NESTLEIND

Nestle India Limited

1259.7 +3.20 (0.25%)

L: 1247.9 H: 1264.1

Back to Option Chain

Historical option data for NESTLEIND
24 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 27-JAN-2026 1250 CE
Delta: 0.67 Vega: 1.40 Theta: -0.50 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	1259.70	33.1 ₹ 16,550	-0.5 -250.00	13.64	47 23,500	-1 -500	40 20,000

23 Dec	1256.50	32 ₹ 16,000	-2.4 -1200.00	15.22	25 12,500	4 2,000	40 20,000
22 Dec	1257.20	34 ₹ 17,000	9 4500.00	14.65	13 6,500	10 5,000	36 18,000
19 Dec	1244.40	25 ₹ 12,500	-7 -3500.00	-	0 0	0 0	26 13,000
18 Dec	1233.50	25 ₹ 12,500	-7 -3500.00	17.00	2 1,000	0 0	26 13,000
17 Dec	1234.60	32 ₹ 16,000	-0.5 -250.00	20.60	1 500	0 0	27 13,500
16 Dec	1240.60	32.5 ₹ 16,250	5.7 2850.00	18.54	10 5,000	-3 -1,500	26 13,000
15 Dec	1243.50	26.8 ₹ 13,400	-0.7 -350.00	14.37	3 1,500	1 500	29 14,500
12 Dec	1238.30	27.5 ₹ 13,750	6.35 3175.00	15.72	10 5,000	5 2,500	28 14,000
11 Dec	1215.00	21.15 ₹ 10,575	1.15 575.00	16.45	3 1,500	0 0	22 11,000
10 Dec	1209.30	20 ₹ 10,000	-5 -2500.00	-	0 0	0 0	22 11,000
9 Dec	1215.80	20 ₹ 10,000	-5 -2500.00	15.78	10 5,000	8 4,000	20 10,000
8 Dec	1214.80	25 ₹ 12,500	-9.7 -4850.00	18.39	6 3,000	2 1,000	12 6,000
5 Dec	1246.90	34.7 ₹ 17,350	0.65 325.00	14.11	4 2,000	1 500	9 4,500
4 Dec	1242.40	34.05 ₹ 17,025	-28.4 -14200.00	14.60	9 4,500	8 4,000	8 4,000
3 Dec	1241.90	62.45 ₹ 31,225	0 0.00	-	0 0	0 0	0 0
2 Dec	1258.90	62.45 ₹ 31,225	0 0.00	-	0 0	0 0	0 0
1 Dec	1260.60	62.45 ₹ 31,225	0 0.00	-	0 0	0 0	0 0
28 Nov	1261.10	62.45 ₹ 31,225	0 0.00	-	0 0	0 0	0 0
27 Nov	1266.40	62.45 ₹ 31,225	0 0.00	-	0 0	0 0	0 0
26 Nov	1276.80	62.45 ₹ 31,225	0 0.00	-	0 0	0 0	0 0

For Nestle India Limited - strike price 1250 expiring on 27JAN2026

Delta for 1250 CE is 0.67

Historical price for 1250 CE is as follows

On 24 Dec NESTLEIND was trading at 1259.70. The strike last trading price was 33.1, which was -0.5 lower than the previous day. The implied volatity was 13.64, the open interest changed by -1 which decreased total open position to 40

On 23 Dec NESTLEIND was trading at 1256.50. The strike last trading price was 32, which was -2.4 lower than the previous day. The implied volatity was 15.22, the open interest changed by 4 which increased total open position to 40

On 22 Dec NESTLEIND was trading at 1257.20. The strike last trading price was 34, which was 9 higher than the previous day. The implied volatity was 14.65, the open interest changed by 10 which increased total open position to 36

On 19 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 25, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26

On 18 Dec NESTLEIND was trading at 1233.50. The strike last trading price was 25, which was -7 lower than the previous day. The implied volatity was 17.00, the open interest changed by 0 which decreased total open position to 26

On 17 Dec NESTLEIND was trading at 1234.60. The strike last trading price was 32, which was -0.5 lower than the previous day. The implied volatity was 20.60, the open interest changed by 0 which decreased total open position to 27

On 16 Dec NESTLEIND was trading at 1240.60. The strike last trading price was 32.5, which was 5.7 higher than the previous day. The implied volatity was 18.54, the open interest changed by -3 which decreased total open position to 26

On 15 Dec NESTLEIND was trading at 1243.50. The strike last trading price was 26.8, which was -0.7 lower than the previous day. The implied volatity was 14.37, the open interest changed by 1 which increased total open position to 29

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 27.5, which was 6.35 higher than the previous day. The implied volatity was 15.72, the open interest changed by 5 which increased total open position to 28

On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 21.15, which was 1.15 higher than the previous day. The implied volatity was 16.45, the open interest changed by 0 which decreased total open position to 22

On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 20, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22

On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 20, which was -5 lower than the previous day. The implied volatity was 15.78, the open interest changed by 8 which increased total open position to 20

