[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1238.5 -3.90 (-0.31%)
L: 1234.2 H: 1245

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Historical option data for NESTLEIND

05 Dec 2025 02:45 PM IST
NESTLEIND 30-DEC-2025 1260 CE
Delta: 0.43
Vega: 1.28
Theta: -0.56
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1241.40 16.4 -0.95 16.18 419 48 470
4 Dec 1242.40 17.2 -1.35 16.48 345 36 422
3 Dec 1241.90 17.65 -10 16.34 900 64 385
2 Dec 1258.90 27.8 -0.45 17.13 479 83 323
1 Dec 1260.60 28.3 -1.4 17.49 655 116 240
28 Nov 1261.10 30 -4.1 15.45 270 55 124
27 Nov 1266.40 34.2 -6.6 15.41 99 -1 70
26 Nov 1276.80 39.55 7.55 15.79 164 -9 70
25 Nov 1263.20 32.75 -4.25 15.80 341 50 79
24 Nov 1269.20 36.95 -8.35 16.38 7 1 29
21 Nov 1280.70 45.3 -0.7 16.38 8 1 28
20 Nov 1279.20 46 -1 16.35 14 1 27
19 Nov 1279.00 47.95 7.8 16.41 41 -13 27
18 Nov 1265.10 39.7 -3.75 17.05 39 30 40
17 Nov 1270.30 43.45 2.45 17.09 4 1 10
14 Nov 1271.60 41 -4 - 0 0 0
13 Nov 1275.20 41 -4 - 0 0 0
12 Nov 1278.20 41 -4 - 0 1 0
11 Nov 1268.10 41 -4 14.60 1 0 8
10 Nov 1262.90 45 2.3 18.71 1 0 9
7 Nov 1262.70 42.7 -7.05 16.34 5 4 8
6 Nov 1266.10 50.05 6.75 16.55 3 0 1
4 Nov 1265.00 43.3 20.4 14.62 1 0 0
3 Nov 1266.70 22.9 0 - 0 0 0
31 Oct 1271.60 22.9 0 - 0 0 0
30 Oct 1279.90 22.9 0 - 0 0 0
29 Oct 1273.00 22.9 0 - 0 0 0
28 Oct 1271.00 22.9 0 - 0 0 0
21 Oct 1287.30 22.9 0 - 0 0 0
20 Oct 1285.40 22.9 0 - 0 0 0
17 Oct 1289.50 22.9 0 - 0 0 0
16 Oct 1276.60 22.9 0 - 0 0 0
15 Oct 1222.30 22.9 0 - 0 0 0
14 Oct 1175.50 22.9 0 - 0 0 0
13 Oct 1188.10 22.9 0 - 0 0 0
10 Oct 1199.50 22.9 0 1.74 0 0 0
9 Oct 1187.80 22.9 0 2.18 0 0 0
8 Oct 1180.50 22.9 0 2.69 0 0 0
7 Oct 1176.80 22.9 0 - 0 0 0
6 Oct 1181.70 0 0 - 0 0 0
3 Oct 1169.90 0 0 2.86 0 0 0


For Nestle India Limited - strike price 1260 expiring on 30DEC2025

Delta for 1260 CE is 0.43

Historical price for 1260 CE is as follows

On 5 Dec NESTLEIND was trading at 1241.40. The strike last trading price was 16.4, which was -0.95 lower than the previous day. The implied volatity was 16.18, the open interest changed by 48 which increased total open position to 470


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 17.2, which was -1.35 lower than the previous day. The implied volatity was 16.48, the open interest changed by 36 which increased total open position to 422


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 17.65, which was -10 lower than the previous day. The implied volatity was 16.34, the open interest changed by 64 which increased total open position to 385


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 27.8, which was -0.45 lower than the previous day. The implied volatity was 17.13, the open interest changed by 83 which increased total open position to 323


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 28.3, which was -1.4 lower than the previous day. The implied volatity was 17.49, the open interest changed by 116 which increased total open position to 240


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 30, which was -4.1 lower than the previous day. The implied volatity was 15.45, the open interest changed by 55 which increased total open position to 124


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 34.2, which was -6.6 lower than the previous day. The implied volatity was 15.41, the open interest changed by -1 which decreased total open position to 70


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 39.55, which was 7.55 higher than the previous day. The implied volatity was 15.79, the open interest changed by -9 which decreased total open position to 70


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 32.75, which was -4.25 lower than the previous day. The implied volatity was 15.80, the open interest changed by 50 which increased total open position to 79


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 36.95, which was -8.35 lower than the previous day. The implied volatity was 16.38, the open interest changed by 1 which increased total open position to 29


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 45.3, which was -0.7 lower than the previous day. The implied volatity was 16.38, the open interest changed by 1 which increased total open position to 28


