[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1238.3 +23.30 (1.92%)
L: 1215.4 H: 1240

Back to Option Chain


Historical option data for NESTLEIND

12 Dec 2025 04:10 PM IST
NESTLEIND 30-DEC-2025 1220 CE
Delta: 0.72
Vega: 0.93
Theta: -0.58
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 27 11.3 13.45 1,312 -58 210
11 Dec 1215.00 16.05 1.25 12.95 670 27 265
10 Dec 1209.30 14.9 -3.55 14.17 633 31 239
9 Dec 1215.80 17.8 -2.25 13.99 743 131 210
8 Dec 1214.80 19.9 -21.1 15.74 202 44 74
5 Dec 1246.90 40.05 0.8 13.18 120 11 35
4 Dec 1242.40 38.75 -18.85 15.79 34 17 25
3 Dec 1241.90 57.6 0 - 0 0 0
2 Dec 1258.90 57.6 0 - 0 0 0
1 Dec 1260.60 57.6 0 - 0 1 0
28 Nov 1261.10 57.6 0 15.02 1 0 7
27 Nov 1266.40 57.6 -8.4 - 0 0 0
26 Nov 1276.80 57.6 -8.4 - 0 3 0
25 Nov 1263.20 57.6 -8.4 12.43 9 3 7
24 Nov 1269.20 66 -0.35 - 0 0 0
21 Nov 1280.70 66 -0.35 - 0 0 0
20 Nov 1279.20 66 -0.35 - 0 0 0
19 Nov 1279.00 66 -0.35 - 0 1 0
18 Nov 1265.10 66 -0.35 16.05 1 0 3
17 Nov 1270.30 66.35 -1.15 11.38 1 0 2
14 Nov 1271.60 67.5 3.5 - 0 0 0
13 Nov 1275.20 67.5 3.5 - 0 0 0
12 Nov 1278.20 67.5 3.5 - 0 0 0
11 Nov 1268.10 67.5 3.5 - 0 1 0
10 Nov 1262.90 67.5 3.5 14.31 1 0 1
7 Nov 1262.70 64 29.65 11.54 1 0 0
6 Nov 1266.10 34.35 0 - 0 0 0
4 Nov 1265.00 34.35 0 - 0 0 0
3 Nov 1266.70 34.35 0 - 0 0 0
31 Oct 1271.60 34.35 0 - 0 0 0
29 Oct 1273.00 34.35 0 - 0 0 0
28 Oct 1271.00 34.35 0 - 0 0 0
21 Oct 1287.30 34.35 0 - 0 0 0
20 Oct 1285.40 34.35 0 - 0 0 0
17 Oct 1289.50 34.35 0 - 0 0 0
16 Oct 1276.60 34.35 0 - 0 0 0
15 Oct 1222.30 34.35 0 - 0 0 0
14 Oct 1175.50 34.35 0 - 0 0 0
13 Oct 1188.10 34.35 0 - 0 0 0
10 Oct 1199.50 34.35 0 - 0 0 0
9 Oct 1187.80 34.35 0 0.30 0 0 0
8 Oct 1180.50 34.35 0 0.85 0 0 0
7 Oct 1176.80 34.35 0 - 0 0 0
6 Oct 1181.70 0 0 - 0 0 0
3 Oct 1169.90 0 0 1.03 0 0 0


For Nestle India Limited - strike price 1220 expiring on 30DEC2025

Delta for 1220 CE is 0.72

Historical price for 1220 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 27, which was 11.3 higher than the previous day. The implied volatity was 13.45, the open interest changed by -58 which decreased total open position to 210


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 16.05, which was 1.25 higher than the previous day. The implied volatity was 12.95, the open interest changed by 27 which increased total open position to 265


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 14.9, which was -3.55 lower than the previous day. The implied volatity was 14.17, the open interest changed by 31 which increased total open position to 239


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 17.8, which was -2.25 lower than the previous day. The implied volatity was 13.99, the open interest changed by 131 which increased total open position to 210


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 19.9, which was -21.1 lower than the previous day. The implied volatity was 15.74, the open interest changed by 44 which increased total open position to 74


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 40.05, which was 0.8 higher than the previous day. The implied volatity was 13.18, the open interest changed by 11 which increased total open position to 35


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 38.75, which was -18.85 lower than the previous day. The implied volatity was 15.79, the open interest changed by 17 which increased total open position to 25


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 57.6, 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 57.6, 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 57.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 57.6, which was 0 lower than the previous day. The implied volatity was 15.02, the open interest changed by 0 which decreased total open position to 7


