NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Sep 2025 08:00 PM IST
| NESTLEIND 30SEP2025 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.04
Theta: -0.08
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1188.30 | 0.15 | -0.05 | 32.55 | 16 | -6 | 382 | |||||||||
| 21 Sept | 1194.50 | 0.2 | -0.2 | 27.07 | 11 | -2 | 388 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 1209.10 | 0.4 | -0.05 | 26.26 | 55 | 0 | 390 | |||||||||
| 14 Sept | 1217.60 | 0.5 | -0.2 | 20.45 | 7 | 0 | 396 | |||||||||
For Nestle India Limited - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.01
Historical price for 1340 CE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 32.55, the open interest changed by -6 which decreased total open position to 382
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 27.07, the open interest changed by -2 which decreased total open position to 388
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 390
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 20.45, the open interest changed by 0 which decreased total open position to 396
| NESTLEIND 30SEP2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1188.30 | 247.35 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1194.50 | 247.35 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1209.10 | 247.35 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1217.60 | 247.35 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -
Historical price for 1340 PE is as follows
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 247.35, 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 247.35, 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 247.35, 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 247.35, 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
