NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.80
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1238.30 | 35.2 | 14.35 | 14.38 | 68 | -15 | 53 | |||||||||
| 11 Dec | 1215.00 | 21.65 | 2.25 | 12.73 | 146 | -18 | 71 | |||||||||
| 10 Dec | 1209.30 | 19.95 | -3.8 | 14.06 | 165 | 43 | 88 | |||||||||
| 9 Dec | 1215.80 | 22.75 | -72.1 | 13.33 | 228 | 46 | 46 | |||||||||
| 8 Dec | 1214.80 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1246.90 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1242.40 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1241.90 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1258.90 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1260.60 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1261.10 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1266.40 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1276.80 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1263.20 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 1269.20 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1280.70 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1279.20 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1279.00 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1265.10 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1270.30 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1271.60 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1275.20 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1278.20 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1268.10 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1262.90 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1262.70 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1266.10 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1265.00 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1266.70 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1271.60 | 94.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1210 expiring on 30DEC2025
Delta for 1210 CE is 0.79
Historical price for 1210 CE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 35.2, which was 14.35 higher than the previous day. The implied volatity was 14.38, the open interest changed by -15 which decreased total open position to 53
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 21.65, which was 2.25 higher than the previous day. The implied volatity was 12.73, the open interest changed by -18 which decreased total open position to 71
On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 19.95, which was -3.8 lower than the previous day. The implied volatity was 14.06, the open interest changed by 43 which increased total open position to 88
On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 22.75, which was -72.1 lower than the previous day. The implied volatity was 13.33, the open interest changed by 46 which increased total open position to 46
On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 94.85, 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 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 94.85, 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 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 94.85, 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 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 94.85, 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 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 94.85, 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 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 94.85, 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 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 94.85, 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 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 94.85, 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 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 94.85, 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 Nov NESTLEIND was trading at 1266.70. The strike last trading price was 94.85, 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 31 Oct NESTLEIND was trading at 1271.60. The strike last trading price was 94.85, 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 1210 PE | |||||||
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Delta: -0.23
Vega: 0.83
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1238.30 | 5.6 | -6.25 | 15.30 | 234 | 9 | 208 |
| 11 Dec | 1215.00 | 11.25 | -4.15 | 15.50 | 158 | 3 | 197 |
| 10 Dec | 1209.30 | 14.65 | 1.55 | 16.15 | 318 | 3 | 193 |
| 9 Dec | 1215.80 | 12.9 | -1.25 | 16.12 | 273 | 21 | 192 |
| 8 Dec | 1214.80 | 14.5 | 9.15 | 16.93 | 135 | 23 | 168 |
| 5 Dec | 1246.90 | 5.7 | -1.3 | 16.42 | 28 | -4 | 146 |
| 4 Dec | 1242.40 | 7 | -1.05 | 16.28 | 54 | -6 | 150 |
| 3 Dec | 1241.90 | 8.3 | 3.35 | 17.37 | 54 | 34 | 157 |
| 2 Dec | 1258.90 | 4.9 | -0.55 | 16.99 | 28 | -4 | 113 |
| 1 Dec | 1260.60 | 5.1 | -0.4 | 16.79 | 21 | 1 | 117 |
| 28 Nov | 1261.10 | 5.55 | 0.5 | 17.55 | 78 | 15 | 114 |
| 27 Nov | 1266.40 | 4.8 | 0.45 | 17.50 | 104 | 46 | 100 |
| 26 Nov | 1276.80 | 4.35 | -0.75 | 17.78 | 84 | 32 | 53 |
| 25 Nov | 1263.20 | 5.1 | -0.15 | - | 0 | 0 | 0 |
| 24 Nov | 1269.20 | 5.1 | -0.15 | - | 0 | 4 | 0 |
| 21 Nov | 1280.70 | 5.1 | -0.15 | 18.20 | 20 | 4 | 21 |
| 20 Nov | 1279.20 | 5.25 | -2.75 | 18.23 | 1 | 0 | 16 |
| 19 Nov | 1279.00 | 8 | -1.65 | 21.13 | 7 | 3 | 15 |
| 18 Nov | 1265.10 | 9.65 | 0.65 | - | 0 | 1 | 0 |
| 17 Nov | 1270.30 | 9.65 | 0.65 | 20.68 | 1 | 0 | 11 |
| 14 Nov | 1271.60 | 9 | 0.7 | - | 0 | 1 | 0 |
