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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NESTLEIND 30-DEC-2025 1230 CE
Delta: 0.62 Vega: 1.05 Theta: -0.60 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1238.30	20.55 ₹ 10,275	9.25 4625.00	13.54	1,688 8,44,000	-32 -16,000	571 2,85,500
11 Dec	1215.00	11.5 ₹ 5,750	0.6 300.00	13.12	310 1,55,000	40 20,000	604 3,02,000
10 Dec	1209.30	11.05 ₹ 5,525	-2.6 -1300.00	14.49	421 2,10,500	32 16,000	563 2,81,500
9 Dec	1215.80	13.6 ₹ 6,800	-1.9 -950.00	14.44	982 4,91,000	416 2,08,000	531 2,65,500
8 Dec	1214.80	15.2 ₹ 7,600	-19.85 -9925.00	15.72	588 2,94,000	68 34,000	109 54,500

5 Dec	1246.90	35 ₹ 17,500	2.45 1225.00	15.40	99 49,500	8 4,000	40 20,000
4 Dec	1242.40	32.85 ₹ 16,425	-2.7 -1350.00	16.45	49 24,500	23 11,500	32 16,000
3 Dec	1241.90	35.55 ₹ 17,775	-45.9 -22950.00	18.02	15 7,500	8 4,000	8 4,000
2 Dec	1258.90	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
1 Dec	1260.60	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
28 Nov	1261.10	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
27 Nov	1266.40	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
26 Nov	1276.80	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
25 Nov	1263.20	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
24 Nov	1269.20	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
21 Nov	1280.70	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
20 Nov	1279.20	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
19 Nov	1279.00	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
18 Nov	1265.10	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
17 Nov	1270.30	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
14 Nov	1271.60	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
13 Nov	1275.20	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
12 Nov	1278.20	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
11 Nov	1268.10	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
10 Nov	1262.90	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
7 Nov	1262.70	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
6 Nov	1266.10	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
4 Nov	1265.00	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
3 Nov	1266.70	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
31 Oct	1271.60	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0
29 Oct	1273.00	81.45 ₹ 40,725	0 0.00	-	0 0	0 0	0 0

For Nestle India Limited - strike price 1230 expiring on 30DEC2025

Delta for 1230 CE is 0.62

Historical price for 1230 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 20.55, which was 9.25 higher than the previous day. The implied volatity was 13.54, the open interest changed by -32 which decreased total open position to 571

On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 11.5, which was 0.6 higher than the previous day. The implied volatity was 13.12, the open interest changed by 40 which increased total open position to 604

On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 11.05, which was -2.6 lower than the previous day. The implied volatity was 14.49, the open interest changed by 32 which increased total open position to 563

On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 13.6, which was -1.9 lower than the previous day. The implied volatity was 14.44, the open interest changed by 416 which increased total open position to 531

On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 15.2, which was -19.85 lower than the previous day. The implied volatity was 15.72, the open interest changed by 68 which increased total open position to 109

On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 35, which was 2.45 higher than the previous day. The implied volatity was 15.40, the open interest changed by 8 which increased total open position to 40

On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 32.85, which was -2.7 lower than the previous day. The implied volatity was 16.45, the open interest changed by 23 which increased total open position to 32

On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 35.55, which was -45.9 lower than the previous day. The implied volatity was 18.02, the open interest changed by 8 which increased total open position to 8

