NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Feb 2026 04:10 PM IST
| NESTLEIND 24-FEB-2026 1240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1293.80 | 40 | 3.15 | - | 2 | 0 | 39 | |||||||||
| 19 Feb | 1278.50 | 36.85 | -19.65 | 13.34 | 28 | 10 | 39 | |||||||||
| 18 Feb | 1300.90 | 56.5 | 6.05 | 19.54 | 21 | 2 | 30 | |||||||||
| 17 Feb | 1285.30 | 50.45 | -18.3 | - | 0 | 0 | 28 | |||||||||
| 16 Feb | 1289.80 | 50.45 | -18.3 | 15.04 | 23 | -2 | 28 | |||||||||
| 13 Feb | 1282.60 | 68.75 | -2.5 | - | 0 | 0 | 30 | |||||||||
| 12 Feb | 1305.50 | 68.75 | -2.5 | 20.18 | 7 | 3 | 30 | |||||||||
| 11 Feb | 1305.30 | 71.25 | 2.3 | - | 0 | 0 | 27 | |||||||||
| 10 Feb | 1308.60 | 71.25 | 2.3 | - | 1 | 0 | 28 | |||||||||
| 9 Feb | 1295.60 | 68.95 | -6.2 | - | 0 | 0 | 28 | |||||||||
| 6 Feb | 1303.30 | 68.95 | -6.2 | 19.14 | 25 | 9 | 26 | |||||||||
| 5 Feb | 1303.50 | 75.15 | 7.5 | - | 0 | 0 | 17 | |||||||||
| 4 Feb | 1303.20 | 75.15 | 7.5 | 30.58 | 5 | 1 | 17 | |||||||||
| 3 Feb | 1308.00 | 67.65 | 17.85 | - | 0 | 0 | 16 | |||||||||
| 2 Feb | 1308.30 | 67.65 | 17.85 | 16.54 | 14 | 2 | 15 | |||||||||
| 1 Feb | 1282.50 | 47.05 | -20.7 | 17.99 | 11 | -1 | 11 | |||||||||
| 30 Jan | 1332.40 | 67.75 | -5.55 | - | 0 | 0 | 12 | |||||||||
| 29 Jan | 1287.90 | 67.75 | -5.55 | - | 0 | 0 | 0 | |||||||||
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| 28 Jan | 1292.40 | 67.75 | -5.55 | 15.69 | 22 | 10 | 11 | |||||||||
| 27 Jan | 1303.30 | 73.3 | -7.55 | 12.8 | 1 | 0 | 0 | |||||||||
| 23 Jan | 1293.80 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 1306.00 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 1283.20 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 1295.70 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1315.60 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1315.90 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1307.10 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 1318.70 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1312.40 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1299.10 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1306.90 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1314.80 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1319.90 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1314.60 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1279.70 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1295.00 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1288.00 | 80.85 | - | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 1274.10 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 1280.00 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 1272.60 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 1259.70 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 1256.50 | 80.85 | - | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 1257.20 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 1244.40 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 1233.50 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 1234.60 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 1240.60 | 80.85 | - | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 1243.50 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1238.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1215.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1209.30 | 80.85 | - | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 1215.80 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1214.80 | 80.85 | - | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1246.90 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1242.40 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1241.90 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1258.90 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1260.60 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1261.10 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1266.40 | 80.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1240 expiring on 24FEB2026
Delta for 1240 CE is -
Historical price for 1240 CE is as follows
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 40, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 36.85, which was -19.65 lower than the previous day. The implied volatity was 13.34, the open interest changed by 10 which increased total open position to 39
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 56.5, which was 6.05 higher than the previous day. The implied volatity was 19.54, the open interest changed by 2 which increased total open position to 30
On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 50.45, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 50.45, which was -18.3 lower than the previous day. The implied volatity was 15.04, the open interest changed by -2 which decreased total open position to 28
On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 68.75, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 68.75, which was -2.5 lower than the previous day. The implied volatity was 20.18, the open interest changed by 3 which increased total open position to 30
On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 71.25, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 71.25, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 68.95, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 68.95, which was -6.2 lower than the previous day. The implied volatity was 19.14, the open interest changed by 9 which increased total open position to 26
