NESTLEIND

Nestle India Limited

1246.9 +4.50 (0.36%)

L: 1234.2 H: 1249

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Historical option data for NESTLEIND
05 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 1270 CE
Delta: 0.40 Vega: 1.26 Theta: -0.52 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	1246.90	13.9 ₹ 6,950	0.15 75.00	15.51	307 1,53,500	-4 -2,000	577 2,88,500
4 Dec	1242.40	13.55 ₹ 6,775	-1.5 -750.00	16.61	233 1,16,500	0 0	579 2,89,500
3 Dec	1241.90	14.1 ₹ 7,050	-8.85 -4425.00	16.58	525 2,62,500	54 27,000	580 2,90,000
2 Dec	1258.90	22.55 ₹ 11,275	-0.85 -425.00	16.99	276 1,38,000	4 2,000	529 2,64,500
1 Dec	1260.60	23.05 ₹ 11,525	-1.55 -775.00	17.31	489 2,44,500	37 18,500	524 2,62,000
28 Nov	1261.10	24.75 ₹ 12,375	-3.85 -1925.00	15.57	702 3,51,000	306 1,53,000	497 2,48,500
27 Nov	1266.40	28.7 ₹ 14,350	-5.55 -2775.00	15.63	298 1,49,000	79 39,500	191 95,500
26 Nov	1276.80	33.25 ₹ 16,625	6.7 3350.00	15.73	265 1,32,500	2 1,000	112 56,000
25 Nov	1263.20	27.05 ₹ 13,525	-2.55 -1275.00	15.67	185 92,500	50 25,000	108 54,000
24 Nov	1269.20	28.95 ₹ 14,475	-7.75 -3875.00	14.94	57 28,500	10 5,000	54 27,000
21 Nov	1280.70	36.7 ₹ 18,350	-2.6 -1300.00	14.93	14 7,000	-5 -2,500	45 22,500
20 Nov	1279.20	39.8 ₹ 19,900	-0.65 -325.00	16.44	68 34,000	2 1,000	49 24,500
19 Nov	1279.00	41 ₹ 20,500	4.9 2450.00	16.10	105 52,500	23 11,500	49 24,500
18 Nov	1265.10	36.1 ₹ 18,050	-2.6 -1300.00	18.24	19 9,500	5 2,500	26 13,000
17 Nov	1270.30	38.7 ₹ 19,350	0.3 150.00	17.76	3 1,500	2 1,000	20 10,000
14 Nov	1271.60	38.4 ₹ 19,200	-6.2 -3100.00	16.76	9 4,500	4 2,000	16 8,000

13 Nov	1275.20	44.6 ₹ 22,300	-1.6 -800.00	18.35	1 500	0 0	11 5,500
12 Nov	1278.20	46.2 ₹ 23,100	6.8 3400.00	18.21	12 6,000	9 4,500	10 5,000
11 Nov	1268.10	39.4 ₹ 19,700	-4.35 -2175.00	17.03	1 500	0 0	1 500
10 Nov	1262.90	41.45 ₹ 20,725	-16.75 -8375.00	-	0 0	0 0	0 0
7 Nov	1262.70	41.45 ₹ 20,725	-16.75 -8375.00	-	0 0	1 500	0 0
6 Nov	1266.10	41.45 ₹ 20,725	-16.75 -8375.00	15.20	2 1,000	1 500	1 500
4 Nov	1265.00	58.2 ₹ 29,100	0 0.00	-	0 0	0 0	0 0
3 Nov	1266.70	58.2 ₹ 29,100	0 0.00	-	0 0	0 0	0 0
31 Oct	1271.60	58.2 ₹ 29,100	0 0.00	-	0 0	0 0	0 0
30 Oct	1279.90	58.2 ₹ 29,100	0 0.00	-	0 0	0 0	0 0
29 Oct	1273.00	58.2 ₹ 29,100	0 0.00	-	0 0	0 0	0 0

For Nestle India Limited - strike price 1270 expiring on 30DEC2025

Delta for 1270 CE is 0.40

Historical price for 1270 CE is as follows

On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 13.9, which was 0.15 higher than the previous day. The implied volatity was 15.51, the open interest changed by -4 which decreased total open position to 577

On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 13.55, which was -1.5 lower than the previous day. The implied volatity was 16.61, the open interest changed by 0 which decreased total open position to 579

On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 14.1, which was -8.85 lower than the previous day. The implied volatity was 16.58, the open interest changed by 54 which increased total open position to 580

