NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1330 CE | ||||||||||||||||
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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 | 4.7 | 0 | 19.23 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1194.50 | 4.7 | 0 | 15.49 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 1209.10 | 4.7 | 0 | 13.13 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1217.60 | 4.7 | 0 | 10.26 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1330 expiring on 30SEP2025
Delta for 1330 CE is 0.00
Historical price for 1330 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 19.23, 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 4.7, which was 0 lower than the previous day. The implied volatity was 15.49, 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 4.7, which was 0 lower than the previous day. The implied volatity was 13.13, 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 4.7, which was 0 lower than the previous day. The implied volatity was 10.26, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 30SEP2025 1330 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 | 390.05 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1194.50 | 390.05 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1209.10 | 390.05 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1217.60 | 390.05 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1330 expiring on 30SEP2025
Delta for 1330 PE is -
Historical price for 1330 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 390.05, 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 390.05, 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 390.05, 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 390.05, 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