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 57.6, which was -8.4 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 57.6, which was -8.4 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 57.6, which was -8.4 lower than the previous day. The implied volatity was 12.43, the open interest changed by 3 which increased total open position to 7


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 66, which was -0.35 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 66, which was -0.35 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 66, which was -0.35 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 66, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 66, which was -0.35 lower than the previous day. The implied volatity was 16.05, the open interest changed by 0 which decreased total open position to 3


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 66.35, which was -1.15 lower than the previous day. The implied volatity was 11.38, the open interest changed by 0 which decreased total open position to 2


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 67.5, which was 3.5 higher 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 67.5, which was 3.5 higher 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 67.5, which was 3.5 higher 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 67.5, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 67.5, which was 3.5 higher than the previous day. The implied volatity was 14.31, the open interest changed by 0 which decreased total open position to 1


On 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 64, which was 29.65 higher than the previous day. The implied volatity was 11.54, 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 34.35, 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 34.35, 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 34.35, 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 34.35, 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 Oct NESTLEIND was trading at 1273.00. The strike last trading price was 34.35, 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 34.35, 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 Oct NESTLEIND was trading at 1287.30. The strike last trading price was 34.35, 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 Oct NESTLEIND was trading at 1285.40. The strike last trading price was 34.35, 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 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 34.35, 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 34.35, 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 34.35, 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 34.35, 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 34.35, 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 34.35, 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 34.35, which was 0 lower than the previous day. The implied volatity was 0.30, 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 34.35, which was 0 lower than the previous day. The implied volatity was 0.85, 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 34.35, 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 1.03, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 30DEC2025 1220 PE
Delta: -0.30
Vega: 0.96
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 8 -8.4 14.94 552 31 332
11 Dec 1215.00 15.65 -4.7 15.61 262 -17 298
10 Dec 1209.30 20.1 2.4 16.71 643 -74 316
9 Dec 1215.80 17.6 -1.2 16.40 437 70 394
8 Dec 1214.80 19.1 11.3 17.03 564 2 320
5 Dec 1246.90 7.65 -2 16.10 81 -9 319
4 Dec 1242.40 9.45 -1.45 16.12 93 10 330
3 Dec 1241.90 11.5 4.85 17.73 231 39 320
2 Dec 1258.90 6.65 -0.6 16.86 80 17 279
1 Dec 1260.60 7.2 -0.1 16.96 64 17 261
28 Nov 1261.10 7.35 0.75 17.46 73 17 244
27 Nov 1266.40 6.6 0.95 17.62 125 44 227
26 Nov 1276.80 5.7 -2.35 17.61 198 26 183
25 Nov 1263.20 7.85 0.6 17.53 116 52 154
24 Nov 1269.20 8.55 2.1 18.79 42 8 100
21 Nov 1280.70 6.3 -0.6 17.82 50 27 91
20 Nov 1279.20 6.9 -0.45 18.28 44 12 65
19 Nov 1279.00 7.35 -3.65 18.83 11 6 53
18 Nov 1265.10 11 -0.5 19.31 8 2 47
17 Nov 1270.30 11.5 0.5 20.38 2 1 45
14 Nov 1271.60 11 0.9 19.46 4 3 45
13 Nov 1275.20 9.75 0.65 19.10 8 -4 42
12 Nov 1278.20 9.1 -3.2 19.10 47 36 46
11 Nov 1268.10 12.3 -0.45 19.70 1 0 10
10 Nov 1262.90 12.75 0.75 18.91 4 2 9
7 Nov 1262.70 12 -1 - 0 0 0
6 Nov 1266.10 12 -1 19.58 3 0 7
4 Nov 1265.00 13 -70 - 0 0 0
3 Nov 1266.70 13 -70 - 0 0 0
31 Oct 1271.60 13 -70 - 0 0 0
29 Oct 1273.00 13 -70 19.49 7 3 3
28 Oct 1271.00 83 0 - 0 0 0
21 Oct 1287.30 83 0 - 0 0 0
20 Oct 1285.40 83 0 4.46 0 0 0
17 Oct 1289.50 83 0 4.62 0 0 0
16 Oct 1276.60 83 0 - 0 0 0
15 Oct 1222.30 83 0 - 0 0 0
14 Oct 1175.50 83 0 - 0 0 0
13 Oct 1188.10 83 0 - 0 0 0
10 Oct 1199.50 83 0 0.22 0 0 0
9 Oct 1187.80 83 0 - 0 0 0
8 Oct 1180.50 83 0 - 0 0 0
7 Oct 1176.80 83 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 1220 expiring on 30DEC2025