On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 22.55, which was -0.85 lower than the previous day. The implied volatity was 16.99, the open interest changed by 4 which increased total open position to 529

On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 23.05, which was -1.55 lower than the previous day. The implied volatity was 17.31, the open interest changed by 37 which increased total open position to 524

On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 24.75, which was -3.85 lower than the previous day. The implied volatity was 15.57, the open interest changed by 306 which increased total open position to 497

On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 28.7, which was -5.55 lower than the previous day. The implied volatity was 15.63, the open interest changed by 79 which increased total open position to 191

On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 33.25, which was 6.7 higher than the previous day. The implied volatity was 15.73, the open interest changed by 2 which increased total open position to 112

On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 27.05, which was -2.55 lower than the previous day. The implied volatity was 15.67, the open interest changed by 50 which increased total open position to 108

On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 28.95, which was -7.75 lower than the previous day. The implied volatity was 14.94, the open interest changed by 10 which increased total open position to 54

On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 36.7, which was -2.6 lower than the previous day. The implied volatity was 14.93, the open interest changed by -5 which decreased total open position to 45

On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 39.8, which was -0.65 lower than the previous day. The implied volatity was 16.44, the open interest changed by 2 which increased total open position to 49

On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 41, which was 4.9 higher than the previous day. The implied volatity was 16.10, the open interest changed by 23 which increased total open position to 49

On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 36.1, which was -2.6 lower than the previous day. The implied volatity was 18.24, the open interest changed by 5 which increased total open position to 26

On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 38.7, which was 0.3 higher than the previous day. The implied volatity was 17.76, the open interest changed by 2 which increased total open position to 20

On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 38.4, which was -6.2 lower than the previous day. The implied volatity was 16.76, the open interest changed by 4 which increased total open position to 16

On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 44.6, which was -1.6 lower than the previous day. The implied volatity was 18.35, the open interest changed by 0 which decreased total open position to 11

On 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 46.2, which was 6.8 higher than the previous day. The implied volatity was 18.21, the open interest changed by 9 which increased total open position to 10

On 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 39.4, which was -4.35 lower than the previous day. The implied volatity was 17.03, the open interest changed by 0 which decreased total open position to 1

On 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 41.45, which was -16.75 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 41.45, which was -16.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 6 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 41.45, which was -16.75 lower than the previous day. The implied volatity was 15.20, the open interest changed by 1 which increased total open position to 1

On 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 1270 PE
Delta: -0.59 Vega: 1.27 Theta: -0.23 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	1246.90	30.6 ₹ 15,300	-3.25 -1625.00	17.31	29 14,500	-16 -8,000	282 1,41,000
4 Dec	1242.40	34.15 ₹ 17,075	-1.2 -600.00	17.10	48 24,000	-25 -12,500	299 1,49,500
3 Dec	1241.90	36.8 ₹ 18,400	11.7 5850.00	19.11	71 35,500	-34 -17,000	323 1,61,500
2 Dec	1258.90	25.1 ₹ 12,550	-0.45 -225.00	17.24	33 16,500	-5 -2,500	357 1,78,500
1 Dec	1260.60	26.2 ₹ 13,100	1.05 525.00	17.45	138 69,000	31 15,500	361 1,80,500
28 Nov	1261.10	24.35 ₹ 12,175	1.6 800.00	17.37	381 1,90,500	103 51,500	329 1,64,500
27 Nov	1266.40	22.5 ₹ 11,250	3.85 1925.00	17.79	167 83,500	60 30,000	225 1,12,500
26 Nov	1276.80	19 ₹ 9,500	-6.35 -3175.00	17.09	286 1,43,000	79 39,500	165 82,500
25 Nov	1263.20	25 ₹ 12,500	1.9 950.00	17.65	125 62,500	6 3,000	85 42,500
24 Nov	1269.20	24 ₹ 12,000	4.8 2400.00	18.15	142 71,000	59 29,500	80 40,000
21 Nov	1280.70	19.2 ₹ 9,600	-1.7 -850.00	17.28	10 5,000	5 2,500	20 10,000
20 Nov	1279.20	20.9 ₹ 10,450	-0.1 -50.00	18.28	10 5,000	1 500	14 7,000
19 Nov	1279.00	21 ₹ 10,500	-22.9 -11450.00	18.64	20 10,000	13 6,500	13 6,500
18 Nov	1265.10	43.9 ₹ 21,950	0 0.00	0.70	0 0	0 0	0 0
17 Nov	1270.30	43.9 ₹ 21,950	0 0.00	1.07	0 0	0 0	0 0
14 Nov	1271.60	43.9 ₹ 21,950	0 0.00	1.08	0 0	0 0	0 0
13 Nov	1275.20	43.9 ₹ 21,950	0 0.00	1.25	0 0	0 0	0 0
12 Nov	1278.20	43.9 ₹ 21,950	0 0.00	1.46	0 0	0 0	0 0
11 Nov	1268.10	43.9 ₹ 21,950	0 0.00	1.01	0 0	0 0	0 0
10 Nov	1262.90	43.9 ₹ 21,950	0 0.00	0.62	0 0	0 0	0 0
7 Nov	1262.70	43.9 ₹ 21,950	0 0.00	0.72	0 0	0 0	0 0
6 Nov	1266.10	43.9 ₹ 21,950	0 0.00	1.27	0 0	0 0	0 0
4 Nov	1265.00	43.9 ₹ 21,950	0 0.00	1.00	0 0	0 0	0 0
3 Nov	1266.70	43.9 ₹ 21,950	0 0.00	1.07	0 0	0 0	0 0
31 Oct	1271.60	43.9 ₹ 21,950	0 0.00	-	0 0	0 0	0 0
30 Oct	1279.90	43.9 ₹ 21,950	0 0.00	1.69	0 0	0 0	0 0
29 Oct	1273.00	43.9 ₹ 21,950	0 0.00	1.45	0 0	0 0	0 0

