NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1180 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 | 59.6 | 16.05 | - | 8 | 1 | 14 | |||||||||
| 11 Dec | 1215.00 | 42.9 | 4.4 | - | 4 | 1 | 13 | |||||||||
| 10 Dec | 1209.30 | 38.5 | -12.05 | 9.75 | 7 | -1 | 11 | |||||||||
| 9 Dec | 1215.80 | 50.55 | 2.65 | 20.25 | 28 | 7 | 11 | |||||||||
| 8 Dec | 1214.80 | 46.25 | -55.75 | 15.25 | 5 | 2 | 3 | |||||||||
| 5 Dec | 1246.90 | 102 | 52.1 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1242.40 | 102 | 52.1 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1241.90 | 102 | 52.1 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1258.90 | 102 | 52.1 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1260.60 | 102 | 52.1 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1261.10 | 102 | 52.1 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1266.40 | 102 | 52.1 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1276.80 | 102 | 52.1 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1263.20 | 102 | 52.1 | - | 0 | 1 | 0 | |||||||||
| 24 Nov | 1269.20 | 102 | 52.1 | 22.25 | 1 | 0 | 0 | |||||||||
| 21 Nov | 1280.70 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1279.20 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1279.00 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1265.10 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1270.30 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 1271.00 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 1276.60 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 1222.30 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 1175.50 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 1188.10 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Oct | 1199.50 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 1187.80 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 1180.50 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1176.80 | 49.9 | 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 1180 expiring on 30DEC2025
Delta for 1180 CE is -
Historical price for 1180 CE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 59.6, which was 16.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 42.9, which was 4.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 38.5, which was -12.05 lower than the previous day. The implied volatity was 9.75, the open interest changed by -1 which decreased total open position to 11
On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 50.55, which was 2.65 higher than the previous day. The implied volatity was 20.25, the open interest changed by 7 which increased total open position to 11
On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 46.25, which was -55.75 lower than the previous day. The implied volatity was 15.25, the open interest changed by 2 which increased total open position to 3
On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 102, which was 52.1 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 102, which was 52.1 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 102, which was 52.1 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 102, which was 52.1 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 102, which was 52.1 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 102, which was 52.1 higher 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 102, which was 52.1 higher 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 102, which was 52.1 higher 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 102, which was 52.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 102, which was 52.1 higher than the previous day. The implied volatity was 22.25, 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 49.9, 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 49.9, 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 49.9, 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 49.9, 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 49.9, 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 Oct NESTLEIND was trading at 1271.00. The strike last trading price was 49.9, 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 16 Oct NESTLEIND was trading at 1276.60. The strike last trading price was 49.9, 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 49.9, 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 49.9, 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 49.9, 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 49.9, 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 49.9, 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 49.9, 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 49.9, 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 1180 PE | |||||||
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Delta: -0.08
Vega: 0.42
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1238.30 | 1.75 | -2.35 | 16.51 | 304 | -61 | 499 |
| 11 Dec | 1215.00 | 4 | -1.7 | 16.42 | 90 | -21 | 559 |
| 10 Dec | 1209.30 | 5.5 | 0.5 | 16.18 | 140 | -6 | 582 |
| 9 Dec | 1215.80 | 5 | -0.5 | 16.88 | 203 | -35 | 592 |
| 8 Dec | 1214.80 | 5.55 | 3.6 | 17.02 | 384 | -30 | 625 |
| 5 Dec | 1246.90 | 1.9 | -0.75 | 16.79 | 66 | -2 | 656 |
| 4 Dec | 1242.40 | 2.55 | -0.75 | 16.80 | 92 | -15 | 658 |
| 3 Dec | 1241.90 | 3.35 | 1.45 | 17.89 | 150 | 26 | 673 |
| 2 Dec | 1258.90 | 1.9 | -0.35 | 17.72 | 11 | 3 | 647 |
| 1 Dec | 1260.60 | 2.2 | 0 | 17.91 | 166 | 32 | 644 |
| 28 Nov | 1261.10 | 2.2 | 0.15 | 17.91 | 136 | 48 | 612 |
| 27 Nov | 1266.40 | 2 | 0.05 | 18.11 | 227 | 147 | 564 |
| 26 Nov | 1276.80 | 1.95 | -1.1 | 18.63 | 516 | 356 | 417 |
| 25 Nov | 1263.20 | 3.2 | 0.6 | 19.11 | 104 | 12 | 59 |
| 24 Nov | 1269.20 | 2.6 | -56.5 | 18.52 | 49 | 46 | 46 |
| 21 Nov | 1280.70 | 59.1 | 0 | 7.36 | 0 | 0 | 0 |
