[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1238.3 +23.30 (1.92%)
L: 1215.4 H: 1240

Back to Option Chain


Historical option data for NESTLEIND

12 Dec 2025 04:10 PM IST
NESTLEIND 30-DEC-2025 1150 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
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
Delta: -0.04
Vega: 0.21
Theta: -0.10
Gamma: 0.00
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