NESTLEIND

Nestle India Limited

1215.8 +1.00 (0.08%)

L: 1207.3 H: 1221.5

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Historical option data for NESTLEIND
09 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 1250 CE
Delta: 0.28 Vega: 0.99 Theta: -0.46 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1215.80	7.8 ₹ 3,900	-1.55 -775.00	15.43	431 2,15,500	2 1,000	800 4,00,000
8 Dec	1214.80	9.15 ₹ 4,575	-13.65 -6825.00	16.58	1,644 8,22,000	525 2,62,500	804 4,02,000
5 Dec	1246.90	21.6 ₹ 10,800	0.15 75.00	14.44	685 3,42,500	28 14,000	275 1,37,500
4 Dec	1242.40	21.6 ₹ 10,800	-1 -500.00	16.40	395 1,97,500	43 21,500	245 1,22,500
3 Dec	1241.90	21.45 ₹ 10,725	-11.7 -5850.00	15.78	656 3,28,000	129 64,500	200 1,00,000
2 Dec	1258.90	33.05 ₹ 16,525	-0.45 -225.00	16.78	104 52,000	10 5,000	74 37,000
1 Dec	1260.60	33.15 ₹ 16,575	-1.95 -975.00	16.92	132 66,000	18 9,000	64 32,000
28 Nov	1261.10	35.1 ₹ 17,550	-5 -2500.00	14.73	35 17,500	11 5,500	46 23,000
27 Nov	1266.40	39.8 ₹ 19,900	-6.8 -3400.00	14.75	23 11,500	-1 -500	35 17,500
26 Nov	1276.80	46.25 ₹ 23,125	7.05 3525.00	15.70	28 14,000	3 1,500	36 18,000
25 Nov	1263.20	39.2 ₹ 19,600	-2.9 -1450.00	16.03	59 29,500	14 7,000	31 15,500
24 Nov	1269.20	42.1 ₹ 21,050	-9.9 -4950.00	15.54	1 500	0 0	16 8,000
21 Nov	1280.70	52 ₹ 26,000	-1 -500.00	16.25	4 2,000	1 500	16 8,000
20 Nov	1279.20	53 ₹ 26,500	0 0.00	16.44	10 5,000	-1 -500	14 7,000
19 Nov	1279.00	53 ₹ 26,500	6 3000.00	15.01	15 7,500	12 6,000	14 7,000
18 Nov	1265.10	47 ₹ 23,500	-22.2 -11100.00	17.80	2 1,000	0 0	0 0
17 Nov	1270.30	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0

14 Nov	1271.60	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
13 Nov	1275.20	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
12 Nov	1278.20	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
11 Nov	1268.10	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
10 Nov	1262.90	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
7 Nov	1262.70	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
6 Nov	1266.10	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
4 Nov	1265.00	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
3 Nov	1266.70	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
31 Oct	1271.60	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
30 Oct	1279.90	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0
29 Oct	1273.00	69.2 ₹ 34,600	0 0.00	-	0 0	0 0	0 0

For Nestle India Limited - strike price 1250 expiring on 30DEC2025

Delta for 1250 CE is 0.28

Historical price for 1250 CE is as follows

On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 7.8, which was -1.55 lower than the previous day. The implied volatity was 15.43, the open interest changed by 2 which increased total open position to 800

On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 9.15, which was -13.65 lower than the previous day. The implied volatity was 16.58, the open interest changed by 525 which increased total open position to 804

On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 21.6, which was 0.15 higher than the previous day. The implied volatity was 14.44, the open interest changed by 28 which increased total open position to 275

On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 21.6, which was -1 lower than the previous day. The implied volatity was 16.40, the open interest changed by 43 which increased total open position to 245

On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 21.45, which was -11.7 lower than the previous day. The implied volatity was 15.78, the open interest changed by 129 which increased total open position to 200

On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 33.05, which was -0.45 lower than the previous day. The implied volatity was 16.78, the open interest changed by 10 which increased total open position to 74

On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 33.15, which was -1.95 lower than the previous day. The implied volatity was 16.92, the open interest changed by 18 which increased total open position to 64

On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 35.1, which was -5 lower than the previous day. The implied volatity was 14.73, the open interest changed by 11 which increased total open position to 46

On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 39.8, which was -6.8 lower than the previous day. The implied volatity was 14.75, the open interest changed by -1 which decreased total open position to 35