On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 1230 PE
Delta: -0.39 Vega: 1.05 Theta: -0.30 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1238.30	11.55 ₹ 5,775	-11.75 -5875.00	14.92	344 1,72,000	65 32,500	223 1,11,500
11 Dec	1215.00	23.3 ₹ 11,650	-3.6 -1800.00	17.84	36 18,000	9 4,500	157 78,500
10 Dec	1209.30	26.9 ₹ 13,450	3.6 1800.00	17.75	58 29,000	-28 -14,000	148 74,000
9 Dec	1215.80	23.45 ₹ 11,725	-0.95 -475.00	16.96	57 28,500	10 5,000	175 87,500
8 Dec	1214.80	25.3 ₹ 12,650	15.1 7550.00	17.83	1,651 8,25,500	-8 -4,000	160 80,000
5 Dec	1246.90	10.65 ₹ 5,325	-2.15 -1075.00	16.23	84 42,000	-10 -5,000	168 84,000
4 Dec	1242.40	12.7 ₹ 6,350	-1.5 -750.00	16.11	229 1,14,500	20 10,000	178 89,000
3 Dec	1241.90	14.95 ₹ 7,475	5.9 2950.00	17.76	326 1,63,000	33 16,500	158 79,000
2 Dec	1258.90	8.95 ₹ 4,475	-0.4 -200.00	16.80	30 15,000	12 6,000	127 63,500
1 Dec	1260.60	9.3 ₹ 4,650	-0.2 -100.00	16.65	46 23,000	18 9,000	115 57,500
28 Nov	1261.10	9.25 ₹ 4,625	0.65 325.00	17.08	64 32,000	11 5,500	96 48,000
27 Nov	1266.40	8.45 ₹ 4,225	1.2 600.00	17.39	67 33,500	28 14,000	84 42,000
26 Nov	1276.80	7.35 ₹ 3,675	-3.05 -1525.00	17.40	44 22,000	9 4,500	54 27,000
25 Nov	1263.20	10.4 ₹ 5,200	-17.15 -8575.00	17.68	68 34,000	44 22,000	44 22,000
24 Nov	1269.20	27.55 ₹ 13,775	0 0.00	3.34	0 0	0 0	0 0
21 Nov	1280.70	27.55 ₹ 13,775	0 0.00	4.13	0 0	0 0	0 0
20 Nov	1279.20	27.55 ₹ 13,775	0 0.00	4.14	0 0	0 0	0 0
19 Nov	1279.00	27.55 ₹ 13,775	0 0.00	4.23	0 0	0 0	0 0
18 Nov	1265.10	27.55 ₹ 13,775	0 0.00	3.28	0 0	0 0	0 0
17 Nov	1270.30	27.55 ₹ 13,775	0 0.00	3.57	0 0	0 0	0 0
14 Nov	1271.60	27.55 ₹ 13,775	0 0.00	3.50	0 0	0 0	0 0
13 Nov	1275.20	27.55 ₹ 13,775	0 0.00	3.72	0 0	0 0	0 0
12 Nov	1278.20	27.55 ₹ 13,775	0 0.00	3.87	0 0	0 0	0 0
11 Nov	1268.10	27.55 ₹ 13,775	0 0.00	3.36	0 0	0 0	0 0
10 Nov	1262.90	27.55 ₹ 13,775	0 0.00	3.00	0 0	0 0	0 0
7 Nov	1262.70	27.55 ₹ 13,775	0 0.00	3.02	0 0	0 0	0 0
6 Nov	1266.10	27.55 ₹ 13,775	0 0.00	3.57	0 0	0 0	0 0
4 Nov	1265.00	27.55 ₹ 13,775	0 0.00	3.20	0 0	0 0	0 0
3 Nov	1266.70	27.55 ₹ 13,775	0 0.00	3.32	0 0	0 0	0 0
31 Oct	1271.60	27.55 ₹ 13,775	0 0.00	-	0 0	0 0	0 0
29 Oct	1273.00	27.55 ₹ 13,775	0 0.00	3.59	0 0	0 0	0 0

For Nestle India Limited - strike price 1230 expiring on 30DEC2025

Delta for 1230 PE is -0.39

Historical price for 1230 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 11.55, which was -11.75 lower than the previous day. The implied volatity was 14.92, the open interest changed by 65 which increased total open position to 223

On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 23.3, which was -3.6 lower than the previous day. The implied volatity was 17.84, the open interest changed by 9 which increased total open position to 157

On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 26.9, which was 3.6 higher than the previous day. The implied volatity was 17.75, the open interest changed by -28 which decreased total open position to 148

On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 23.45, which was -0.95 lower than the previous day. The implied volatity was 16.96, the open interest changed by 10 which increased total open position to 175

On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 25.3, which was 15.1 higher than the previous day. The implied volatity was 17.83, the open interest changed by -8 which decreased total open position to 160

On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 10.65, which was -2.15 lower than the previous day. The implied volatity was 16.23, the open interest changed by -10 which decreased total open position to 168

On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 12.7, which was -1.5 lower than the previous day. The implied volatity was 16.11, the open interest changed by 20 which increased total open position to 178

On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 14.95, which was 5.9 higher than the previous day. The implied volatity was 17.76, the open interest changed by 33 which increased total open position to 158

On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 8.95, which was -0.4 lower than the previous day. The implied volatity was 16.80, the open interest changed by 12 which increased total open position to 127

On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 9.3, which was -0.2 lower than the previous day. The implied volatity was 16.65, the open interest changed by 18 which increased total open position to 115

On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 9.25, which was 0.65 higher than the previous day. The implied volatity was 17.08, the open interest changed by 11 which increased total open position to 96

On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 8.45, which was 1.2 higher than the previous day. The implied volatity was 17.39, the open interest changed by 28 which increased total open position to 84

On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 7.35, which was -3.05 lower than the previous day. The implied volatity was 17.40, the open interest changed by 9 which increased total open position to 54

On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 10.4, which was -17.15 lower than the previous day. The implied volatity was 17.68, the open interest changed by 44 which increased total open position to 44

On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 27.55, which was 0 lower than the previous day. The implied volatity was 3.34, 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 27.55, which was 0 lower than the previous day. The implied volatity was 4.13, 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 27.55, which was 0 lower than the previous day. The implied volatity was 4.14, 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 27.55, which was 0 lower than the previous day. The implied volatity was 4.23, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.28, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.57, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.50, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.72, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.87, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.36, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.00, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.02, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.57, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.20, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.32, 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 27.55, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0

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