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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NESTLEIND 30-DEC-2025 1170 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1238.30	110.25 ₹ 55,125	11.75 5875.00	-	0 0	0 0	11 5,500
11 Dec	1215.00	110.25 ₹ 55,125	11.75 5875.00	-	0 0	0 0	11 5,500
10 Dec	1209.30	110.25 ₹ 55,125	11.75 5875.00	-	0 0	0 0	11 5,500
9 Dec	1215.80	110.25 ₹ 55,125	11.75 5875.00	-	0 0	0 0	0 0

8 Dec	1214.80	110.25 ₹ 55,125	11.75 5875.00	-	0 0	0 0	11 5,500
5 Dec	1246.90	110.25 ₹ 55,125	11.75 5875.00	-	0 0	0 0	0 0
4 Dec	1242.40	110.25 ₹ 55,125	11.75 5875.00	-	0 0	0 0	0 0
3 Dec	1241.90	110.25 ₹ 55,125	11.75 5875.00	-	0 0	0 0	0 0
2 Dec	1258.90	110.25 ₹ 55,125	11.75 5875.00	-	0 0	0 0	0 0
1 Dec	1260.60	110.25 ₹ 55,125	11.75 5875.00	-	0 0	0 0	0 0
28 Nov	1261.10	110.25 ₹ 55,125	11.75 5875.00	-	0 0	1 500	0 0
27 Nov	1266.40	110.25 ₹ 55,125	11.75 5875.00	18.95	3 1,500	0 0	10 5,000
26 Nov	1276.80	98.5 ₹ 49,250	-26.45 -13225.00	-	0 0	10 5,000	0 0
25 Nov	1263.20	98.5 ₹ 49,250	-26.45 -13225.00	-	10 5,000	5 2,500	5 2,500
21 Nov	1280.70	124.95 ₹ 62,475	0 0.00	-	0 0	0 0	0 0
20 Nov	1279.20	124.95 ₹ 62,475	0 0.00	-	0 0	0 0	0 0
19 Nov	1279.00	124.95 ₹ 62,475	0 0.00	-	0 0	0 0	0 0
18 Nov	1265.10	124.95 ₹ 62,475	0 0.00	-	0 0	0 0	0 0
17 Nov	1270.30	124.95 ₹ 62,475	0 0.00	-	0 0	0 0	0 0

For Nestle India Limited - strike price 1170 expiring on 30DEC2025

Delta for 1170 CE is -

Historical price for 1170 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 110.25, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 110.25, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 110.25, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 110.25, which was 11.75 higher 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 110.25, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 110.25, which was 11.75 higher 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 110.25, which was 11.75 higher 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 110.25, which was 11.75 higher 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 110.25, which was 11.75 higher 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 110.25, which was 11.75 higher 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 110.25, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 110.25, which was 11.75 higher than the previous day. The implied volatity was 18.95, the open interest changed by 0 which decreased total open position to 10

On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 98.5, which was -26.45 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0

On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 98.5, which was -26.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5

On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 124.95, 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 124.95, 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 124.95, 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 124.95, 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 124.95, 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 1170 PE
Delta: -0.06 Vega: 0.34 Theta: -0.14 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1238.30	1.3 ₹ 650	-1.75 -875.00	17.36	99 49,500	-1 -500	179 89,500
11 Dec	1215.00	3.05 ₹ 1,525	-0.95 -475.00	17.32	38 19,000	-8 -4,000	179 89,500
10 Dec	1209.30	3.95 ₹ 1,975	0.55 275.00	16.67	34 17,000	5 2,500	188 94,000
9 Dec	1215.80	3.4 ₹ 1,700	-0.35 -175.00	16.98	44 22,000	10 5,000	183 91,500
8 Dec	1214.80	3.85 ₹ 1,925	2.45 1225.00	17.13	122 61,000	33 16,500	170 85,000
5 Dec	1246.90	1.5 ₹ 750	-0.45 -225.00	17.56	53 26,500	21 10,500	126 63,000
4 Dec	1242.40	1.9 ₹ 950	-0.55 -275.00	17.30	25 12,500	-9 -4,500	107 53,500
3 Dec	1241.90	2.5 ₹ 1,250	1 500.00	18.26	145 72,500	99 49,500	115 57,500
2 Dec	1258.90	1.5 ₹ 750	-0.3 -150.00	18.35	25 12,500	13 6,500	14 7,000
1 Dec	1260.60	1.8 ₹ 900	-0.55 -275.00	-	0 0	0 0	0 0
28 Nov	1261.10	1.8 ₹ 900	-0.55 -275.00	18.58	1 500	0 0	1 500
27 Nov	1266.40	2.35 ₹ 1,175	-9.35 -4675.00	-	0 0	0 0	0 0
26 Nov	1276.80	2.35 ₹ 1,175	-9.35 -4675.00	-	0 0	1 500	0 0
25 Nov	1263.20	2.35 ₹ 1,175	-9.35 -4675.00	19.16	3 1,500	2 1,000	2 1,000
21 Nov	1280.70	11.7 ₹ 5,850	0 0.00	8.17	0 0	0 0	0 0
20 Nov	1279.20	11.7 ₹ 5,850	0 0.00	7.93	0 0	0 0	0 0
19 Nov	1279.00	11.7 ₹ 5,850	0 0.00	7.97	0 0	0 0	0 0
18 Nov	1265.10	11.7 ₹ 5,850	0 0.00	7.08	0 0	0 0	0 0
17 Nov	1270.30	11.7 ₹ 5,850	0 0.00	7.29	0 0	0 0	0 0

For Nestle India Limited - strike price 1170 expiring on 30DEC2025

Delta for 1170 PE is -0.06

Historical price for 1170 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 1.3, which was -1.75 lower than the previous day. The implied volatity was 17.36, the open interest changed by -1 which decreased total open position to 179

On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 3.05, which was -0.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by -8 which decreased total open position to 179

On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 3.95, which was 0.55 higher than the previous day. The implied volatity was 16.67, the open interest changed by 5 which increased total open position to 188

On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 3.4, which was -0.35 lower than the previous day. The implied volatity was 16.98, the open interest changed by 10 which increased total open position to 183

On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 3.85, which was 2.45 higher than the previous day. The implied volatity was 17.13, the open interest changed by 33 which increased total open position to 170

On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 17.56, the open interest changed by 21 which increased total open position to 126

On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 1.9, which was -0.55 lower than the previous day. The implied volatity was 17.30, the open interest changed by -9 which decreased total open position to 107

On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 2.5, which was 1 higher than the previous day. The implied volatity was 18.26, the open interest changed by 99 which increased total open position to 115

On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 18.35, the open interest changed by 13 which increased total open position to 14

On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 1.8, which was -0.55 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 1.8, which was -0.55 lower than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 1

On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 2.35, which was -9.35 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 2.35, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 2.35, which was -9.35 lower than the previous day. The implied volatity was 19.16, the open interest changed by 2 which increased total open position to 2

On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 8.17, 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 11.7, which was 0 lower than the previous day. The implied volatity was 7.93, 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 11.7, which was 0 lower than the previous day. The implied volatity was 7.97, 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 11.7, which was 0 lower than the previous day. The implied volatity was 7.08, 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 11.7, which was 0 lower than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 0

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