| 20 Nov | 1279.20 | 59.1 | 0 | 7.32 | 0 | 0 | 0 |
| 19 Nov | 1279.00 | 59.1 | 0 | 7.36 | 0 | 0 | 0 |
| 18 Nov | 1265.10 | 59.1 | 0 | 6.46 | 0 | 0 | 0 |
| 17 Nov | 1270.30 | 59.1 | 0 | 6.74 | 0 | 0 | 0 |
| 28 Oct | 1271.00 | 59.1 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 1276.60 | 59.1 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 1222.30 | 59.1 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 1175.50 | 59.1 | 0 | 1.08 | 0 | 0 | 0 |
| 13 Oct | 1188.10 | 59.1 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 1199.50 | 59.1 | 0 | 2.23 | 0 | 0 | 0 |
| 9 Oct | 1187.80 | 59.1 | 0 | 1.76 | 0 | 0 | 0 |
| 8 Oct | 1180.50 | 59.1 | 0 | 1.22 | 0 | 0 | 0 |
| 7 Oct | 1176.80 | 59.1 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 1181.70 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 1169.90 | 0 | 0 | 0.92 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1180 expiring on 30DEC2025
Delta for 1180 PE is -0.08
Historical price for 1180 PE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 1.75, which was -2.35 lower than the previous day. The implied volatity was 16.51, the open interest changed by -61 which decreased total open position to 499
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 4, which was -1.7 lower than the previous day. The implied volatity was 16.42, the open interest changed by -21 which decreased total open position to 559
On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 5.5, which was 0.5 higher than the previous day. The implied volatity was 16.18, the open interest changed by -6 which decreased total open position to 582
On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 5, which was -0.5 lower than the previous day. The implied volatity was 16.88, the open interest changed by -35 which decreased total open position to 592
On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 5.55, which was 3.6 higher than the previous day. The implied volatity was 17.02, the open interest changed by -30 which decreased total open position to 625
On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 1.9, which was -0.75 lower than the previous day. The implied volatity was 16.79, the open interest changed by -2 which decreased total open position to 656
On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 16.80, the open interest changed by -15 which decreased total open position to 658
On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 3.35, which was 1.45 higher than the previous day. The implied volatity was 17.89, the open interest changed by 26 which increased total open position to 673
On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 17.72, the open interest changed by 3 which increased total open position to 647
On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 17.91, the open interest changed by 32 which increased total open position to 644
On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 17.91, the open interest changed by 48 which increased total open position to 612
On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 18.11, the open interest changed by 147 which increased total open position to 564
On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 1.95, which was -1.1 lower than the previous day. The implied volatity was 18.63, the open interest changed by 356 which increased total open position to 417
On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 3.2, which was 0.6 higher than the previous day. The implied volatity was 19.11, the open interest changed by 12 which increased total open position to 59
On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 2.6, which was -56.5 lower than the previous day. The implied volatity was 18.52, the open interest changed by 46 which increased total open position to 46
On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 59.1, which was 0 lower than the previous day. The implied volatity was 7.36, 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 59.1, which was 0 lower than the previous day. The implied volatity was 7.32, 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 59.1, which was 0 lower than the previous day. The implied volatity was 7.36, 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 59.1, which was 0 lower than the previous day. The implied volatity was 6.46, 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 59.1, which was 0 lower than the previous day. The implied volatity was 6.74, the open interest changed by 0 which decreased total open position to 0
On 28 Oct NESTLEIND was trading at 1271.00. The strike last trading price was 59.1, 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 16 Oct NESTLEIND was trading at 1276.60. The strike last trading price was 59.1, 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 59.1, 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 59.1, which was 0 lower than the previous day. The implied volatity was 1.08, 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 59.1, 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 59.1, 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 9 Oct NESTLEIND was trading at 1187.80. The strike last trading price was 59.1, which was 0 lower than the previous day. The implied volatity was 1.76, 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 59.1, which was 0 lower than the previous day. The implied volatity was 1.22, 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 59.1, 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 0.92, the open interest changed by 0 which decreased total open position to 0































































































































































































































