[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1180.8 +6.00 (0.51%)
L: 1167.1 H: 1191.6

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Historical option data for NESTLEIND

01 Apr 2026 04:10 PM IST
NESTLEIND 28-Apr-2026 (27d) 1200 CE
Delta: 0.44
Vega: 1.26
Theta: -0.78
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 1180.80 27.8 -1.1 27.5 1,192 379 591
30 Mar 1174.80 30 -8.05 26.37 247 28 212
27 Mar 1193.20 38 -1 25.34 270 57 186
25 Mar 1204.10 39.9 11.05 21.85 201 47 130
24 Mar 1183.20 28.75 4.9 20.22 116 3 82
23 Mar 1166.80 22.6 -10.55 21.73 76 5 79
20 Mar 1193.60 33 3.5 16.4 102 47 73
19 Mar 1186.30 29.5 -13.15 17.8 14 5 25
18 Mar 1204.80 42.65 -3.25 21.36 6 2 20
17 Mar 1206.90 45.9 0.5 21.3 15 7 18
16 Mar 1213.40 45.4 -1.25 18.78 8 4 9
13 Mar 1202.20 46.65 -8.35 22.17 3 2 4
12 Mar 1220.80 55 -5 19.61 1 1 0
11 Mar 1233.70 60 -38 18.16 1 0 1
10 Mar 1241.20 98 -38.4 - 0 0 1
9 Mar 1235.80 98 -38.4 - 0 0 1
6 Mar 1252.40 98 -38.4 - 0 0 1
5 Mar 1250.90 98 -38.4 - 0 0 0
4 Mar 1245.30 98 -38.4 - 1 0 1
2 Mar 1279.70 - - - 0 0 0
27 Feb 1291.70 - - - 0 0 0
26 Feb 1318.00 - - - 0 0 0
25 Feb 1323.40 - - - 0 0 0
24 Feb 1320.00 - - - 0 0 0
23 Feb 1315.10 0 0 - 0 0 0
20 Feb 1293.80 0 0 - 0 0 0
19 Feb 1278.50 0 0 - 0 0 0
18 Feb 1300.90 0 0 - 0 0 0
17 Feb 1285.30 0 0 - 0 0 0
16 Feb 1289.80 0 0 - 0 0 0
13 Feb 1282.60 0 0 - 0 0 0
12 Feb 1305.50 0 0 - 0 0 0
11 Feb 1305.30 0 0 - 0 0 0
10 Feb 1308.60 0 0 - 0 0 0
9 Feb 1295.60 0 0 - 0 0 0
6 Feb 1303.30 0 0 - 0 0 0
5 Feb 1303.50 0 0 - 0 0 0
4 Feb 1303.20 0 0 - 0 0 0
3 Feb 1308.00 0 0 - 0 0 0
2 Feb 1308.30 0 0 - 0 0 0
1 Feb 1282.50 0 0 - 0 0 0
30 Jan 1332.40 0 0 - 0 0 0
29 Jan 1287.90 0 0 - 0 0 0


For Nestle India Limited - strike price 1200 expiring on 28APR2026

Delta for 1200 CE is 0.44

Historical price for 1200 CE is as follows

On 1 Apr NESTLEIND was trading at 1180.80. The strike last trading price was 27.8, which was -1.1 lower than the previous day. The implied volatity was 27.5, the open interest changed by 379 which increased total open position to 591


On 30 Mar NESTLEIND was trading at 1174.80. The strike last trading price was 30, which was -8.05 lower than the previous day. The implied volatity was 26.37, the open interest changed by 28 which increased total open position to 212


On 27 Mar NESTLEIND was trading at 1193.20. The strike last trading price was 38, which was -1 lower than the previous day. The implied volatity was 25.34, the open interest changed by 57 which increased total open position to 186


On 25 Mar NESTLEIND was trading at 1204.10. The strike last trading price was 39.9, which was 11.05 higher than the previous day. The implied volatity was 21.85, the open interest changed by 47 which increased total open position to 130


On 24 Mar NESTLEIND was trading at 1183.20. The strike last trading price was 28.75, which was 4.9 higher than the previous day. The implied volatity was 20.22, the open interest changed by 3 which increased total open position to 82


On 23 Mar NESTLEIND was trading at 1166.80. The strike last trading price was 22.6, which was -10.55 lower than the previous day. The implied volatity was 21.73, the open interest changed by 5 which increased total open position to 79


On 20 Mar NESTLEIND was trading at 1193.60. The strike last trading price was 33, which was 3.5 higher than the previous day. The implied volatity was 16.4, the open interest changed by 47 which increased total open position to 73


