NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
19 Mar 2026 04:10 PM IST
| NESTLEIND 30-MAR-2026 1230 CE | ||||||||||||||||
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Delta: 0.2
Vega: 0.58
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Mar | 1186.30 | 4.5 | -4.4 | 20.03 | 372 | 32 | 237 | |||||||||
| 18 Mar | 1204.80 | 8.5 | -2.95 | 20.3 | 149 | 33 | 205 | |||||||||
| 17 Mar | 1206.90 | 11.6 | -3 | 21.27 | 358 | -22 | 176 | |||||||||
| 16 Mar | 1213.40 | 14.65 | -0.85 | 21.79 | 160 | -11 | 198 | |||||||||
| 13 Mar | 1202.20 | 15.3 | -5.45 | 23.78 | 1,408 | 9 | 210 | |||||||||
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| 12 Mar | 1220.80 | 20.6 | -7.25 | 20.36 | 397 | 62 | 200 | |||||||||
| 11 Mar | 1233.70 | 26.6 | -7.7 | 20.84 | 235 | 37 | 136 | |||||||||
| 10 Mar | 1241.20 | 33.6 | 0.4 | 21.16 | 81 | -11 | 99 | |||||||||
| 9 Mar | 1235.80 | 33 | -15 | 21.6 | 433 | 87 | 102 | |||||||||
| 6 Mar | 1252.40 | 48 | 10.05 | 20.65 | 23 | -2 | 15 | |||||||||
| 5 Mar | 1250.90 | 37.95 | -63.85 | 18.19 | 68 | 17 | 17 | |||||||||
| 4 Mar | 1245.30 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1279.70 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1291.70 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1318.00 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1323.40 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1320.00 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1315.10 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1293.80 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1278.50 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1300.90 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1285.30 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1289.80 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1282.60 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1305.50 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1305.30 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1308.60 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1295.60 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1303.30 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1303.50 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1303.20 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1308.00 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1308.30 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1282.50 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1332.40 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1287.90 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1292.40 | 101.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1230 expiring on 30MAR2026
Delta for 1230 CE is 0.2
Historical price for 1230 CE is as follows
On 19 Mar NESTLEIND was trading at 1186.30. The strike last trading price was 4.5, which was -4.4 lower than the previous day. The implied volatity was 20.03, the open interest changed by 32 which increased total open position to 237
On 18 Mar NESTLEIND was trading at 1204.80. The strike last trading price was 8.5, which was -2.95 lower than the previous day. The implied volatity was 20.3, the open interest changed by 33 which increased total open position to 205
On 17 Mar NESTLEIND was trading at 1206.90. The strike last trading price was 11.6, which was -3 lower than the previous day. The implied volatity was 21.27, the open interest changed by -22 which decreased total open position to 176
On 16 Mar NESTLEIND was trading at 1213.40. The strike last trading price was 14.65, which was -0.85 lower than the previous day. The implied volatity was 21.79, the open interest changed by -11 which decreased total open position to 198
On 13 Mar NESTLEIND was trading at 1202.20. The strike last trading price was 15.3, which was -5.45 lower than the previous day. The implied volatity was 23.78, the open interest changed by 9 which increased total open position to 210
On 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 20.6, which was -7.25 lower than the previous day. The implied volatity was 20.36, the open interest changed by 62 which increased total open position to 200
On 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 26.6, which was -7.7 lower than the previous day. The implied volatity was 20.84, the open interest changed by 37 which increased total open position to 136
On 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 33.6, which was 0.4 higher than the previous day. The implied volatity was 21.16, the open interest changed by -11 which decreased total open position to 99
On 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 33, which was -15 lower than the previous day. The implied volatity was 21.6, the open interest changed by 87 which increased total open position to 102
On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 48, which was 10.05 higher than the previous day. The implied volatity was 20.65, the open interest changed by -2 which decreased total open position to 15
On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 37.95, which was -63.85 lower than the previous day. The implied volatity was 18.19, the open interest changed by 17 which increased total open position to 17
On 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 101.8, 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 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 101.8, 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 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 101.8, 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 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 101.8, 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 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 101.8, 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 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 101.8, 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 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 101.8, 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 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 101.8, 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 30MAR2026 1230 PE | |||||||
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Delta: -0.72
Vega: 0.7
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Mar | 1186.30 | 46.35 | 15.3 | 28.63 | 33 | -3 | 169 |
| 18 Mar | 1204.80 | 31.05 | 0 | 19.1 | 2 | 0 | 173 |
| 17 Mar | 1206.90 | 31.2 | -0.85 | 22.52 | 118 | -20 | 177 |
| 16 Mar | 1213.40 | 32.1 | -7.3 | 25.96 | 38 | 5 | 193 |
