NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Mar 2026 04:10 PM IST
| NESTLEIND 30-MAR-2026 1250 CE | ||||||||||||||||
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Delta: 0.35
Vega: 1
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 1220.80 | 12.5 | -6.45 | 20.22 | 300 | -36 | 173 | |||||||||
| 11 Mar | 1233.70 | 17.8 | -4.8 | 21.28 | 130 | 10 | 209 | |||||||||
| 10 Mar | 1241.20 | 22 | -0.3 | 20.31 | 287 | 19 | 201 | |||||||||
| 9 Mar | 1235.80 | 21.8 | -10.1 | 20.78 | 366 | 92 | 182 | |||||||||
| 6 Mar | 1252.40 | 32.55 | 4.2 | 18.49 | 341 | -19 | 90 | |||||||||
| 5 Mar | 1250.90 | 27 | -3.1 | 18.79 | 521 | 34 | 107 | |||||||||
| 4 Mar | 1245.30 | 29.55 | -18.85 | 20.87 | 245 | 54 | 72 | |||||||||
| 2 Mar | 1279.70 | 48.4 | -9.65 | 18.81 | 15 | -1 | 19 | |||||||||
| 27 Feb | 1291.70 | 59.15 | -21.35 | 16.55 | 10 | 3 | 19 | |||||||||
| 26 Feb | 1318.00 | 80.5 | -1.5 | - | 0 | 0 | 16 | |||||||||
| 25 Feb | 1323.40 | 80.5 | -1.5 | 12.14 | 6 | -1 | 17 | |||||||||
| 24 Feb | 1320.00 | 82 | 12 | 14.5 | 1 | 0 | 17 | |||||||||
| 23 Feb | 1315.10 | 70 | 4.7 | 8.68 | 3 | 0 | 16 | |||||||||
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| 20 Feb | 1293.80 | 63 | -2 | 13.99 | 16 | 10 | 15 | |||||||||
| 19 Feb | 1278.50 | 65 | 5 | - | 0 | 0 | 5 | |||||||||
| 18 Feb | 1300.90 | 65 | 5 | 8.97 | 3 | 2 | 4 | |||||||||
| 17 Feb | 1285.30 | 60 | -27.4 | 16.42 | 2 | 0 | 0 | |||||||||
| 16 Feb | 1289.80 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1282.60 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1305.50 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1305.30 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1308.60 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1295.60 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1303.30 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1303.50 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1303.20 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1308.00 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1308.30 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1282.50 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1332.40 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1287.90 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1292.40 | 87.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1250 expiring on 30MAR2026
Delta for 1250 CE is 0.35
Historical price for 1250 CE is as follows
On 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 12.5, which was -6.45 lower than the previous day. The implied volatity was 20.22, the open interest changed by -36 which decreased total open position to 173
On 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 17.8, which was -4.8 lower than the previous day. The implied volatity was 21.28, the open interest changed by 10 which increased total open position to 209
On 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 22, which was -0.3 lower than the previous day. The implied volatity was 20.31, the open interest changed by 19 which increased total open position to 201
On 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 21.8, which was -10.1 lower than the previous day. The implied volatity was 20.78, the open interest changed by 92 which increased total open position to 182
On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 32.55, which was 4.2 higher than the previous day. The implied volatity was 18.49, the open interest changed by -19 which decreased total open position to 90
On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 27, which was -3.1 lower than the previous day. The implied volatity was 18.79, the open interest changed by 34 which increased total open position to 107
On 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 29.55, which was -18.85 lower than the previous day. The implied volatity was 20.87, the open interest changed by 54 which increased total open position to 72
On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 48.4, which was -9.65 lower than the previous day. The implied volatity was 18.81, the open interest changed by -1 which decreased total open position to 19
On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 59.15, which was -21.35 lower than the previous day. The implied volatity was 16.55, the open interest changed by 3 which increased total open position to 19
On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 80.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 80.5, which was -1.5 lower than the previous day. The implied volatity was 12.14, the open interest changed by -1 which decreased total open position to 17
On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 82, which was 12 higher than the previous day. The implied volatity was 14.5, the open interest changed by 0 which decreased total open position to 17
On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 70, which was 4.7 higher than the previous day. The implied volatity was 8.68, the open interest changed by 0 which decreased total open position to 16
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 63, which was -2 lower than the previous day. The implied volatity was 13.99, the open interest changed by 10 which increased total open position to 15
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 65, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 65, which was 5 higher than the previous day. The implied volatity was 8.97, the open interest changed by 2 which increased total open position to 4
On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 60, which was -27.4 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 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 87.4, 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 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 87.4, 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 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 87.4, 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 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 87.4, 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 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 87.4, 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 30MAR2026 1250 PE | |||||||
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Delta: -0.63
Vega: 1.03
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 1220.80 | 39.2 | 4 | 24 | 62 | -2 | 256 |