On 19 Mar NESTLEIND was trading at 1186.30. The strike last trading price was 29.5, which was -13.15 lower than the previous day. The implied volatity was 17.8, the open interest changed by 5 which increased total open position to 25


On 18 Mar NESTLEIND was trading at 1204.80. The strike last trading price was 42.65, which was -3.25 lower than the previous day. The implied volatity was 21.36, the open interest changed by 2 which increased total open position to 20


On 17 Mar NESTLEIND was trading at 1206.90. The strike last trading price was 45.9, which was 0.5 higher than the previous day. The implied volatity was 21.3, the open interest changed by 7 which increased total open position to 18


On 16 Mar NESTLEIND was trading at 1213.40. The strike last trading price was 45.4, which was -1.25 lower than the previous day. The implied volatity was 18.78, the open interest changed by 4 which increased total open position to 9


On 13 Mar NESTLEIND was trading at 1202.20. The strike last trading price was 46.65, which was -8.35 lower than the previous day. The implied volatity was 22.17, the open interest changed by 2 which increased total open position to 4


On 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was 19.61, the open interest changed by 1 which increased total open position to 0


On 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 60, which was -38 lower than the previous day. The implied volatity was 18.16, the open interest changed by 0 which decreased total open position to 1


On 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 98, which was -38.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 98, which was -38.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 98, which was -38.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 98, which was -38.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 98, which was -38.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Feb NESTLEIND was trading at 1315.10. 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 20 Feb NESTLEIND was trading at 1293.80. 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 19 Feb NESTLEIND was trading at 1278.50. 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 18 Feb NESTLEIND was trading at 1300.90. 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


On 17 Feb NESTLEIND was trading at 1285.30. 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 16 Feb NESTLEIND was trading at 1289.80. 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 13 Feb NESTLEIND was trading at 1282.60. 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 12 Feb NESTLEIND was trading at 1305.50. 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 11 Feb NESTLEIND was trading at 1305.30. 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 10 Feb NESTLEIND was trading at 1308.60. 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 9 Feb NESTLEIND was trading at 1295.60. 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 6 Feb NESTLEIND was trading at 1303.30. 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 5 Feb NESTLEIND was trading at 1303.50. 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 4 Feb NESTLEIND was trading at 1303.20. 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 Feb NESTLEIND was trading at 1308.00. 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 2 Feb NESTLEIND was trading at 1308.30. 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 1 Feb NESTLEIND was trading at 1282.50. 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 30 Jan NESTLEIND was trading at 1332.40. 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 29 Jan NESTLEIND was trading at 1287.90. 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 28-Apr-2026 (27d) 1200 PE
Delta: -0.56
Vega: 1.26
Theta: -0.42
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 1180.80 42.4 -4 26.26 228 51 222
30 Mar 1174.80 46.9 10.15 30.98 60 -10 171
27 Mar 1193.20 35.3 5.7 26.67 156 26 181
25 Mar 1204.10 30 -8.6 25.43 80 51 152
24 Mar 1183.20 38.6 -10.4 25.68 33 10 101
23 Mar 1166.80 49 17.9 25.42 11 2 91
20 Mar 1193.60 31.1 -7.6 24.14 38 15 90
19 Mar 1186.30 38.7 11.2 25.63 18 -5 76
18 Mar 1204.80 27.5 0.05 21.84 22 5 80
17 Mar 1206.90 27.45 -0.2 22.81 11 7 73
16 Mar 1213.40 28.2 3.35 24.23 33 14 64
13 Mar 1202.20 24.85 -1.65 19.35 4 2 48
12 Mar 1220.80 26.5 6.5 24.52 14 3 45
11 Mar 1233.70 20 4 22.12 10 7 42
10 Mar 1241.20 16 -1.55 21.2 16 5 35
9 Mar 1235.80 17.55 2.85 - 0 0 30
6 Mar 1252.40 17.55 2.85 - 0 0 30
5 Mar 1250.90 17.55 2.85 22.59 45 30 30
4 Mar 1245.30 14.7 0 3.7 0 0 0
2 Mar 1279.70 - - - 0 0 0
27 Feb 1291.70 - - - 0 0 0
26 Feb 1318.00 - - - 0 0 0
25 Feb 1323.40 - - - 0 0 0
24 Feb 1320.00 - - - 0 0 0
23 Feb 1315.10 14.7 0 6.01 0 0 0
20 Feb 1293.80 14.7 0 5.23 0 0 0
19 Feb 1278.50 14.7 0 5.87 0 0 0
18 Feb 1300.90 14.7 0 5.37 0 0 0
17 Feb 1285.30 14.7 0 5.35 0 0 0
16 Feb 1289.80 14.7 0 5.32 0 0 0
13 Feb 1282.60 14.7 0 5.41 0 0 0
12 Feb 1305.50 14.7 0 - 0 0 0
11 Feb 1305.30 14.7 0 5.99 0 0 0
10 Feb 1308.60 14.7 0 5.85 0 0 0
9 Feb 1295.60 14.7 0 5.81 0 0 0
6 Feb 1303.30 14.7 0 5.45 0 0 0
5 Feb 1303.50 14.7 0 - 0 0 0
4 Feb 1303.20 14.7 0 - 0 0 0
3 Feb 1308.00 14.7 0 5.19 0 0 0
2 Feb 1308.30 14.7 0 4.97 0 0 0
1 Feb 1282.50 14.7 0 5.26 0 0 0
30 Jan 1332.40 14.7 0 4.96 0 0 0
29 Jan 1287.90 14.7 0 4.38 0 0 0