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 46, which was -1 lower than the previous day. The implied volatity was 16.35, the open interest changed by 1 which increased total open position to 27


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 47.95, which was 7.8 higher than the previous day. The implied volatity was 16.41, the open interest changed by -13 which decreased total open position to 27


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 39.7, which was -3.75 lower than the previous day. The implied volatity was 17.05, the open interest changed by 30 which increased total open position to 40


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 43.45, which was 2.45 higher than the previous day. The implied volatity was 17.09, the open interest changed by 1 which increased total open position to 10


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 41, which was -4 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 41, which was -4 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 41, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 41, which was -4 lower than the previous day. The implied volatity was 14.60, the open interest changed by 0 which decreased total open position to 8


On 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 45, which was 2.3 higher than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 9


On 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 42.7, which was -7.05 lower than the previous day. The implied volatity was 16.34, the open interest changed by 4 which increased total open position to 8


On 6 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 50.05, which was 6.75 higher than the previous day. The implied volatity was 16.55, the open interest changed by 0 which decreased total open position to 1


On 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 43.3, which was 20.4 higher than the previous day. The implied volatity was 14.62, 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 22.9, 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 22.9, 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 22.9, 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 22.9, 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 Oct NESTLEIND was trading at 1271.00. The strike last trading price was 22.9, 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 Oct NESTLEIND was trading at 1287.30. The strike last trading price was 22.9, 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 20 Oct NESTLEIND was trading at 1285.40. The strike last trading price was 22.9, 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 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 22.9, 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 Oct NESTLEIND was trading at 1276.60. The strike last trading price was 22.9, 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 15 Oct NESTLEIND was trading at 1222.30. The strike last trading price was 22.9, 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 Oct NESTLEIND was trading at 1175.50. The strike last trading price was 22.9, 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 Oct NESTLEIND was trading at 1188.10. The strike last trading price was 22.9, 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 Oct NESTLEIND was trading at 1199.50. The strike last trading price was 22.9, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


On 9 Oct NESTLEIND was trading at 1187.80. The strike last trading price was 22.9, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 8 Oct NESTLEIND was trading at 1180.50. The strike last trading price was 22.9, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0


On 7 Oct NESTLEIND was trading at 1176.80. The strike last trading price was 22.9, 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 Oct NESTLEIND was trading at 1181.70. 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 3 Oct NESTLEIND was trading at 1169.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 30DEC2025 1260 PE
Delta: -0.57
Vega: 1.28
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1241.40 26.75 -0.55 16.42 68 -10 295
4 Dec 1242.40 27.45 -1.6 16.63 147 -32 305
3 Dec 1241.90 30 10 18.46 420 -27 333
2 Dec 1258.90 20 -0.5 17.08 225 19 360
1 Dec 1260.60 20.8 0.75 17.12 215 58 337
28 Nov 1261.10 19.35 1.55 17.07 256 78 281
27 Nov 1266.40 17.65 2.55 17.35 257 10 206
26 Nov 1276.80 15.35 -4.95 17.19 293 47 201
25 Nov 1263.20 19.5 4.3 16.98 666 117 160
24 Nov 1269.20 15.15 1.15 15.09 11 1 43
21 Nov 1280.70 14 -2.7 16.24 3 2 41
20 Nov 1279.20 16.7 -0.9 17.96 33 11 40
19 Nov 1279.00 17.7 -6.45 18.86 49 15 26
18 Nov 1265.10 24.15 0.05 19.40 3 2 11
17 Nov 1270.30 24.1 -3.4 20.39 2 -1 10
14 Nov 1271.60 27.5 2.3 - 0 0 0
13 Nov 1275.20 27.5 2.3 - 0 0 0
12 Nov 1278.20 27.5 2.3 - 0 1 0
11 Nov 1268.10 27.5 2.3 21.06 1 0 10
10 Nov 1262.90 25.2 -8.8 18.96 1 0 9
7 Nov 1262.70 34 4 - 0 0 0
6 Nov 1266.10 34 4 - 0 1 0
4 Nov 1265.00 34 4 23.34 1 0 8
3 Nov 1266.70 30 5.45 21.58 2 1 7
31 Oct 1271.60 24.55 -1.15 - 4 3 5
30 Oct 1279.90 25.7 -85.2 20.99 2 0 0
29 Oct 1273.00 110.9 0 1.94 0 0 0
28 Oct 1271.00 110.9 0 - 0 0 0
21 Oct 1287.30 110.9 0 - 0 0 0
20 Oct 1285.40 110.9 0 2.49 0 0 0
17 Oct 1289.50 110.9 0 - 0 0 0
16 Oct 1276.60 110.9 0 - 0 0 0
15 Oct 1222.30 110.9 0 - 0 0 0
14 Oct 1175.50 110.9 0 - 0 0 0
13 Oct 1188.10 110.9 0 - 0 0 0
10 Oct 1199.50 110.9 0 - 0 0 0
9 Oct 1187.80 0 0 - 0 0 0
8 Oct 1180.50 0 0 - 0 0 0
7 Oct 1176.80 0 0 - 0 0 0
6 Oct 1181.70 0 0 - 0 0 0
3 Oct 1169.90 0 0 - 0 0 0


