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 1190 CE
Delta: 0.93 Vega: 0.35 Theta: -0.42 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1238.30	51.25 ₹ 25,625	-58.15 -29075.00	12.52	2 1,000	1 500	1 500
11 Dec	1215.00	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
10 Dec	1209.30	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
9 Dec	1215.80	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
8 Dec	1214.80	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
5 Dec	1246.90	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
4 Dec	1242.40	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
3 Dec	1241.90	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0

2 Dec	1258.90	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
1 Dec	1260.60	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
28 Nov	1261.10	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
27 Nov	1266.40	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
26 Nov	1276.80	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
25 Nov	1263.20	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
24 Nov	1269.20	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
21 Nov	1280.70	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
20 Nov	1279.20	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
19 Nov	1279.00	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
18 Nov	1265.10	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0
17 Nov	1270.30	109.4 ₹ 54,700	0 0.00	-	0 0	0 0	0 0

For Nestle India Limited - strike price 1190 expiring on 30DEC2025

Delta for 1190 CE is 0.93

Historical price for 1190 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 51.25, which was -58.15 lower than the previous day. The implied volatity was 12.52, the open interest changed by 1 which increased total open position to 1

On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 109.4, 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 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 109.4, 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 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 109.4, 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 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 1190 PE
Delta: -0.12 Vega: 0.54 Theta: -0.20 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1238.30	2.6 ₹ 1,300	-3.25 -1625.00	16.07	90 45,000	-2 -1,000	159 79,500
11 Dec	1215.00	5.45 ₹ 2,725	-2.65 -1325.00	15.72	84 42,000	-12 -6,000	159 79,500
10 Dec	1209.30	8 ₹ 4,000	1.15 575.00	16.15	86 43,000	-4 -2,000	172 86,000
9 Dec	1215.80	6.7 ₹ 3,350	-1.1 -550.00	16.30	104 52,000	14 7,000	176 88,000
8 Dec	1214.80	7.85 ₹ 3,925	5 2500.00	16.98	147 73,500	23 11,500	162 81,000
5 Dec	1246.90	2.85 ₹ 1,425	-0.85 -425.00	16.74	104 52,000	0 0	142 71,000
4 Dec	1242.40	3.6 ₹ 1,800	-0.85 -425.00	16.57	67 33,500	-4 -2,000	144 72,000
3 Dec	1241.90	4.5 ₹ 2,250	1.75 875.00	17.58	121 60,500	75 37,500	148 74,000
2 Dec	1258.90	2.7 ₹ 1,350	-0.3 -150.00	17.58	55 27,500	10 5,000	72 36,000
1 Dec	1260.60	2.85 ₹ 1,425	-0.2 -100.00	17.41	73 36,500	38 19,000	61 30,500
28 Nov	1261.10	3 ₹ 1,500	-12.95 -6475.00	17.73	23 11,500	20 10,000	20 10,000
27 Nov	1266.40	15.95 ₹ 7,975	0 0.00	6.51	0 0	0 0	0 0
26 Nov	1276.80	15.95 ₹ 7,975	0 0.00	6.86	0 0	0 0	0 0
25 Nov	1263.20	15.95 ₹ 7,975	0 0.00	6.06	0 0	0 0	0 0
24 Nov	1269.20	15.95 ₹ 7,975	0 0.00	6.09	0 0	0 0	0 0
21 Nov	1280.70	15.95 ₹ 7,975	0 0.00	6.72	0 0	0 0	0 0
20 Nov	1279.20	15.95 ₹ 7,975	0 0.00	6.70	0 0	0 0	0 0
19 Nov	1279.00	15.95 ₹ 7,975	0 0.00	6.75	0 0	0 0	0 0
18 Nov	1265.10	15.95 ₹ 7,975	0 0.00	5.84	0 0	0 0	0 0
17 Nov	1270.30	15.95 ₹ 7,975	0 0.00	6.13	0 0	0 0	0 0

For Nestle India Limited - strike price 1190 expiring on 30DEC2025

Delta for 1190 PE is -0.12

Historical price for 1190 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 2.6, which was -3.25 lower than the previous day. The implied volatity was 16.07, the open interest changed by -2 which decreased total open position to 159

On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 5.45, which was -2.65 lower than the previous day. The implied volatity was 15.72, the open interest changed by -12 which decreased total open position to 159

On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 8, which was 1.15 higher than the previous day. The implied volatity was 16.15, the open interest changed by -4 which decreased total open position to 172

On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 6.7, which was -1.1 lower than the previous day. The implied volatity was 16.30, the open interest changed by 14 which increased total open position to 176

On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 7.85, which was 5 higher than the previous day. The implied volatity was 16.98, the open interest changed by 23 which increased total open position to 162

On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 2.85, which was -0.85 lower than the previous day. The implied volatity was 16.74, the open interest changed by 0 which decreased total open position to 142

On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 3.6, which was -0.85 lower than the previous day. The implied volatity was 16.57, the open interest changed by -4 which decreased total open position to 144

On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 4.5, which was 1.75 higher than the previous day. The implied volatity was 17.58, the open interest changed by 75 which increased total open position to 148

On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 2.7, which was -0.3 lower than the previous day. The implied volatity was 17.58, the open interest changed by 10 which increased total open position to 72

On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 2.85, which was -0.2 lower than the previous day. The implied volatity was 17.41, the open interest changed by 38 which increased total open position to 61

On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 3, which was -12.95 lower than the previous day. The implied volatity was 17.73, the open interest changed by 20 which increased total open position to 20

On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 15.95, which was 0 lower than the previous day. The implied volatity was 6.51, 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 15.95, which was 0 lower than the previous day. The implied volatity was 6.86, 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 15.95, which was 0 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0

On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 15.95, which was 0 lower than the previous day. The implied volatity was 6.09, 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 15.95, which was 0 lower than the previous day. The implied volatity was 6.72, 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 15.95, which was 0 lower than the previous day. The implied volatity was 6.70, 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 15.95, which was 0 lower than the previous day. The implied volatity was 6.75, 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 15.95, which was 0 lower than the previous day. The implied volatity was 5.84, 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 15.95, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0

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