For Nestle India Limited - strike price 1200 expiring on 28APR2026

Delta for 1200 PE is -0.56

Historical price for 1200 PE is as follows

On 1 Apr NESTLEIND was trading at 1180.80. The strike last trading price was 42.4, which was -4 lower than the previous day. The implied volatity was 26.26, the open interest changed by 51 which increased total open position to 222


On 30 Mar NESTLEIND was trading at 1174.80. The strike last trading price was 46.9, which was 10.15 higher than the previous day. The implied volatity was 30.98, the open interest changed by -10 which decreased total open position to 171


On 27 Mar NESTLEIND was trading at 1193.20. The strike last trading price was 35.3, which was 5.7 higher than the previous day. The implied volatity was 26.67, the open interest changed by 26 which increased total open position to 181


On 25 Mar NESTLEIND was trading at 1204.10. The strike last trading price was 30, which was -8.6 lower than the previous day. The implied volatity was 25.43, the open interest changed by 51 which increased total open position to 152


On 24 Mar NESTLEIND was trading at 1183.20. The strike last trading price was 38.6, which was -10.4 lower than the previous day. The implied volatity was 25.68, the open interest changed by 10 which increased total open position to 101


On 23 Mar NESTLEIND was trading at 1166.80. The strike last trading price was 49, which was 17.9 higher than the previous day. The implied volatity was 25.42, the open interest changed by 2 which increased total open position to 91


On 20 Mar NESTLEIND was trading at 1193.60. The strike last trading price was 31.1, which was -7.6 lower than the previous day. The implied volatity was 24.14, the open interest changed by 15 which increased total open position to 90


On 19 Mar NESTLEIND was trading at 1186.30. The strike last trading price was 38.7, which was 11.2 higher than the previous day. The implied volatity was 25.63, the open interest changed by -5 which decreased total open position to 76


On 18 Mar NESTLEIND was trading at 1204.80. The strike last trading price was 27.5, which was 0.05 higher than the previous day. The implied volatity was 21.84, the open interest changed by 5 which increased total open position to 80


On 17 Mar NESTLEIND was trading at 1206.90. The strike last trading price was 27.45, which was -0.2 lower than the previous day. The implied volatity was 22.81, the open interest changed by 7 which increased total open position to 73


On 16 Mar NESTLEIND was trading at 1213.40. The strike last trading price was 28.2, which was 3.35 higher than the previous day. The implied volatity was 24.23, the open interest changed by 14 which increased total open position to 64


On 13 Mar NESTLEIND was trading at 1202.20. The strike last trading price was 24.85, which was -1.65 lower than the previous day. The implied volatity was 19.35, the open interest changed by 2 which increased total open position to 48


On 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 26.5, which was 6.5 higher than the previous day. The implied volatity was 24.52, the open interest changed by 3 which increased total open position to 45


On 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 20, which was 4 higher than the previous day. The implied volatity was 22.12, the open interest changed by 7 which increased total open position to 42


On 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 16, which was -1.55 lower than the previous day. The implied volatity was 21.2, the open interest changed by 5 which increased total open position to 35


On 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 17.55, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 17.55, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 17.55, which was 2.85 higher than the previous day. The implied volatity was 22.59, the open interest changed by 30 which increased total open position to 30


On 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 3.7, the open interest changed by 0 which decreased total open position to 0


On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 6.01, the open interest changed by 0 which decreased total open position to 0


On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0


On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0


On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0


On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0


On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0


On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0


On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 14.7, 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 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0


On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0


On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0


On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0


On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 14.7, 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 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 14.7, 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 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0


On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0


On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0


On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0


On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0