For Nestle India Limited - strike price 1260 expiring on 30DEC2025

Delta for 1260 PE is -0.57

Historical price for 1260 PE is as follows

On 5 Dec NESTLEIND was trading at 1241.40. The strike last trading price was 26.75, which was -0.55 lower than the previous day. The implied volatity was 16.42, the open interest changed by -10 which decreased total open position to 295


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 27.45, which was -1.6 lower than the previous day. The implied volatity was 16.63, the open interest changed by -32 which decreased total open position to 305


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 30, which was 10 higher than the previous day. The implied volatity was 18.46, the open interest changed by -27 which decreased total open position to 333


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 20, which was -0.5 lower than the previous day. The implied volatity was 17.08, the open interest changed by 19 which increased total open position to 360


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 20.8, which was 0.75 higher than the previous day. The implied volatity was 17.12, the open interest changed by 58 which increased total open position to 337


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 19.35, which was 1.55 higher than the previous day. The implied volatity was 17.07, the open interest changed by 78 which increased total open position to 281


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 17.65, which was 2.55 higher than the previous day. The implied volatity was 17.35, the open interest changed by 10 which increased total open position to 206


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 15.35, which was -4.95 lower than the previous day. The implied volatity was 17.19, the open interest changed by 47 which increased total open position to 201


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 19.5, which was 4.3 higher than the previous day. The implied volatity was 16.98, the open interest changed by 117 which increased total open position to 160


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 15.15, which was 1.15 higher than the previous day. The implied volatity was 15.09, the open interest changed by 1 which increased total open position to 43


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 14, which was -2.7 lower than the previous day. The implied volatity was 16.24, the open interest changed by 2 which increased total open position to 41


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 16.7, which was -0.9 lower than the previous day. The implied volatity was 17.96, the open interest changed by 11 which increased total open position to 40


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 17.7, which was -6.45 lower than the previous day. The implied volatity was 18.86, the open interest changed by 15 which increased total open position to 26


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 24.15, which was 0.05 higher than the previous day. The implied volatity was 19.40, the open interest changed by 2 which increased total open position to 11


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 24.1, which was -3.4 lower than the previous day. The implied volatity was 20.39, the open interest changed by -1 which decreased total open position to 10


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 27.5, which was 2.3 higher 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 27.5, which was 2.3 higher 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 27.5, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 27.5, which was 2.3 higher than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 10


On 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 25.2, which was -8.8 lower than the previous day. The implied volatity was 18.96, the open interest changed by 0 which decreased total open position to 9


On 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 34, which was 4 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 34, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 34, which was 4 higher than the previous day. The implied volatity was 23.34, the open interest changed by 0 which decreased total open position to 8


On 3 Nov NESTLEIND was trading at 1266.70. The strike last trading price was 30, which was 5.45 higher than the previous day. The implied volatity was 21.58, the open interest changed by 1 which increased total open position to 7


On 31 Oct NESTLEIND was trading at 1271.60. The strike last trading price was 24.55, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5


On 30 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 25.7, which was -85.2 lower than the previous day. The implied volatity was 20.99, 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 110.9, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0


On 28 Oct NESTLEIND was trading at 1271.00. The strike last trading price was 110.9, 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 Oct NESTLEIND was trading at 1287.30. The strike last trading price was 110.9, 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 20 Oct NESTLEIND was trading at 1285.40. The strike last trading price was 110.9, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


On 17 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 110.9, 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 Oct NESTLEIND was trading at 1276.60. The strike last trading price was 110.9, 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 15 Oct NESTLEIND was trading at 1222.30. The strike last trading price was 110.9, 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 Oct NESTLEIND was trading at 1175.50. The strike last trading price was 110.9, 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 Oct NESTLEIND was trading at 1188.10. The strike last trading price was 110.9, 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 Oct NESTLEIND was trading at 1199.50. The strike last trading price was 110.9, 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 Oct NESTLEIND was trading at 1187.80. 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 8 Oct NESTLEIND was trading at 1180.50. 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 7 Oct NESTLEIND was trading at 1176.80. 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 6 Oct NESTLEIND was trading at 1181.70. 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 3 Oct NESTLEIND was trading at 1169.90. 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