[--[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 1210 CE
Delta: 0.79
Vega: 0.80
Theta: -0.57
Gamma: 0.01
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
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
Delta: -0.23
Vega: 0.83
Theta: -0.27
Gamma: 0.01
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