NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1160 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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.05
Vega: 0.26
Theta: -0.12
Gamma: 0.00
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| 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































































































































































































