Delta for 1220 PE is -0.30

Historical price for 1220 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 8, which was -8.4 lower than the previous day. The implied volatity was 14.94, the open interest changed by 31 which increased total open position to 332


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 15.65, which was -4.7 lower than the previous day. The implied volatity was 15.61, the open interest changed by -17 which decreased total open position to 298


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 20.1, which was 2.4 higher than the previous day. The implied volatity was 16.71, the open interest changed by -74 which decreased total open position to 316


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 17.6, which was -1.2 lower than the previous day. The implied volatity was 16.40, the open interest changed by 70 which increased total open position to 394


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 19.1, which was 11.3 higher than the previous day. The implied volatity was 17.03, the open interest changed by 2 which increased total open position to 320


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 7.65, which was -2 lower than the previous day. The implied volatity was 16.10, the open interest changed by -9 which decreased total open position to 319


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 9.45, which was -1.45 lower than the previous day. The implied volatity was 16.12, the open interest changed by 10 which increased total open position to 330


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 11.5, which was 4.85 higher than the previous day. The implied volatity was 17.73, the open interest changed by 39 which increased total open position to 320


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 6.65, which was -0.6 lower than the previous day. The implied volatity was 16.86, the open interest changed by 17 which increased total open position to 279


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 7.2, which was -0.1 lower than the previous day. The implied volatity was 16.96, the open interest changed by 17 which increased total open position to 261


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 7.35, which was 0.75 higher than the previous day. The implied volatity was 17.46, the open interest changed by 17 which increased total open position to 244


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 6.6, which was 0.95 higher than the previous day. The implied volatity was 17.62, the open interest changed by 44 which increased total open position to 227


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 5.7, which was -2.35 lower than the previous day. The implied volatity was 17.61, the open interest changed by 26 which increased total open position to 183


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 7.85, which was 0.6 higher than the previous day. The implied volatity was 17.53, the open interest changed by 52 which increased total open position to 154


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 8.55, which was 2.1 higher than the previous day. The implied volatity was 18.79, the open interest changed by 8 which increased total open position to 100


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 6.3, which was -0.6 lower than the previous day. The implied volatity was 17.82, the open interest changed by 27 which increased total open position to 91


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 6.9, which was -0.45 lower than the previous day. The implied volatity was 18.28, the open interest changed by 12 which increased total open position to 65


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 7.35, which was -3.65 lower than the previous day. The implied volatity was 18.83, the open interest changed by 6 which increased total open position to 53


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 11, which was -0.5 lower than the previous day. The implied volatity was 19.31, the open interest changed by 2 which increased total open position to 47


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 11.5, which was 0.5 higher than the previous day. The implied volatity was 20.38, the open interest changed by 1 which increased total open position to 45


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 11, which was 0.9 higher than the previous day. The implied volatity was 19.46, the open interest changed by 3 which increased total open position to 45


On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 9.75, which was 0.65 higher than the previous day. The implied volatity was 19.10, the open interest changed by -4 which decreased total open position to 42


On 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 9.1, which was -3.2 lower than the previous day. The implied volatity was 19.10, the open interest changed by 36 which increased total open position to 46


On 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 12.3, which was -0.45 lower than the previous day. The implied volatity was 19.70, the open interest changed by 0 which decreased total open position to 10


On 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 12.75, which was 0.75 higher than the previous day. The implied volatity was 18.91, the open interest changed by 2 which increased total open position to 9


On 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 12, which was -1 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 12, which was -1 lower than the previous day. The implied volatity was 19.58, the open interest changed by 0 which decreased total open position to 7


On 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 13, which was -70 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 13, which was -70 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 13, which was -70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct NESTLEIND was trading at 1273.00. The strike last trading price was 13, which was -70 lower than the previous day. The implied volatity was 19.49, the open interest changed by 3 which increased total open position to 3


On 28 Oct NESTLEIND was trading at 1271.00. The strike last trading price was 83, 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 Oct NESTLEIND was trading at 1287.30. The strike last trading price was 83, 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 Oct NESTLEIND was trading at 1285.40. The strike last trading price was 83, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0


On 17 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 83, which was 0 lower than the previous day. The implied volatity was 4.62, 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 83, 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 83, 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 83, 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 83, 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 83, which was 0 lower than the previous day. The implied volatity was 0.22, 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 83, 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 83, 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 83, 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