[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1259.7 +3.20 (0.25%)
L: 1247.9 H: 1264.1

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Historical option data for NESTLEIND

24 Dec 2025 04:10 PM IST
NESTLEIND 27-JAN-2026 1240 CE
Delta: 0.73
Vega: 1.27
Theta: -0.50
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 1259.70 40.05 -0.3 13.76 1 0 61
23 Dec 1256.50 40.35 3.8 16.74 13 0 62
22 Dec 1257.20 36.55 5.8 12.39 98 54 63
19 Dec 1244.40 30.75 -0.05 13.32 13 4 10
18 Dec 1233.50 30.8 -4.8 - 0 0 6
17 Dec 1234.60 30.8 -4.8 16.90 1 0 6
16 Dec 1240.60 35.6 11.2 16.20 2 0 4
15 Dec 1243.50 24.4 -43.95 - 0 0 0
12 Dec 1238.30 24.4 -43.95 - 0 0 4
11 Dec 1215.00 24.4 -43.95 - 0 0 4
10 Dec 1209.30 24.4 -43.95 - 0 0 4
9 Dec 1215.80 24.4 -43.95 15.96 2 1 4
8 Dec 1214.80 68.35 -19.85 - 0 0 3
5 Dec 1246.90 68.35 -19.85 - 0 0 0
4 Dec 1242.40 68.35 -19.85 - 0 0 0
3 Dec 1241.90 68.35 -19.85 - 0 0 0
2 Dec 1258.90 68.35 -19.85 - 0 0 0
1 Dec 1260.60 68.35 -19.85 - 0 0 0
28 Nov 1261.10 68.35 -19.85 - 0 0 0
27 Nov 1266.40 68.35 -19.85 - 0 3 0
26 Nov 1276.80 68.35 -19.85 16.42 3 0 0
24 Nov 1269.20 88.2 0 - 0 0 0
21 Nov 1280.70 88.2 0 - 0 0 0
19 Nov 1279.00 88.2 0 - 0 0 0
18 Nov 1265.10 88.2 0 - 0 0 0
17 Nov 1270.30 88.2 0 - 0 0 0
14 Nov 1271.60 88.2 0 - 0 0 0
13 Nov 1275.20 88.2 0 - 0 0 0
11 Nov 1268.10 88.2 0 - 0 0 0
10 Nov 1262.90 88.2 0 - 0 0 0
7 Nov 1262.70 88.2 0 - 0 0 0
6 Nov 1266.10 88.2 0 - 0 0 0
4 Nov 1265.00 88.2 0 - 0 0 0
3 Nov 1266.70 88.2 0 - 0 0 0
31 Oct 1271.60 0 0 - 0 0 0
30 Oct 1279.90 0 0 - 0 0 0


For Nestle India Limited - strike price 1240 expiring on 27JAN2026

Delta for 1240 CE is 0.73

Historical price for 1240 CE is as follows

On 24 Dec NESTLEIND was trading at 1259.70. The strike last trading price was 40.05, which was -0.3 lower than the previous day. The implied volatity was 13.76, the open interest changed by 0 which decreased total open position to 61


On 23 Dec NESTLEIND was trading at 1256.50. The strike last trading price was 40.35, which was 3.8 higher than the previous day. The implied volatity was 16.74, the open interest changed by 0 which decreased total open position to 62


On 22 Dec NESTLEIND was trading at 1257.20. The strike last trading price was 36.55, which was 5.8 higher than the previous day. The implied volatity was 12.39, the open interest changed by 54 which increased total open position to 63


On 19 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 30.75, which was -0.05 lower than the previous day. The implied volatity was 13.32, the open interest changed by 4 which increased total open position to 10


On 18 Dec NESTLEIND was trading at 1233.50. The strike last trading price was 30.8, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 17 Dec NESTLEIND was trading at 1234.60. The strike last trading price was 30.8, which was -4.8 lower than the previous day. The implied volatity was 16.90, the open interest changed by 0 which decreased total open position to 6


On 16 Dec NESTLEIND was trading at 1240.60. The strike last trading price was 35.6, which was 11.2 higher than the previous day. The implied volatity was 16.20, the open interest changed by 0 which decreased total open position to 4


On 15 Dec NESTLEIND was trading at 1243.50. The strike last trading price was 24.4, which was -43.95 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 24.4, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 24.4, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 24.4, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 24.4, which was -43.95 lower than the previous day. The implied volatity was 15.96, the open interest changed by 1 which increased total open position to 4


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 68.35, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 68.35, which was -19.85 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 68.35, which was -19.85 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 68.35, which was -19.85 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 68.35, which was -19.85 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 68.35, which was -19.85 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 68.35, which was -19.85 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 68.35, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 68.35, which was -19.85 lower than the previous day. The implied volatity was 16.42, 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 88.2, 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 88.2, 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 88.2, 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 88.2, 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 88.2, 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 88.2, 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 88.2, 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 88.2, 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 88.2, 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 88.2, 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 88.2, 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 88.2, 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 88.2, 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 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 30 Oct NESTLEIND was trading at 1279.90. 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


