NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1238.30 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1215.00 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1209.30 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 1215.80 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1214.80 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1241.90 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1258.90 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1260.60 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1263.20 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 1222.30 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 1175.50 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 1188.10 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Oct | 1199.50 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 1187.80 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 1180.50 | 69.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1176.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 1181.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 1169.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1140 expiring on 30DEC2025
Delta for 1140 CE is -
Historical price for 1140 CE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 69.9, 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 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 69.9, 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 69.9, 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 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 69.9, 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 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 69.9, 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 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 69.9, 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 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 69.9, 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 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 69.9, 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 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 69.9, 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 15 Oct NESTLEIND was trading at 1222.30. The strike last trading price was 69.9, 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 Oct NESTLEIND was trading at 1175.50. The strike last trading price was 69.9, 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 13 Oct NESTLEIND was trading at 1188.10. The strike last trading price was 69.9, 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 Oct NESTLEIND was trading at 1199.50. The strike last trading price was 69.9, 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 9 Oct NESTLEIND was trading at 1187.80. The strike last trading price was 69.9, 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 8 Oct NESTLEIND was trading at 1180.50. The strike last trading price was 69.9, 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 6 Oct NESTLEIND was trading at 1181.70. 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 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.17
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1238.30 | 0.55 | -0.4 | 19.84 | 2 | 0 | 15 |
| 11 Dec | 1215.00 | 0.95 | -0.65 | 18.42 | 19 | -2 | 15 |
| 10 Dec | 1209.30 | 2.2 | 0.85 | 20.53 | 13 | 0 | 4 |
| 9 Dec | 1215.80 | 1.4 | -38.3 | - | 0 | 4 | 0 |
| 8 Dec | 1214.80 | 1.4 | -38.3 | 18.39 | 7 | 4 | 4 |
| 3 Dec | 1241.90 | 39.7 | 0 | 8.78 | 0 | 0 | 0 |
| 2 Dec | 1258.90 | 39.7 | 0 | 9.86 | 0 | 0 | 0 |
| 1 Dec | 1260.60 | 39.7 | 0 | 9.82 | 0 | 0 | 0 |
| 25 Nov | 1263.20 | 39.7 | 0 | 9.35 | 0 | 0 | 0 |
| 15 Oct | 1222.30 | 39.7 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 1175.50 | 39.7 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 1188.10 | 39.7 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 1199.50 | 39.7 | 0 | 4.21 | 0 | 0 | 0 |
| 9 Oct | 1187.80 | 39.7 | 0 | 3.76 | 0 | 0 | 0 |
| 8 Oct | 1180.50 | 39.7 | 0 | 3.23 | 0 | 0 | 0 |
| 7 Oct | 1176.80 | 39.7 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 1181.70 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 1169.90 | 0 | 0 | 2.89 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1140 expiring on 30DEC2025
Delta for 1140 PE is -0.03
Historical price for 1140 PE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 19.84, the open interest changed by 0 which decreased total open position to 15
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 18.42, the open interest changed by -2 which decreased total open position to 15
On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 2.2, which was 0.85 higher than the previous day. The implied volatity was 20.53, the open interest changed by 0 which decreased total open position to 4
On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 1.4, which was -38.3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 1.4, which was -38.3 lower than the previous day. The implied volatity was 18.39, the open interest changed by 4 which increased total open position to 4
On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 39.7, which was 0 lower than the previous day. The implied volatity was 8.78, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 39.7, which was 0 lower than the previous day. The implied volatity was 9.86, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 39.7, which was 0 lower than the previous day. The implied volatity was 9.82, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 39.7, which was 0 lower than the previous day. The implied volatity was 9.35, the open interest changed by 0 which decreased total open position to 0
On 15 Oct NESTLEIND was trading at 1222.30. The strike last trading price was 39.7, 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 Oct NESTLEIND was trading at 1175.50. The strike last trading price was 39.7, 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 13 Oct NESTLEIND was trading at 1188.10. The strike last trading price was 39.7, 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 Oct NESTLEIND was trading at 1199.50. The strike last trading price was 39.7, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 9 Oct NESTLEIND was trading at 1187.80. The strike last trading price was 39.7, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 8 Oct NESTLEIND was trading at 1180.50. The strike last trading price was 39.7, which was 0 lower than the previous day. The implied volatity was 3.23, 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 39.7, 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 6 Oct NESTLEIND was trading at 1181.70. 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 2.89, the open interest changed by 0 which decreased total open position to 0































































































































































































