On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 75.15, which was 7.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 75.15, which was 7.5 higher than the previous day. The implied volatity was 30.58, the open interest changed by 1 which increased total open position to 17
On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 67.65, which was 17.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 67.65, which was 17.85 higher than the previous day. The implied volatity was 16.54, the open interest changed by 2 which increased total open position to 15
On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 47.05, which was -20.7 lower than the previous day. The implied volatity was 17.99, the open interest changed by -1 which decreased total open position to 11
On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 67.75, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 67.75, which was -5.55 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 67.75, which was -5.55 lower than the previous day. The implied volatity was 15.69, the open interest changed by 10 which increased total open position to 11
On 27 Jan NESTLEIND was trading at 1303.30. The strike last trading price was 73.3, which was -7.55 lower than the previous day. The implied volatity was 12.8, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NESTLEIND was trading at 1293.80. The strike last trading price was 80.85, 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 22 Jan NESTLEIND was trading at 1306.00. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1283.20. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1295.70. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1315.60. The strike last trading price was 80.85, 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 16 Jan NESTLEIND was trading at 1315.90. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1307.10. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1318.70. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1312.40. The strike last trading price was 80.85, 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 9 Jan NESTLEIND was trading at 1299.10. The strike last trading price was 80.85, 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 8 Jan NESTLEIND was trading at 1306.90. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1314.80. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1319.90. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1314.60. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1279.70. The strike last trading price was 80.85, 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 Jan NESTLEIND was trading at 1295.00. The strike last trading price was 80.85, 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 Dec NESTLEIND was trading at 1288.00. The strike last trading price was 80.85, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NESTLEIND was trading at 1274.10. The strike last trading price was 80.85, 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 29 Dec NESTLEIND was trading at 1280.00. The strike last trading price was 80.85, 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 Dec NESTLEIND was trading at 1272.60. The strike last trading price was 80.85, 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 Dec NESTLEIND was trading at 1259.70. The strike last trading price was 80.85, 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 23 Dec NESTLEIND was trading at 1256.50. The strike last trading price was 80.85, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec NESTLEIND was trading at 1257.20. The strike last trading price was 80.85, 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 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 80.85, 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 Dec NESTLEIND was trading at 1233.50. The strike last trading price was 80.85, 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 Dec NESTLEIND was trading at 1234.60. The strike last trading price was 80.85, 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 16 Dec NESTLEIND was trading at 1240.60. The strike last trading price was 80.85, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec NESTLEIND was trading at 1243.50. The strike last trading price was 80.85, 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 Dec NESTLEIND was trading at 1238.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 80.85, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 80.85, 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 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 80.85, which was - 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 80.85, 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 80.85, 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 80.85, 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 80.85, 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 80.85, 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 80.85, 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 80.85, 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 24FEB2026 1240 PE | |||||||
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Delta: -0.03
Vega: 0.1
Theta: -0.27
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1293.80 | 0.4 | -0.75 | 23.32 | 206 | -53 | 297 |
| 19 Feb | 1278.50 | 1.5 | 0.5 | 21.17 | 231 | 66 | 350 |
| 18 Feb | 1300.90 | 1 | -1.65 | 24.94 | 150 | -34 | 285 |
| 17 Feb | 1285.30 | 2.75 | -0.5 | 24.22 | 141 | -25 | 321 |
| 16 Feb | 1289.80 | 3.4 | -1.8 | 25.24 | 195 | 42 | 346 |
| 13 Feb | 1282.60 | 5.85 | 2.9 | 23.23 | 253 | -9 | 301 |
| 12 Feb | 1305.50 | 2.9 | -0.2 | 24.24 | 133 | 2 | 310 |
| 11 Feb | 1305.30 | 3.15 | -0.35 | 23.67 | 388 | 137 | 308 |
| 10 Feb | 1308.60 | 3.4 | -2.15 | 24.23 | 61 | -12 | 171 |