| 11 Mar | 1233.70 | 36.5 | 10.75 | 25.99 | 54 | -12 | 260 |
| 10 Mar | 1241.20 | 26.8 | -5.15 | 21.72 | 77 | 7 | 271 |
| 9 Mar | 1235.80 | 33.6 | 9.1 | 25.75 | 218 | -33 | 263 |
| 6 Mar | 1252.40 | 23 | 0.65 | 23.76 | 246 | -13 | 297 |
| 5 Mar | 1250.90 | 24.5 | -4.2 | 20.75 | 206 | -1 | 310 |
| 4 Mar | 1245.30 | 29.5 | 14.3 | 23.69 | 522 | 67 | 310 |
| 2 Mar | 1279.70 | 15.55 | 5.45 | 21.86 | 170 | -14 | 244 |
| 27 Feb | 1291.70 | 10.85 | 4.9 | 20.47 | 187 | 34 | 256 |
| 26 Feb | 1318.00 | 5.75 | -0.3 | 20 | 71 | 6 | 222 |
| 25 Feb | 1323.40 | 6 | -1.2 | 20.67 | 117 | 45 | 216 |
| 24 Feb | 1320.00 | 7 | -1.5 | 20.86 | 226 | 99 | 172 |
| 23 Feb | 1315.10 | 8.2 | -4.1 | 21.1 | 83 | 27 | 69 |
| 20 Feb | 1293.80 | 12.6 | -9.4 | 20.97 | 51 | 10 | 42 |
| 19 Feb | 1278.50 | 22 | 10.2 | 23.94 | 30 | 21 | 32 |
| 18 Feb | 1300.90 | 11.8 | -6.2 | 21.26 | 10 | 1 | 6 |
| 17 Feb | 1285.30 | 18 | 1.65 | 22.59 | 1 | 0 | 4 |
| 16 Feb | 1289.80 | 16.35 | -1.7 | 21.85 | 1 | 0 | 3 |
| 13 Feb | 1282.60 | 18.05 | 4.05 | 20.73 | 2 | 0 | 1 |
| 12 Feb | 1305.50 | 14 | -7 | - | 0 | 0 | 1 |
| 11 Feb | 1305.30 | 14 | -7 | 21.75 | 1 | 0 | 0 |
| 10 Feb | 1308.60 | 21 | 0 | 4.47 | 0 | 0 | 0 |
| 9 Feb | 1295.60 | 21 | 0 | 3.71 | 0 | 0 | 0 |
| 6 Feb | 1303.30 | 21 | 0 | 3.95 | 0 | 0 | 0 |
| 5 Feb | 1303.50 | 21 | 0 | 3.94 | 0 | 0 | 0 |
| 4 Feb | 1303.20 | 21 | 0 | 3.87 | 0 | 0 | 0 |
| 3 Feb | 1308.00 | 21 | 0 | 4.37 | 0 | 0 | 0 |
| 2 Feb | 1308.30 | 21 | 0 | 4.21 | 0 | 0 | 0 |
| 1 Feb | 1282.50 | 21 | 0 | 2.32 | 0 | 0 | 0 |
| 30 Jan | 1332.40 | 21 | 0 | 5.36 | 0 | 0 | 0 |
| 29 Jan | 1287.90 | 21 | 0 | 3.12 | 0 | 0 | 0 |
| 28 Jan | 1292.40 | 21 | 0 | 3.37 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1250 expiring on 30MAR2026
Delta for 1250 PE is -0.63
Historical price for 1250 PE is as follows
On 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 39.2, which was 4 higher than the previous day. The implied volatity was 24, the open interest changed by -2 which decreased total open position to 256
On 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 36.5, which was 10.75 higher than the previous day. The implied volatity was 25.99, the open interest changed by -12 which decreased total open position to 260
On 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 26.8, which was -5.15 lower than the previous day. The implied volatity was 21.72, the open interest changed by 7 which increased total open position to 271
On 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 33.6, which was 9.1 higher than the previous day. The implied volatity was 25.75, the open interest changed by -33 which decreased total open position to 263
On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 23, which was 0.65 higher than the previous day. The implied volatity was 23.76, the open interest changed by -13 which decreased total open position to 297
On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 24.5, which was -4.2 lower than the previous day. The implied volatity was 20.75, the open interest changed by -1 which decreased total open position to 310
On 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 29.5, which was 14.3 higher than the previous day. The implied volatity was 23.69, the open interest changed by 67 which increased total open position to 310
On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 15.55, which was 5.45 higher than the previous day. The implied volatity was 21.86, the open interest changed by -14 which decreased total open position to 244
On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 10.85, which was 4.9 higher than the previous day. The implied volatity was 20.47, the open interest changed by 34 which increased total open position to 256
On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 5.75, which was -0.3 lower than the previous day. The implied volatity was 20, the open interest changed by 6 which increased total open position to 222
On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 6, which was -1.2 lower than the previous day. The implied volatity was 20.67, the open interest changed by 45 which increased total open position to 216
On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 7, which was -1.5 lower than the previous day. The implied volatity was 20.86, the open interest changed by 99 which increased total open position to 172
On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 8.2, which was -4.1 lower than the previous day. The implied volatity was 21.1, the open interest changed by 27 which increased total open position to 69
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 12.6, which was -9.4 lower than the previous day. The implied volatity was 20.97, the open interest changed by 10 which increased total open position to 42
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 22, which was 10.2 higher than the previous day. The implied volatity was 23.94, the open interest changed by 21 which increased total open position to 32
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 11.8, which was -6.2 lower than the previous day. The implied volatity was 21.26, the open interest changed by 1 which increased total open position to 6
On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 18, which was 1.65 higher than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 4
On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 16.35, which was -1.7 lower than the previous day. The implied volatity was 21.85, the open interest changed by 0 which decreased total open position to 3
On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 18.05, which was 4.05 higher than the previous day. The implied volatity was 20.73, the open interest changed by 0 which decreased total open position to 1
On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 14, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 14, which was -7 lower than the previous day. The implied volatity was 21.75, the open interest changed by 0 which decreased total open position to 0
On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 4.47, the open interest changed by 0 which decreased total open position to 0
On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0
On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 3.12, 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 21, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