| 13 Mar | 1202.20 | 39 | 10.25 | 25.32 | 499 | -8 | 188 |
| 12 Mar | 1220.80 | 29.2 | 4.45 | 25.58 | 224 | -18 | 196 |
| 11 Mar | 1233.70 | 24.85 | 7.35 | 25.01 | 303 | -9 | 227 |
| 10 Mar | 1241.20 | 17.1 | -5.9 | 21.36 | 201 | -25 | 236 |
| 9 Mar | 1235.80 | 23.6 | 6.7 | 25.55 | 524 | 147 | 262 |
| 6 Mar | 1252.40 | 15.8 | 0.2 | 24.02 | 116 | -20 | 113 |
| 5 Mar | 1250.90 | 16.85 | -3.85 | 21.37 | 194 | 6 | 134 |
| 4 Mar | 1245.30 | 21.65 | 11.35 | 24.45 | 200 | 16 | 126 |
| 2 Mar | 1279.70 | 10.3 | 3.8 | 22.17 | 81 | 7 | 111 |
| 27 Feb | 1291.70 | 6.5 | 2.85 | 20.31 | 81 | 28 | 103 |
| 26 Feb | 1318.00 | 3.65 | -0.2 | 20.59 | 11 | 2 | 75 |
| 25 Feb | 1323.40 | 3.85 | -0.9 | 21.19 | 14 | 1 | 73 |
| 24 Feb | 1320.00 | 4.55 | -1.35 | 21.57 | 126 | 51 | 71 |
| 23 Feb | 1315.10 | 5.75 | -8.25 | 21.95 | 97 | 14 | 19 |
| 20 Feb | 1293.80 | 14 | -6.55 | - | 0 | 0 | 5 |
| 19 Feb | 1278.50 | 14 | -6.55 | - | 0 | 0 | 5 |
| 18 Feb | 1300.90 | 14 | -6.55 | - | 0 | 0 | 5 |
| 17 Feb | 1285.30 | 14 | -6.55 | - | 0 | 0 | 5 |
| 16 Feb | 1289.80 | 14 | -6.55 | - | 0 | 0 | 5 |
| 13 Feb | 1282.60 | 14 | -6.55 | - | 0 | 0 | 5 |
| 12 Feb | 1305.50 | 14 | -6.55 | - | 0 | 0 | 5 |
| 11 Feb | 1305.30 | 14 | -6.55 | - | 0 | 0 | 5 |
| 10 Feb | 1308.60 | 14 | -6.55 | - | 0 | 0 | 5 |
| 9 Feb | 1295.60 | 14 | -6.55 | - | 0 | 0 | 5 |
| 6 Feb | 1303.30 | 14 | -6.55 | - | 0 | 0 | 5 |
| 5 Feb | 1303.50 | 14 | -6.55 | - | 0 | 0 | 5 |
| 4 Feb | 1303.20 | 14 | -6.55 | - | 0 | 0 | 5 |
| 3 Feb | 1308.00 | 14 | -6.55 | - | 0 | 0 | 5 |
| 2 Feb | 1308.30 | 14 | -6.55 | 24.29 | 1 | 0 | 5 |
| 1 Feb | 1282.50 | 20.55 | 4.9 | - | 0 | 0 | 5 |
| 30 Jan | 1332.40 | 20.55 | 4.9 | 31.13 | 6 | 5 | 5 |
| 29 Jan | 1287.90 | 15.65 | 0 | 4.19 | 0 | 0 | 0 |
| 28 Jan | 1292.40 | 15.65 | 0 | 4.65 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1230 expiring on 30MAR2026
Delta for 1230 PE is -0.72
Historical price for 1230 PE is as follows
On 19 Mar NESTLEIND was trading at 1186.30. The strike last trading price was 46.35, which was 15.3 higher than the previous day. The implied volatity was 28.63, the open interest changed by -3 which decreased total open position to 169
On 18 Mar NESTLEIND was trading at 1204.80. The strike last trading price was 31.05, which was 0 lower than the previous day. The implied volatity was 19.1, the open interest changed by 0 which decreased total open position to 173
On 17 Mar NESTLEIND was trading at 1206.90. The strike last trading price was 31.2, which was -0.85 lower than the previous day. The implied volatity was 22.52, the open interest changed by -20 which decreased total open position to 177
On 16 Mar NESTLEIND was trading at 1213.40. The strike last trading price was 32.1, which was -7.3 lower than the previous day. The implied volatity was 25.96, the open interest changed by 5 which increased total open position to 193
On 13 Mar NESTLEIND was trading at 1202.20. The strike last trading price was 39, which was 10.25 higher than the previous day. The implied volatity was 25.32, the open interest changed by -8 which decreased total open position to 188
On 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 29.2, which was 4.45 higher than the previous day. The implied volatity was 25.58, the open interest changed by -18 which decreased total open position to 196
On 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 24.85, which was 7.35 higher than the previous day. The implied volatity was 25.01, the open interest changed by -9 which decreased total open position to 227
On 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 17.1, which was -5.9 lower than the previous day. The implied volatity was 21.36, the open interest changed by -25 which decreased total open position to 236
On 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 23.6, which was 6.7 higher than the previous day. The implied volatity was 25.55, the open interest changed by 147 which increased total open position to 262
On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 15.8, which was 0.2 higher than the previous day. The implied volatity was 24.02, the open interest changed by -20 which decreased total open position to 113
On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 16.85, which was -3.85 lower than the previous day. The implied volatity was 21.37, the open interest changed by 6 which increased total open position to 134
On 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 21.65, which was 11.35 higher than the previous day. The implied volatity was 24.45, the open interest changed by 16 which increased total open position to 126
On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 10.3, which was 3.8 higher than the previous day. The implied volatity was 22.17, the open interest changed by 7 which increased total open position to 111
On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 6.5, which was 2.85 higher than the previous day. The implied volatity was 20.31, the open interest changed by 28 which increased total open position to 103
On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 3.65, which was -0.2 lower than the previous day. The implied volatity was 20.59, the open interest changed by 2 which increased total open position to 75
On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 3.85, which was -0.9 lower than the previous day. The implied volatity was 21.19, the open interest changed by 1 which increased total open position to 73
On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 4.55, which was -1.35 lower than the previous day. The implied volatity was 21.57, the open interest changed by 51 which increased total open position to 71
On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 5.75, which was -8.25 lower than the previous day. The implied volatity was 21.95, the open interest changed by 14 which increased total open position to 19
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 14, which was -6.55 lower than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 5
On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 20.55, which was 4.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 20.55, which was 4.9 higher than the previous day. The implied volatity was 31.13, the open interest changed by 5 which increased total open position to 5
On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 15.65, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 15.65, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
