NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1238.30 | 185 | 76.55 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 1215.00 | 185 | 76.55 | - | 0 | 0 | 1 | |||||||||
|
|
||||||||||||||||
| 10 Dec | 1209.30 | 185 | 76.55 | - | 0 | 0 | 1 | |||||||||
| 8 Dec | 1214.80 | 185 | 76.55 | - | 0 | 0 | 1 | |||||||||
| 14 Oct | 1175.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1176.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 1169.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1080 expiring on 30DEC2025
Delta for 1080 CE is -
Historical price for 1080 CE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 185, which was 76.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 185, which was 76.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 185, which was 76.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 185, which was 76.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Oct NESTLEIND was trading at 1175.50. The strike last trading price was 0, 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 7 Oct NESTLEIND was trading at 1176.80. The strike last trading price was 0, 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 3 Oct NESTLEIND was trading at 1169.90. The strike last trading price was 0, 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
| NESTLEIND 30DEC2025 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1238.30 | 19.2 | 0 | 16.30 | 0 | 0 | 0 |
| 11 Dec | 1215.00 | 19.2 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 1209.30 | 19.2 | 0 | 13.05 | 0 | 0 | 0 |
| 8 Dec | 1214.80 | 19.2 | 0 | 12.97 | 0 | 0 | 0 |
| 14 Oct | 1175.50 | 19.2 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 1176.80 | 19.2 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 1169.90 | 19.2 | 0 | 5.23 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1080 expiring on 30DEC2025
Delta for 1080 PE is -0.00
Historical price for 1080 PE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 19.2, which was 0 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 19.2, 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 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 19.2, which was 0 lower than the previous day. The implied volatity was 13.05, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 19.2, which was 0 lower than the previous day. The implied volatity was 12.97, the open interest changed by 0 which decreased total open position to 0
On 14 Oct NESTLEIND was trading at 1175.50. The strike last trading price was 19.2, 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 7 Oct NESTLEIND was trading at 1176.80. The strike last trading price was 19.2, 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 3 Oct NESTLEIND was trading at 1169.90. The strike last trading price was 19.2, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0































































































































































































































