[--[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 1170 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 110.25 11.75 - 0 0 11
11 Dec 1215.00 110.25 11.75 - 0 0 11
10 Dec 1209.30 110.25 11.75 - 0 0 11
9 Dec 1215.80 110.25 11.75 - 0 0 0
8 Dec 1214.80 110.25 11.75 - 0 0 11
5 Dec 1246.90 110.25 11.75 - 0 0 0
4 Dec 1242.40 110.25 11.75 - 0 0 0
3 Dec 1241.90 110.25 11.75 - 0 0 0
2 Dec 1258.90 110.25 11.75 - 0 0 0
1 Dec 1260.60 110.25 11.75 - 0 0 0
28 Nov 1261.10 110.25 11.75 - 0 1 0
27 Nov 1266.40 110.25 11.75 18.95 3 0 10
26 Nov 1276.80 98.5 -26.45 - 0 10 0
25 Nov 1263.20 98.5 -26.45 - 10 5 5
21 Nov 1280.70 124.95 0 - 0 0 0
20 Nov 1279.20 124.95 0 - 0 0 0
19 Nov 1279.00 124.95 0 - 0 0 0
18 Nov 1265.10 124.95 0 - 0 0 0
17 Nov 1270.30 124.95 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 -1.75 17.36 99 -1 179
11 Dec 1215.00 3.05 -0.95 17.32 38 -8 179
10 Dec 1209.30 3.95 0.55 16.67 34 5 188
9 Dec 1215.80 3.4 -0.35 16.98 44 10 183
8 Dec 1214.80 3.85 2.45 17.13 122 33 170
5 Dec 1246.90 1.5 -0.45 17.56 53 21 126
4 Dec 1242.40 1.9 -0.55 17.30 25 -9 107
3 Dec 1241.90 2.5 1 18.26 145 99 115
2 Dec 1258.90 1.5 -0.3 18.35 25 13 14
1 Dec 1260.60 1.8 -0.55 - 0 0 0
28 Nov 1261.10 1.8 -0.55 18.58 1 0 1
27 Nov 1266.40 2.35 -9.35 - 0 0 0
26 Nov 1276.80 2.35 -9.35 - 0 1 0
25 Nov 1263.20 2.35 -9.35 19.16 3 2 2
21 Nov 1280.70 11.7 0 8.17 0 0 0
20 Nov 1279.20 11.7 0 7.93 0 0 0
19 Nov 1279.00 11.7 0 7.97 0 0 0
18 Nov 1265.10 11.7 0 7.08 0 0 0
17 Nov 1270.30 11.7 0 7.29 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