NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1150 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 12 Dec | 1238.30 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1215.00 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1209.30 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 1215.80 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1214.80 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1246.90 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1242.40 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1241.90 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1258.90 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1260.60 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1261.10 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1266.40 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1276.80 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1263.20 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1280.70 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1279.20 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1279.00 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1265.10 | 141.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1150 expiring on 30DEC2025
Delta for 1150 CE is -
Historical price for 1150 CE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 141.4, 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 141.4, 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 141.4, 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 141.4, 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 141.4, 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 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 141.4, 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 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 141.4, 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 141.4, 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 141.4, 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 141.4, 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 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 141.4, 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 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 141.4, 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 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 141.4, 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 141.4, 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 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 141.4, 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 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 141.4, 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 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 141.4, 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 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 141.4, 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 1150 PE | |||||||
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Delta: -0.04
Vega: 0.21
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1238.30 | 0.75 | -0.8 | 19.12 | 123 | -32 | 148 |
| 11 Dec | 1215.00 | 1.55 | -0.35 | 18.42 | 41 | -7 | 179 |
| 10 Dec | 1209.30 | 1.9 | 0.25 | 17.45 | 40 | 4 | 185 |
| 9 Dec | 1215.80 | 1.7 | -0.25 | 17.84 | 135 | -7 | 182 |
| 8 Dec | 1214.80 | 2 | 1.15 | 18.02 | 105 | 39 | 179 |
| 5 Dec | 1246.90 | 0.85 | -0.2 | 18.71 | 31 | 16 | 140 |
| 4 Dec | 1242.40 | 1.05 | -0.3 | 18.30 | 14 | 2 | 124 |
| 3 Dec | 1241.90 | 1.4 | 0.45 | 19.10 | 72 | 18 | 121 |
| 2 Dec | 1258.90 | 0.95 | -0.1 | 19.65 | 8 | 0 | 103 |
| 1 Dec | 1260.60 | 1.05 | 0 | 19.57 | 81 | 50 | 102 |
| 28 Nov | 1261.10 | 1 | -0.05 | 19.08 | 36 | 3 | 52 |
| 27 Nov | 1266.40 | 1 | -0.05 | 19.66 | 24 | -1 | 49 |
| 26 Nov | 1276.80 | 1.05 | -0.45 | 20.33 | 20 | 15 | 50 |
| 25 Nov | 1263.20 | 1.5 | 0.1 | 20.09 | 39 | 26 | 35 |
| 21 Nov | 1280.70 | 1.4 | 0 | 20.95 | 1 | 0 | 10 |
| 20 Nov | 1279.20 | 1.4 | -0.4 | 20.40 | 2 | 0 | 9 |
| 19 Nov | 1279.00 | 1.8 | -0.7 | 21.33 | 7 | 2 | 9 |
| 18 Nov | 1265.10 | 2.5 | -0.5 | 20.99 | 7 | 5 | 6 |
For Nestle India Limited - strike price 1150 expiring on 30DEC2025
Delta for 1150 PE is -0.04
Historical price for 1150 PE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 0.75, which was -0.8 lower than the previous day. The implied volatity was 19.12, the open interest changed by -32 which decreased total open position to 148
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 18.42, the open interest changed by -7 which decreased total open position to 179
On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 17.45, the open interest changed by 4 which increased total open position to 185
On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 17.84, the open interest changed by -7 which decreased total open position to 182
On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 2, which was 1.15 higher than the previous day. The implied volatity was 18.02, the open interest changed by 39 which increased total open position to 179
On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 18.71, the open interest changed by 16 which increased total open position to 140
On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 18.30, the open interest changed by 2 which increased total open position to 124
On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 1.4, which was 0.45 higher than the previous day. The implied volatity was 19.10, the open interest changed by 18 which increased total open position to 121
On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 19.65, the open interest changed by 0 which decreased total open position to 103
On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 19.57, the open interest changed by 50 which increased total open position to 102
On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 19.08, the open interest changed by 3 which increased total open position to 52
On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 19.66, the open interest changed by -1 which decreased total open position to 49
On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 20.33, the open interest changed by 15 which increased total open position to 50
On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 20.09, the open interest changed by 26 which increased total open position to 35
On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 20.95, the open interest changed by 0 which decreased total open position to 10
On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 1.4, which was -0.4 lower than the previous day. The implied volatity was 20.40, the open interest changed by 0 which decreased total open position to 9
On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 1.8, which was -0.7 lower than the previous day. The implied volatity was 21.33, the open interest changed by 2 which increased total open position to 9
On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 20.99, the open interest changed by 5 which increased total open position to 6































































































































































































