On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 46.25, which was 7.05 higher than the previous day. The implied volatity was 15.70, the open interest changed by 3 which increased total open position to 36

On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 39.2, which was -2.9 lower than the previous day. The implied volatity was 16.03, the open interest changed by 14 which increased total open position to 31

On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 42.1, which was -9.9 lower than the previous day. The implied volatity was 15.54, the open interest changed by 0 which decreased total open position to 16

On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 52, which was -1 lower than the previous day. The implied volatity was 16.25, the open interest changed by 1 which increased total open position to 16

On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 53, which was 0 lower than the previous day. The implied volatity was 16.44, the open interest changed by -1 which decreased total open position to 14

On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 53, which was 6 higher than the previous day. The implied volatity was 15.01, the open interest changed by 12 which increased total open position to 14

On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 47, which was -22.2 lower than the previous day. The implied volatity was 17.80, 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 69.2, 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 69.2, 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 69.2, 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 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 30 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 69.2, 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 29 Oct NESTLEIND was trading at 1273.00. The strike last trading price was 69.2, 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

NESTLEIND 30DEC2025 1250 PE
Delta: -0.67 Vega: 1.05 Theta: -0.26 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1215.80	38.8 ₹ 19,400	0.55 275.00	19.50	45 22,500	-13 -6,500	237 1,18,500
8 Dec	1214.80	39.25 ₹ 19,625	20.5 10250.00	19.06	305 1,52,500	-100 -50,000	255 1,27,500
5 Dec	1246.90	19.15 ₹ 9,575	-2.8 -1400.00	16.75	164 82,000	9 4,500	356 1,78,000
4 Dec	1242.40	21.4 ₹ 10,700	-1.8 -900.00	16.15	191 95,500	4 2,000	348 1,74,000
3 Dec	1241.90	24.3 ₹ 12,150	8.75 4375.00	18.20	774 3,87,000	41 20,500	341 1,70,500
2 Dec	1258.90	15.4 ₹ 7,700	-0.9 -450.00	16.78	137 68,500	8 4,000	299 1,49,500
1 Dec	1260.60	16.45 ₹ 8,225	0.35 175.00	17.06	337 1,68,500	32 16,000	289 1,44,500
28 Nov	1261.10	15.75 ₹ 7,875	1.55 775.00	17.33	98 49,000	23 11,500	256 1,28,000
27 Nov	1266.40	13.8 ₹ 6,900	1.95 975.00	17.19	178 89,000	4 2,000	233 1,16,500
26 Nov	1276.80	12.1 ₹ 6,050	-4.45 -2225.00	17.19	285 1,42,500	76 38,000	229 1,14,500
25 Nov	1263.20	16.05 ₹ 8,025	0.4 200.00	17.27	553 2,76,500	53 26,500	155 77,500
24 Nov	1269.20	16.95 ₹ 8,475	4.1 2050.00	18.78	61 30,500	13 6,500	96 48,000
21 Nov	1280.70	13.35 ₹ 6,675	0.1 50.00	17.94	81 40,500	18 9,000	81 40,500
20 Nov	1279.20	13.25 ₹ 6,625	-0.8 -400.00	17.78	74 37,000	22 11,000	62 31,000
19 Nov	1279.00	14.1 ₹ 7,050	-5.9 -2950.00	18.59	50 25,000	19 9,500	40 20,000
18 Nov	1265.10	20 ₹ 10,000	0.75 375.00	19.26	12 6,000	3 1,500	21 10,500
17 Nov	1270.30	19.25 ₹ 9,625	-0.9 -450.00	19.70	13 6,500	7 3,500	17 8,500
14 Nov	1271.60	20.15 ₹ 10,075	2 1000.00	19.76	2 1,000	0 0	11 5,500
13 Nov	1275.20	18.55 ₹ 9,275	1.45 725.00	19.58	10 5,000	0 0	12 6,000
12 Nov	1278.20	17.1 ₹ 8,550	-3.35 -1675.00	18.98	9 4,500	5 2,500	13 6,500
11 Nov	1268.10	20.45 ₹ 10,225	-1.55 -775.00	-	0 0	1 500	0 0
10 Nov	1262.90	20.45 ₹ 10,225	-1.55 -775.00	17.89	1 500	0 0	7 3,500
7 Nov	1262.70	22 ₹ 11,000	1 500.00	-	0 0	0 0	0 0
6 Nov	1266.10	22 ₹ 11,000	1 500.00	-	0 0	0 0	0 0
4 Nov	1265.00	22 ₹ 11,000	1 500.00	-	0 0	0 0	0 0
3 Nov	1266.70	22 ₹ 11,000	1 500.00	-	0 0	0 0	0 0
31 Oct	1271.60	22 ₹ 11,000	1 500.00	-	1 500	0 0	7 3,500
30 Oct	1279.90	21 ₹ 10,500	-0.2 -100.00	20.30	4 2,000	3 1,500	6 3,000
29 Oct	1273.00	21.2 ₹ 10,600	-13.9 -6950.00	19.48	3 1,500	2 1,000	2 1,000