On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 25, which was -9.7 lower than the previous day. The implied volatity was 18.39, the open interest changed by 2 which increased total open position to 12

On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 34.7, which was 0.65 higher than the previous day. The implied volatity was 14.11, the open interest changed by 1 which increased total open position to 9

On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 34.05, which was -28.4 lower than the previous day. The implied volatity was 14.60, the open interest changed by 8 which increased total open position to 8

On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 62.45, 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 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 62.45, 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 62.45, 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 62.45, 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 62.45, 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 62.45, 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 27JAN2026 1250 PE
Delta: -0.36 Vega: 1.44 Theta: -0.24 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	1259.70	17.3 ₹ 8,650	-0.7 -350.00	17.49	44 22,000	11 5,500	39 19,500
23 Dec	1256.50	18 ₹ 9,000	-1.7 -850.00	16.25	17 8,500	2 1,000	26 13,000
22 Dec	1257.20	19.25 ₹ 9,625	-6.75 -3375.00	17.89	27 13,500	14 7,000	24 12,000
19 Dec	1244.40	26 ₹ 13,000	-3 -1500.00	17.96	9 4,500	7 3,500	8 4,000
18 Dec	1233.50	29 ₹ 14,500	-7.2 -3600.00	16.03	1 500	0 0	0 0
17 Dec	1234.60	36.2 ₹ 18,100	0 0.00	-	0 0	0 0	0 0
16 Dec	1240.60	36.2 ₹ 18,100	0 0.00	0.23	0 0	0 0	0 0
15 Dec	1243.50	36.2 ₹ 18,100	0 0.00	0.55	0 0	0 0	0 0
12 Dec	1238.30	36.2 ₹ 18,100	0 0.00	-	0 0	0 0	0 0
11 Dec	1215.00	36.2 ₹ 18,100	0 0.00	-	0 0	0 0	0 0
10 Dec	1209.30	36.2 ₹ 18,100	0 0.00	-	0 0	0 0	0 0
9 Dec	1215.80	36.2 ₹ 18,100	0 0.00	-	0 0	0 0	0 0
8 Dec	1214.80	36.2 ₹ 18,100	0 0.00	-	0 0	0 0	0 0
5 Dec	1246.90	36.2 ₹ 18,100	0 0.00	0.95	0 0	0 0	0 0
4 Dec	1242.40	36.2 ₹ 18,100	0 0.00	0.78	0 0	0 0	0 0
3 Dec	1241.90	36.2 ₹ 18,100	0 0.00	0.64	0 0	0 0	0 0
2 Dec	1258.90	36.2 ₹ 18,100	0 0.00	1.62	0 0	0 0	0 0
1 Dec	1260.60	36.2 ₹ 18,100	0 0.00	1.70	0 0	0 0	0 0
28 Nov	1261.10	36.2 ₹ 18,100	0 0.00	1.72	0 0	0 0	0 0
27 Nov	1266.40	36.2 ₹ 18,100	0 0.00	2.01	0 0	0 0	0 0
26 Nov	1276.80	36.2 ₹ 18,100	0 0.00	2.50	0 0	0 0	0 0

For Nestle India Limited - strike price 1250 expiring on 27JAN2026

Delta for 1250 PE is -0.36

Historical price for 1250 PE is as follows

On 24 Dec NESTLEIND was trading at 1259.70. The strike last trading price was 17.3, which was -0.7 lower than the previous day. The implied volatity was 17.49, the open interest changed by 11 which increased total open position to 39

On 23 Dec NESTLEIND was trading at 1256.50. The strike last trading price was 18, which was -1.7 lower than the previous day. The implied volatity was 16.25, the open interest changed by 2 which increased total open position to 26

On 22 Dec NESTLEIND was trading at 1257.20. The strike last trading price was 19.25, which was -6.75 lower than the previous day. The implied volatity was 17.89, the open interest changed by 14 which increased total open position to 24

On 19 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 26, which was -3 lower than the previous day. The implied volatity was 17.96, the open interest changed by 7 which increased total open position to 8

On 18 Dec NESTLEIND was trading at 1233.50. The strike last trading price was 29, which was -7.2 lower than the previous day. The implied volatity was 16.03, 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 36.2, 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 16 Dec NESTLEIND was trading at 1240.60. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 0.23, 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 36.2, which was 0 lower than the previous day. The implied volatity was 0.55, 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 36.2, 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 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 36.2, 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 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 36.2, 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 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 36.2, 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 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 36.2, 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 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 0.95, 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 36.2, which was 0 lower than the previous day. The implied volatity was 0.78, 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 36.2, which was 0 lower than the previous day. The implied volatity was 0.64, 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 36.2, which was 0 lower than the previous day. The implied volatity was 1.62, 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 36.2, which was 0 lower than the previous day. The implied volatity was 1.70, 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 36.2, which was 0 lower than the previous day. The implied volatity was 1.72, 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 36.2, which was 0 lower than the previous day. The implied volatity was 2.01, 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 36.2, 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

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