For Nestle India Limited - strike price 1270 expiring on 30DEC2025

Delta for 1270 PE is -0.59

Historical price for 1270 PE is as follows

On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 30.6, which was -3.25 lower than the previous day. The implied volatity was 17.31, the open interest changed by -16 which decreased total open position to 282

On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 34.15, which was -1.2 lower than the previous day. The implied volatity was 17.10, the open interest changed by -25 which decreased total open position to 299

On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 36.8, which was 11.7 higher than the previous day. The implied volatity was 19.11, the open interest changed by -34 which decreased total open position to 323

On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 25.1, which was -0.45 lower than the previous day. The implied volatity was 17.24, the open interest changed by -5 which decreased total open position to 357

On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 26.2, which was 1.05 higher than the previous day. The implied volatity was 17.45, the open interest changed by 31 which increased total open position to 361

On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 24.35, which was 1.6 higher than the previous day. The implied volatity was 17.37, the open interest changed by 103 which increased total open position to 329

On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 22.5, which was 3.85 higher than the previous day. The implied volatity was 17.79, the open interest changed by 60 which increased total open position to 225

On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 19, which was -6.35 lower than the previous day. The implied volatity was 17.09, the open interest changed by 79 which increased total open position to 165

On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 25, which was 1.9 higher than the previous day. The implied volatity was 17.65, the open interest changed by 6 which increased total open position to 85

On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 24, which was 4.8 higher than the previous day. The implied volatity was 18.15, the open interest changed by 59 which increased total open position to 80

On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 19.2, which was -1.7 lower than the previous day. The implied volatity was 17.28, the open interest changed by 5 which increased total open position to 20

On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 20.9, which was -0.1 lower than the previous day. The implied volatity was 18.28, the open interest changed by 1 which increased total open position to 14

On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 21, which was -22.9 lower than the previous day. The implied volatity was 18.64, the open interest changed by 13 which increased total open position to 13

On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 43.9, which was 0 lower than the previous day. The implied volatity was 0.70, 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 43.9, which was 0 lower than the previous day. The implied volatity was 1.07, 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 43.9, which was 0 lower than the previous day. The implied volatity was 1.08, 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 43.9, which was 0 lower than the previous day. The implied volatity was 1.25, 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 43.9, which was 0 lower than the previous day. The implied volatity was 1.46, 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 43.9, which was 0 lower than the previous day. The implied volatity was 1.01, 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 43.9, which was 0 lower than the previous day. The implied volatity was 0.62, 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 43.9, which was 0 lower than the previous day. The implied volatity was 0.72, 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 43.9, which was 0 lower than the previous day. The implied volatity was 1.27, 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 43.9, which was 0 lower than the previous day. The implied volatity was 1.00, 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 43.9, which was 0 lower than the previous day. The implied volatity was 1.07, 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 43.9, 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 43.9, which was 0 lower than the previous day. The implied volatity was 1.69, 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 43.9, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0

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