[--[65.84.65.76]--]

NESTLEIND

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

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Historical option data for NESTLEIND

12 Dec 2025 04:10 PM IST
NESTLEIND 30-DEC-2025 1160 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 66.3 10.05 - 0 0 6
11 Dec 1215.00 66.3 10.05 20.04 5 0 6
10 Dec 1209.30 56.25 -12.3 - 8 1 5
9 Dec 1215.80 68.55 9.25 23.02 8 3 3
8 Dec 1214.80 59.3 0 - 0 0 0
5 Dec 1246.90 59.3 0 - 0 0 0
4 Dec 1242.40 59.3 0 - 0 0 0
3 Dec 1241.90 59.3 0 - 0 0 0
2 Dec 1258.90 59.3 0 - 0 0 0
1 Dec 1260.60 59.3 0 - 0 0 0
28 Nov 1261.10 59.3 0 - 0 0 0
27 Nov 1266.40 59.3 0 - 0 0 0
26 Nov 1276.80 59.3 0 - 0 0 0
25 Nov 1263.20 59.3 0 - 0 0 0
21 Nov 1280.70 59.3 0 - 0 0 0
20 Nov 1279.20 59.3 0 - 0 0 0
19 Nov 1279.00 59.3 0 - 0 0 0
18 Nov 1265.10 59.3 0 - 0 0 0
17 Nov 1270.30 59.3 0 - 0 0 0
15 Oct 1222.30 59.3 0 - 0 0 0
14 Oct 1175.50 59.3 0 - 0 0 0
13 Oct 1188.10 59.3 0 - 0 0 0
10 Oct 1199.50 59.3 0 - 0 0 0
9 Oct 1187.80 59.3 0 - 0 0 0
8 Oct 1180.50 59.3 0 - 0 0 0
7 Oct 1176.80 59.3 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 1160 expiring on 30DEC2025

Delta for 1160 CE is -

Historical price for 1160 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 66.3, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 66.3, which was 10.05 higher than the previous day. The implied volatity was 20.04, the open interest changed by 0 which decreased total open position to 6


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 56.25, which was -12.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 68.55, which was 9.25 higher than the previous day. The implied volatity was 23.02, the open interest changed by 3 which increased total open position to 3


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 59.3, 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 1160 PE
Delta: -0.05
Vega: 0.26
Theta: -0.12
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 0.95 -1.05 18.12 29 1 566
11 Dec 1215.00 2 -0.8 17.47 1 0 565
10 Dec 1209.30 2.8 0.45 17.13 66 12 575
9 Dec 1215.80 2.35 -0.3 17.28 148 46 563
8 Dec 1214.80 2.75 1.65 17.51 246 94 515
5 Dec 1246.90 1.05 -0.45 17.88 195 164 421
4 Dec 1242.40 1.5 -0.25 18.03 48 3 257
3 Dec 1241.90 1.8 0.75 18.51 55 -3 250
2 Dec 1258.90 1 -0.25 18.37 19 12 253
1 Dec 1260.60 1.25 -0.05 19.15 2 0 239
28 Nov 1261.10 1.3 -0.2 18.76 19 6 239
27 Nov 1266.40 1.5 -0.3 19.82 224 205 234
26 Nov 1276.80 1.8 -0.05 - 0 18 0
25 Nov 1263.20 1.8 -0.05 19.45 36 17 28
21 Nov 1280.70 1.85 -0.25 - 0 2 0
20 Nov 1279.20 1.85 -0.25 20.25 3 1 10
19 Nov 1279.00 2.1 -1.2 20.82 4 0 8
18 Nov 1265.10 3.3 0.35 21.00 2 1 8
17 Nov 1270.30 2.95 -0.05 20.84 8 3 6
15 Oct 1222.30 48.85 0 - 0 0 0
14 Oct 1175.50 48.85 0 - 0 0 0
13 Oct 1188.10 48.85 0 - 0 0 0
10 Oct 1199.50 48.85 0 3.22 0 0 0
9 Oct 1187.80 48.85 0 2.76 0 0 0
8 Oct 1180.50 48.85 0 2.23 0 0 0
7 Oct 1176.80 48.85 0 - 0 0 0
6 Oct 1181.70 0 0 - 0 0 0
3 Oct 1169.90 0 0 1.91 0 0 0


For Nestle India Limited - strike price 1160 expiring on 30DEC2025

Delta for 1160 PE is -0.05

Historical price for 1160 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 0.95, which was -1.05 lower than the previous day. The implied volatity was 18.12, the open interest changed by 1 which increased total open position to 566


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 2, which was -0.8 lower than the previous day. The implied volatity was 17.47, the open interest changed by 0 which decreased total open position to 565


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 2.8, which was 0.45 higher than the previous day. The implied volatity was 17.13, the open interest changed by 12 which increased total open position to 575


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 2.35, which was -0.3 lower than the previous day. The implied volatity was 17.28, the open interest changed by 46 which increased total open position to 563


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 2.75, which was 1.65 higher than the previous day. The implied volatity was 17.51, the open interest changed by 94 which increased total open position to 515


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 17.88, the open interest changed by 164 which increased total open position to 421


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 18.03, the open interest changed by 3 which increased total open position to 257


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 1.8, which was 0.75 higher than the previous day. The implied volatity was 18.51, the open interest changed by -3 which decreased total open position to 250


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 18.37, the open interest changed by 12 which increased total open position to 253


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 19.15, the open interest changed by 0 which decreased total open position to 239


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 18.76, the open interest changed by 6 which increased total open position to 239


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 19.82, the open interest changed by 205 which increased total open position to 234


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 19.45, the open interest changed by 17 which increased total open position to 28


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 20.25, the open interest changed by 1 which increased total open position to 10


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 2.1, which was -1.2 lower than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 8


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 3.3, which was 0.35 higher than the previous day. The implied volatity was 21.00, the open interest changed by 1 which increased total open position to 8


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 20.84, the open interest changed by 3 which increased total open position to 6


On 15 Oct NESTLEIND was trading at 1222.30. The strike last trading price was 48.85, 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 48.85, 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 48.85, 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 48.85, which was 0 lower than the previous day. The implied volatity was 3.22, 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 48.85, which was 0 lower than the previous day. The implied volatity was 2.76, 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 48.85, which was 0 lower than the previous day. The implied volatity was 2.23, 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 48.85, 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 1.91, the open interest changed by 0 which decreased total open position to 0