[--[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 1180 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.08
Vega: 0.42
Theta: -0.16
Gamma: 0.00
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