NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
24 Dec 2025 04:10 PM IST
| NESTLEIND 27-JAN-2026 1240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 1.27
Theta: -0.50
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.31
Vega: 1.36
Theta: -0.24
Gamma: 0.01
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| 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































































































































































































