| 9 Feb | 1295.60 | 5.5 | 0.1 | 24.47 | 82 | 0 | 184 |
| 6 Feb | 1303.30 | 5.75 | -1.35 | 23.86 | 63 | -3 | 184 |
| 5 Feb | 1303.50 | 7.1 | -1.05 | 25.93 | 78 | 22 | 188 |
| 4 Feb | 1303.20 | 8.75 | 1.45 | 25.5 | 76 | -5 | 166 |
| 3 Feb | 1308.00 | 7.3 | -0.45 | 25.87 | 177 | 4 | 172 |
| 2 Feb | 1308.30 | 7.8 | -12.7 | 25.78 | 151 | -5 | 169 |
| 1 Feb | 1282.50 | 24.95 | 16.1 | 33.12 | 165 | -15 | 177 |
| 30 Jan | 1332.40 | 8.8 | -9.95 | 30.59 | 521 | 83 | 194 |
| 29 Jan | 1287.90 | 19.1 | 0.4 | 30.47 | 91 | 22 | 111 |
| 28 Jan | 1292.40 | 18.65 | 3.75 | 31.81 | 95 | 16 | 88 |
| 27 Jan | 1303.30 | 14.9 | -1.6 | 30.25 | 90 | 66 | 71 |
| 23 Jan | 1293.80 | 16.5 | -22.5 | 27.83 | 6 | 4 | 4 |
| 22 Jan | 1306.00 | 39 | 0 | 5.63 | 0 | 0 | 0 |
| 21 Jan | 1283.20 | 39 | 0 | 4.03 | 0 | 0 | 0 |
| 20 Jan | 1295.70 | 39 | 0 | 4.83 | 0 | 0 | 0 |
| 19 Jan | 1315.60 | 39 | 0 | 6.03 | 0 | 0 | 0 |
| 16 Jan | 1315.90 | 39 | 0 | 5.79 | 0 | 0 | 0 |
| 14 Jan | 1307.10 | 39 | 0 | 5.29 | 0 | 0 | 0 |
| 13 Jan | 1318.70 | 39 | 0 | 5.69 | 0 | 0 | 0 |
| 12 Jan | 1312.40 | 39 | 0 | 5.48 | 0 | 0 | 0 |
| 9 Jan | 1299.10 | 39 | 0 | 4.65 | 0 | 0 | 0 |
| 8 Jan | 1306.90 | 39 | 0 | 4.97 | 0 | 0 | 0 |
| 7 Jan | 1314.80 | 39 | 0 | 5.41 | 0 | 0 | 0 |
| 6 Jan | 1319.90 | 39 | 0 | 5.6 | 0 | 0 | 0 |
| 5 Jan | 1314.60 | 39 | 0 | 5.35 | 0 | 0 | 0 |
| 2 Jan | 1279.70 | 39 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 1295.00 | 39 | 0 | 4.1 | 0 | 0 | 0 |
| 31 Dec | 1288.00 | 39 | - | - | 0 | 0 | 0 |
| 30 Dec | 1274.10 | 39 | 0 | 2.99 | 0 | 0 | 0 |
| 29 Dec | 1280.00 | 39 | 0 | 3.36 | 0 | 0 | 0 |
| 26 Dec | 1272.60 | 39 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 1259.70 | 39 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 1256.50 | 39 | - | - | 0 | 0 | 0 |
| 22 Dec | 1257.20 | 39 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 1244.40 | 39 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 1233.50 | 39 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 1234.60 | 39 | 0 | 0.9 | 0 | 0 | 0 |
| 16 Dec | 1240.60 | 39 | - | - | 0 | 0 | 0 |
| 15 Dec | 1243.50 | 39 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 1238.30 | - | - | - | 0 | 0 | 0 |
| 11 Dec | 1215.00 | - | - | - | 0 | 0 | 0 |
| 10 Dec | 1209.30 | 39 | - | - | 0 | 0 | 0 |
| 9 Dec | 1215.80 | 39 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1214.80 | 39 | - | - | 0 | 0 | 0 |
| 5 Dec | 1246.90 | 39 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1242.40 | 39 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1241.90 | 39 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1258.90 | 39 | 0 | 2.25 | 0 | 0 | 0 |
| 1 Dec | 1260.60 | 39 | 0 | 2.3 | 0 | 0 | 0 |
| 28 Nov | 1261.10 | 39 | 0 | 2.47 | 0 | 0 | 0 |
| 27 Nov | 1266.40 | 39 | 0 | 2.56 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1240 expiring on 24FEB2026
Delta for 1240 PE is -0.03
Historical price for 1240 PE is as follows
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 0.4, which was -0.75 lower than the previous day. The implied volatity was 23.32, the open interest changed by -53 which decreased total open position to 297
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 1.5, which was 0.5 higher than the previous day. The implied volatity was 21.17, the open interest changed by 66 which increased total open position to 350
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 1, which was -1.65 lower than the previous day. The implied volatity was 24.94, the open interest changed by -34 which decreased total open position to 285
On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 2.75, which was -0.5 lower than the previous day. The implied volatity was 24.22, the open interest changed by -25 which decreased total open position to 321
On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 3.4, which was -1.8 lower than the previous day. The implied volatity was 25.24, the open interest changed by 42 which increased total open position to 346
On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 5.85, which was 2.9 higher than the previous day. The implied volatity was 23.23, the open interest changed by -9 which decreased total open position to 301
On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 2.9, which was -0.2 lower than the previous day. The implied volatity was 24.24, the open interest changed by 2 which increased total open position to 310
On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 23.67, the open interest changed by 137 which increased total open position to 308
On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 3.4, which was -2.15 lower than the previous day. The implied volatity was 24.23, the open interest changed by -12 which decreased total open position to 171
On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 5.5, which was 0.1 higher than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 184
On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 5.75, which was -1.35 lower than the previous day. The implied volatity was 23.86, the open interest changed by -3 which decreased total open position to 184
On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 7.1, which was -1.05 lower than the previous day. The implied volatity was 25.93, the open interest changed by 22 which increased total open position to 188
On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 8.75, which was 1.45 higher than the previous day. The implied volatity was 25.5, the open interest changed by -5 which decreased total open position to 166
On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 7.3, which was -0.45 lower than the previous day. The implied volatity was 25.87, the open interest changed by 4 which increased total open position to 172
