30 | 14 | 8 | 92 | |||||||||
| 14 Sept | 1217.60 | 1 | -0.25 | 19.89 | 24 | 0 | 110 | |||||||||
For Nestle India Limited - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.02
Historical price for 1320 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 32.30, the open interest changed by 8 which increased total open position to 123
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 26.72, the open interest changed by 23 which increased total open position to 115
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 23.30, the open interest changed by 8 which increased total open position to 92
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 19.89, the open interest changed by 0 which decreased total open position to 110
| NESTLEIND 30SEP2025 1320 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 | 104.75 | 0.2 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1194.50 | 104.75 | 0.2 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1209.10 | 104.75 | 0.2 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1217.60 | 104.75 | 0.2 | 0.00 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is 0.00
Historical price for 1320 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 104.75, which was 0.2 higher 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 104.75, which was 0.2 higher 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 104.75, which was 0.2 higher than the previous day. The implied volatity was 0.00, 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 104.75, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