NESTLEIND 27JAN2026 1240 PE
Delta: -0.31
Vega: 1.36
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 1259.70 14 -0.5 17.67 45 11 30
23 Dec 1256.50 15.3 -0.95 17.01 19 13 20
22 Dec 1257.20 16.5 -8.5 18.25 2 1 7
19 Dec 1244.40 25 -2 - 0 0 6
18 Dec 1233.50 25 -2 16.71 2 0 5
17 Dec 1234.60 27 6 18.16 3 1 6
16 Dec 1240.60 21 -13.8 16.14 4 3 5
15 Dec 1243.50 34.8 5.8 - 0 0 0
12 Dec 1238.30 34.8 5.8 22.65 1 0 1
11 Dec 1215.00 29 -9.45 - 0 0 1
10 Dec 1209.30 29 -9.45 - 0 0 1
9 Dec 1215.80 29 -9.45 - 0 0 0
8 Dec 1214.80 29 -9.45 - 0 0 1
5 Dec 1246.90 29 -9.45 - 0 0 0
4 Dec 1242.40 29 -9.45 - 0 1 0
3 Dec 1241.90 29 -9.45 19.97 1 0 0
2 Dec 1258.90 38.45 0 2.27 0 0 0
1 Dec 1260.60 38.45 0 2.27 0 0 0
28 Nov 1261.10 38.45 0 2.28 0 0 0
27 Nov 1266.40 38.45 0 2.70 0 0 0
26 Nov 1276.80 38.45 0 3.04 0 0 0
24 Nov 1269.20 38.45 0 2.50 0 0 0
21 Nov 1280.70 38.45 0 3.33 0 0 0
19 Nov 1279.00 38.45 0 3.22 0 0 0
18 Nov 1265.10 38.45 0 2.53 0 0 0
17 Nov 1270.30 38.45 0 - 0 0 0
14 Nov 1271.60 38.45 0 2.74 0 0 0
13 Nov 1275.20 38.45 0 3.00 0 0 0
11 Nov 1268.10 38.45 0 2.67 0 0 0
10 Nov 1262.90 38.45 0 2.36 0 0 0
7 Nov 1262.70 38.45 0 2.43 0 0 0
6 Nov 1266.10 38.45 0 - 0 0 0
4 Nov 1265.00 38.45 0 2.60 0 0 0
3 Nov 1266.70 38.45 0 2.71 0 0 0
31 Oct 1271.60 38.45 0 - 0 0 0
30 Oct 1279.90 38.45 0 - 0 0 0


For Nestle India Limited - strike price 1240 expiring on 27JAN2026

Delta for 1240 PE is -0.31

Historical price for 1240 PE is as follows

On 24 Dec NESTLEIND was trading at 1259.70. The strike last trading price was 14, which was -0.5 lower than the previous day. The implied volatity was 17.67, the open interest changed by 11 which increased total open position to 30


On 23 Dec NESTLEIND was trading at 1256.50. The strike last trading price was 15.3, which was -0.95 lower than the previous day. The implied volatity was 17.01, the open interest changed by 13 which increased total open position to 20


On 22 Dec NESTLEIND was trading at 1257.20. The strike last trading price was 16.5, which was -8.5 lower than the previous day. The implied volatity was 18.25, the open interest changed by 1 which increased total open position to 7


On 19 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 25, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 18 Dec NESTLEIND was trading at 1233.50. The strike last trading price was 25, which was -2 lower than the previous day. The implied volatity was 16.71, the open interest changed by 0 which decreased total open position to 5


On 17 Dec NESTLEIND was trading at 1234.60. The strike last trading price was 27, which was 6 higher than the previous day. The implied volatity was 18.16, the open interest changed by 1 which increased total open position to 6


On 16 Dec NESTLEIND was trading at 1240.60. The strike last trading price was 21, which was -13.8 lower than the previous day. The implied volatity was 16.14, the open interest changed by 3 which increased total open position to 5


On 15 Dec NESTLEIND was trading at 1243.50. The strike last trading price was 34.8, which was 5.8 higher 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 34.8, which was 5.8 higher than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 1


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 29, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 29, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 29, which was -9.45 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 29, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 29, which was -9.45 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 29, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 29, which was -9.45 lower than the previous day. The implied volatity was 19.97, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.27, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.27, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.28, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.70, 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 38.45, which was 0 lower than the previous day. The implied volatity was 3.04, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.50, 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 38.45, which was 0 lower than the previous day. The implied volatity was 3.33, 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 38.45, which was 0 lower than the previous day. The implied volatity was 3.22, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.53, 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 38.45, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.74, 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 38.45, 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 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 2.67, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.36, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.43, 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 38.45, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.60, 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 38.45, which was 0 lower than the previous day. The implied volatity was 2.71, 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 38.45, 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 30 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 38.45, 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