| 13 Nov | 1275.20 | 9 | 0.7 | 20.14 | 1 | 0 | 10 |
| 12 Nov | 1278.20 | 8.3 | -3.15 | 20.02 | 12 | 4 | 10 |
| 11 Nov | 1268.10 | 11.45 | -9.7 | - | 0 | 0 | 0 |
| 10 Nov | 1262.90 | 11.45 | -9.7 | - | 0 | 0 | 0 |
| 7 Nov | 1262.70 | 11.45 | -9.7 | - | 0 | 0 | 0 |
| 6 Nov | 1266.10 | 11.45 | -9.7 | - | 0 | 0 | 0 |
| 4 Nov | 1265.00 | 11.45 | -9.7 | - | 0 | 0 | 0 |
| 3 Nov | 1266.70 | 11.45 | -9.7 | - | 0 | 0 | 0 |
| 31 Oct | 1271.60 | 11.45 | -9.7 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1210 expiring on 30DEC2025
Delta for 1210 PE is -0.23
Historical price for 1210 PE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 5.6, which was -6.25 lower than the previous day. The implied volatity was 15.30, the open interest changed by 9 which increased total open position to 208
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 11.25, which was -4.15 lower than the previous day. The implied volatity was 15.50, the open interest changed by 3 which increased total open position to 197
On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 14.65, which was 1.55 higher than the previous day. The implied volatity was 16.15, the open interest changed by 3 which increased total open position to 193
On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 12.9, which was -1.25 lower than the previous day. The implied volatity was 16.12, the open interest changed by 21 which increased total open position to 192
On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 14.5, which was 9.15 higher than the previous day. The implied volatity was 16.93, the open interest changed by 23 which increased total open position to 168
On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 5.7, which was -1.3 lower than the previous day. The implied volatity was 16.42, the open interest changed by -4 which decreased total open position to 146
On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 7, which was -1.05 lower than the previous day. The implied volatity was 16.28, the open interest changed by -6 which decreased total open position to 150
On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 8.3, which was 3.35 higher than the previous day. The implied volatity was 17.37, the open interest changed by 34 which increased total open position to 157
On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 4.9, which was -0.55 lower than the previous day. The implied volatity was 16.99, the open interest changed by -4 which decreased total open position to 113
On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 5.1, which was -0.4 lower than the previous day. The implied volatity was 16.79, the open interest changed by 1 which increased total open position to 117
On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 5.55, which was 0.5 higher than the previous day. The implied volatity was 17.55, the open interest changed by 15 which increased total open position to 114
On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 4.8, which was 0.45 higher than the previous day. The implied volatity was 17.50, the open interest changed by 46 which increased total open position to 100
On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 4.35, which was -0.75 lower than the previous day. The implied volatity was 17.78, the open interest changed by 32 which increased total open position to 53
On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 5.1, which was -0.15 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 5.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 5.1, which was -0.15 lower than the previous day. The implied volatity was 18.20, the open interest changed by 4 which increased total open position to 21
On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 5.25, which was -2.75 lower than the previous day. The implied volatity was 18.23, the open interest changed by 0 which decreased total open position to 16
On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 8, which was -1.65 lower than the previous day. The implied volatity was 21.13, the open interest changed by 3 which increased total open position to 15
On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 9.65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 9.65, which was 0.65 higher than the previous day. The implied volatity was 20.68, the open interest changed by 0 which decreased total open position to 11
On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 9, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 9, which was 0.7 higher than the previous day. The implied volatity was 20.14, the open interest changed by 0 which decreased total open position to 10
On 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 8.3, which was -3.15 lower than the previous day. The implied volatity was 20.02, the open interest changed by 4 which increased total open position to 10
On 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 11.45, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 11.45, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 11.45, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 11.45, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 11.45, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov NESTLEIND was trading at 1266.70. The strike last trading price was 11.45, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NESTLEIND was trading at 1271.60. The strike last trading price was 11.45, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