For Nestle India Limited - strike price 1250 expiring on 30DEC2025

Delta for 1250 PE is -0.67

Historical price for 1250 PE is as follows

On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 38.8, which was 0.55 higher than the previous day. The implied volatity was 19.50, the open interest changed by -13 which decreased total open position to 237

On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 39.25, which was 20.5 higher than the previous day. The implied volatity was 19.06, the open interest changed by -100 which decreased total open position to 255

On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 19.15, which was -2.8 lower than the previous day. The implied volatity was 16.75, the open interest changed by 9 which increased total open position to 356

On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 21.4, which was -1.8 lower than the previous day. The implied volatity was 16.15, the open interest changed by 4 which increased total open position to 348

On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 24.3, which was 8.75 higher than the previous day. The implied volatity was 18.20, the open interest changed by 41 which increased total open position to 341

On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 15.4, which was -0.9 lower than the previous day. The implied volatity was 16.78, the open interest changed by 8 which increased total open position to 299

On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 16.45, which was 0.35 higher than the previous day. The implied volatity was 17.06, the open interest changed by 32 which increased total open position to 289

On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 15.75, which was 1.55 higher than the previous day. The implied volatity was 17.33, the open interest changed by 23 which increased total open position to 256

On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 13.8, which was 1.95 higher than the previous day. The implied volatity was 17.19, the open interest changed by 4 which increased total open position to 233

On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 12.1, which was -4.45 lower than the previous day. The implied volatity was 17.19, the open interest changed by 76 which increased total open position to 229

On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 16.05, which was 0.4 higher than the previous day. The implied volatity was 17.27, the open interest changed by 53 which increased total open position to 155

On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 16.95, which was 4.1 higher than the previous day. The implied volatity was 18.78, the open interest changed by 13 which increased total open position to 96

On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 13.35, which was 0.1 higher than the previous day. The implied volatity was 17.94, the open interest changed by 18 which increased total open position to 81

On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 13.25, which was -0.8 lower than the previous day. The implied volatity was 17.78, the open interest changed by 22 which increased total open position to 62

On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 14.1, which was -5.9 lower than the previous day. The implied volatity was 18.59, the open interest changed by 19 which increased total open position to 40

On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 20, which was 0.75 higher than the previous day. The implied volatity was 19.26, the open interest changed by 3 which increased total open position to 21

On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 19.25, which was -0.9 lower than the previous day. The implied volatity was 19.70, the open interest changed by 7 which increased total open position to 17

On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 20.15, which was 2 higher than the previous day. The implied volatity was 19.76, the open interest changed by 0 which decreased total open position to 11

On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 18.55, which was 1.45 higher than the previous day. The implied volatity was 19.58, the open interest changed by 0 which decreased total open position to 12

On 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 17.1, which was -3.35 lower than the previous day. The implied volatity was 18.98, the open interest changed by 5 which increased total open position to 13

On 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 20.45, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 20.45, which was -1.55 lower than the previous day. The implied volatity was 17.89, the open interest changed by 0 which decreased total open position to 7

On 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 22, which was 1 higher 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 22, which was 1 higher 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 22, which was 1 higher 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 22, which was 1 higher 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 22, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 30 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 21, which was -0.2 lower than the previous day. The implied volatity was 20.30, the open interest changed by 3 which increased total open position to 6

On 29 Oct NESTLEIND was trading at 1273.00. The strike last trading price was 21.2, which was -13.9 lower than the previous day. The implied volatity was 19.48, the open interest changed by 2 which increased total open position to 2

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