On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 7.8, which was -12.7 lower than the previous day. The implied volatity was 25.78, the open interest changed by -5 which decreased total open position to 169
On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 24.95, which was 16.1 higher than the previous day. The implied volatity was 33.12, the open interest changed by -15 which decreased total open position to 177
On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 8.8, which was -9.95 lower than the previous day. The implied volatity was 30.59, the open interest changed by 83 which increased total open position to 194
On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 19.1, which was 0.4 higher than the previous day. The implied volatity was 30.47, the open interest changed by 22 which increased total open position to 111
On 28 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 18.65, which was 3.75 higher than the previous day. The implied volatity was 31.81, the open interest changed by 16 which increased total open position to 88
On 27 Jan NESTLEIND was trading at 1303.30. The strike last trading price was 14.9, which was -1.6 lower than the previous day. The implied volatity was 30.25, the open interest changed by 66 which increased total open position to 71
On 23 Jan NESTLEIND was trading at 1293.80. The strike last trading price was 16.5, which was -22.5 lower than the previous day. The implied volatity was 27.83, the open interest changed by 4 which increased total open position to 4
On 22 Jan NESTLEIND was trading at 1306.00. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NESTLEIND was trading at 1283.20. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
On 20 Jan NESTLEIND was trading at 1295.70. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
On 19 Jan NESTLEIND was trading at 1315.60. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 6.03, the open interest changed by 0 which decreased total open position to 0
On 16 Jan NESTLEIND was trading at 1315.90. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NESTLEIND was trading at 1307.10. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NESTLEIND was trading at 1318.70. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
On 12 Jan NESTLEIND was trading at 1312.40. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NESTLEIND was trading at 1299.10. The strike last trading price was 39, 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
On 8 Jan NESTLEIND was trading at 1306.90. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NESTLEIND was trading at 1314.80. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NESTLEIND was trading at 1319.90. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 5.6, the open interest changed by 0 which decreased total open position to 0
On 5 Jan NESTLEIND was trading at 1314.60. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NESTLEIND was trading at 1279.70. The strike last trading price was 39, 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 Jan NESTLEIND was trading at 1295.00. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 4.1, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NESTLEIND was trading at 1288.00. The strike last trading price was 39, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NESTLEIND was trading at 1274.10. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 29 Dec NESTLEIND was trading at 1280.00. The strike last trading price was 39, 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 26 Dec NESTLEIND was trading at 1272.60. The strike last trading price was 39, 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 Dec NESTLEIND was trading at 1259.70. The strike last trading price was 39, 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 Dec NESTLEIND was trading at 1256.50. The strike last trading price was 39, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec NESTLEIND was trading at 1257.20. The strike last trading price was 39, 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 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 39, 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 Dec NESTLEIND was trading at 1233.50. The strike last trading price was 39, 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 Dec NESTLEIND was trading at 1234.60. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 0.9, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NESTLEIND was trading at 1240.60. The strike last trading price was 39, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec NESTLEIND was trading at 1243.50. The strike last trading price was 39, 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 Dec NESTLEIND was trading at 1238.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 39, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 39, 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 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 39, which was - 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 39, 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 39, 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 39, 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 39, which was 0 lower than the previous day. The implied volatity was 2.25, 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 39, which was 0 lower than the previous day. The implied volatity was 2.3, 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 39, which was 0 lower than the previous day. The implied volatity was 2.47, 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 39, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
