NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
06 Mar 2026 04:10 PM IST
| NESTLEIND 30-MAR-2026 1270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 1.29
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 1252.40 | 22 | 2.8 | 18.5 | 267 | -14 | 531 | |||||||||
| 5 Mar | 1250.90 | 18.5 | -1.85 | 19.27 | 175 | -10 | 545 | |||||||||
| 4 Mar | 1245.30 | 20 | -15.4 | 20.46 | 772 | 520 | 554 | |||||||||
| 2 Mar | 1279.70 | 35.5 | -21.5 | 18.77 | 85 | 28 | 32 | |||||||||
| 27 Feb | 1291.70 | 57 | 2.5 | - | 0 | 0 | 4 | |||||||||
| 26 Feb | 1318.00 | 57 | 2.5 | - | 0 | 0 | 4 | |||||||||
| 25 Feb | 1323.40 | 57 | 2.5 | - | 0 | 0 | 4 | |||||||||
| 24 Feb | 1320.00 | 57 | 2.5 | - | 0 | 0 | 4 | |||||||||
| 23 Feb | 1315.10 | 57 | 2.5 | 8.96 | 2 | 0 | 2 | |||||||||
| 20 Feb | 1293.80 | 54.5 | 14.6 | 19.16 | 2 | 1 | 2 | |||||||||
| 19 Feb | 1278.50 | 39.9 | -34.3 | 17.13 | 1 | 0 | 0 | |||||||||
| 18 Feb | 1300.90 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1285.30 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1289.80 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1282.60 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1305.50 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1305.30 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1308.60 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1295.60 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1303.30 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1303.50 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1303.20 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Feb | 1308.00 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1308.30 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1282.50 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1332.40 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1287.90 | 74.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1292.40 | 74.2 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1270 expiring on 30MAR2026
Delta for 1270 CE is 0.48
Historical price for 1270 CE is as follows
On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 22, which was 2.8 higher than the previous day. The implied volatity was 18.5, the open interest changed by -14 which decreased total open position to 531
On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 18.5, which was -1.85 lower than the previous day. The implied volatity was 19.27, the open interest changed by -10 which decreased total open position to 545
On 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 20, which was -15.4 lower than the previous day. The implied volatity was 20.46, the open interest changed by 520 which increased total open position to 554
On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 35.5, which was -21.5 lower than the previous day. The implied volatity was 18.77, the open interest changed by 28 which increased total open position to 32
On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 57, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 57, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 57, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 57, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 57, which was 2.5 higher than the previous day. The implied volatity was 8.96, the open interest changed by 0 which decreased total open position to 2
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 54.5, which was 14.6 higher than the previous day. The implied volatity was 19.16, the open interest changed by 1 which increased total open position to 2
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 39.9, which was -34.3 lower than the previous day. The implied volatity was 17.13, the open interest changed by 0 which decreased total open position to 0
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 74.2, 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 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 74.2, 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 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 74.2, 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 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 74.2, 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 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 74.2, 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 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 74.2, 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 28 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 74.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 30MAR2026 1270 PE | |||||||
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Delta: -0.5
Vega: 1.29
Theta: -0.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 1252.40 | 36.9 | 2.75 | 27.15 | 35 | -10 | 92 |
| 5 Mar | 1250.90 | 34.45 | -5.25 | 20.15 | 239 | -67 | 103 |
| 4 Mar | 1245.30 | 39.85 | 17.2 | 23.35 | 114 | -7 | 170 |
| 2 Mar | 1279.70 | 22.25 | 6.45 | 21.31 | 396 | 86 | 177 |
| 27 Feb | 1291.70 | 15.85 | 5.65 | 19.8 | 114 | 0 | 91 |
| 26 Feb | 1318.00 | 10.2 | 1.15 | 20.62 | 25 | 19 | 91 |
| 25 Feb | 1323.40 | 9 | -1.25 | 20.04 | 124 | 34 | 74 |
| 24 Feb | 1320.00 | 10 | -2.25 | 19.97 | 61 | 25 | 40 |
| 23 Feb | 1315.10 | 12.7 | -3.8 | 21.13 | 11 | 5 | 15 |
| 20 Feb | 1293.80 | 16.5 | -7.25 | 19.61 | 3 | 2 | 10 |
| 19 Feb | 1278.50 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 18 Feb | 1300.90 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 17 Feb | 1285.30 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 16 Feb | 1289.80 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 13 Feb | 1282.60 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 12 Feb | 1305.50 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 11 Feb | 1305.30 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 10 Feb | 1308.60 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 9 Feb | 1295.60 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 6 Feb | 1303.30 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 5 Feb | 1303.50 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 4 Feb | 1303.20 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 3 Feb | 1308.00 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 2 Feb | 1308.30 | 23.75 | 0.9 | - | 0 | 0 | 8 |
| 1 Feb | 1282.50 | 23.75 | 0.9 | 16.64 | 6 | 0 | 2 |
| 30 Jan | 1332.40 | 22.85 | -4.75 | 26.37 | 2 | 0 | 0 |
| 29 Jan | 1287.90 | 27.6 | 0 | 2.04 | 0 | 0 | 0 |
| 28 Jan | 1292.40 | 27.6 | 0 | 2.28 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1270 expiring on 30MAR2026
Delta for 1270 PE is -0.5
Historical price for 1270 PE is as follows
On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 36.9, which was 2.75 higher than the previous day. The implied volatity was 27.15, the open interest changed by -10 which decreased total open position to 92
On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 34.45, which was -5.25 lower than the previous day. The implied volatity was 20.15, the open interest changed by -67 which decreased total open position to 103
On 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 39.85, which was 17.2 higher than the previous day. The implied volatity was 23.35, the open interest changed by -7 which decreased total open position to 170
On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 22.25, which was 6.45 higher than the previous day. The implied volatity was 21.31, the open interest changed by 86 which increased total open position to 177
On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 15.85, which was 5.65 higher than the previous day. The implied volatity was 19.8, the open interest changed by 0 which decreased total open position to 91
On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 10.2, which was 1.15 higher than the previous day. The implied volatity was 20.62, the open interest changed by 19 which increased total open position to 91
On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 9, which was -1.25 lower than the previous day. The implied volatity was 20.04, the open interest changed by 34 which increased total open position to 74
On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 10, which was -2.25 lower than the previous day. The implied volatity was 19.97, the open interest changed by 25 which increased total open position to 40
On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 12.7, which was -3.8 lower than the previous day. The implied volatity was 21.13, the open interest changed by 5 which increased total open position to 15
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 16.5, which was -7.25 lower than the previous day. The implied volatity was 19.61, the open interest changed by 2 which increased total open position to 10
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 23.75, which was 0.9 higher than the previous day. The implied volatity was 16.64, the open interest changed by 0 which decreased total open position to 2
On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 22.85, which was -4.75 lower than the previous day. The implied volatity was 26.37, 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 27.6, which was 0 lower than the previous day. The implied volatity was 2.04, 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 27.6, 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
