[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1245.3 -34.40 (-2.69%)
L: 1240 H: 1270

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Historical option data for NESTLEIND

04 Mar 2026 04:10 PM IST
NESTLEIND 30-MAR-2026 1280 CE
Delta: 0.36
Vega: 1.25
Theta: -0.61
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 1245.30 16.3 -13.9 20.43 1,076 704 821
2 Mar 1279.70 30.5 -8.7 19.17 249 49 116
27 Feb 1291.70 37 -21.6 16.04 87 33 66
26 Feb 1318.00 58.6 2.6 - 0 0 33
25 Feb 1323.40 58.6 2.6 14.04 11 1 34
24 Feb 1320.00 56 0.35 14.27 6 1 33
23 Feb 1315.10 58 13.75 18.36 25 10 31
20 Feb 1293.80 43.05 7.95 15.89 53 -8 21
19 Feb 1278.50 34.5 -12 17.07 46 14 30
18 Feb 1300.90 46.5 4.5 14.46 25 3 17
17 Feb 1285.30 42 -19 17.83 6 2 11
16 Feb 1289.80 61 0 - 0 0 9
13 Feb 1282.60 61 0 - 0 0 9
12 Feb 1305.50 61 0 - 0 0 9
11 Feb 1305.30 61 0 - 0 0 9
10 Feb 1308.60 61 0 - 0 0 9
9 Feb 1295.60 61 0 - 0 0 9
6 Feb 1303.30 61 0 20.24 1 0 9
5 Feb 1303.50 61 8.6 - 0 0 9
4 Feb 1303.20 61 8.6 19.98 1 0 9
3 Feb 1308.00 52.4 -2.6 10.44 2 1 8
2 Feb 1308.30 55 -17.05 10.98 2 0 6
1 Feb 1282.50 72.05 23.95 - 0 0 6
30 Jan 1332.40 72.05 23.95 7.27 6 2 3
29 Jan 1287.90 48.1 -15.4 15.97 1 0 0
28 Jan 1292.40 63.5 0 - 0 0 0
27 Jan 1303.30 63.5 0 - 0 0 0
23 Jan 1293.80 63.5 0 - 0 0 0
22 Jan 1306.00 63.5 0 - 0 0 0
21 Jan 1283.20 63.5 0 - 0 0 0
20 Jan 1295.70 - - - 0 0 0
19 Jan 1315.60 - - - 0 0 0
16 Jan 1315.90 - - - 0 0 0
14 Jan 1307.10 63.5 0 - 0 0 0
13 Jan 1318.70 63.5 0 - 0 0 0
12 Jan 1312.40 - - - 0 0 0
9 Jan 1299.10 - - - 0 0 0
8 Jan 1306.90 - - - 0 0 0
7 Jan 1314.80 - - - 0 0 0
6 Jan 1319.90 - - - 0 0 0
5 Jan 1314.60 63.5 - - 0 0 0
2 Jan 1279.70 63.5 0 - 0 0 0
1 Jan 1295.00 63.5 0 - 0 0 0
31 Dec 1288.00 63.5 0 - 0 0 0


For Nestle India Limited - strike price 1280 expiring on 30MAR2026

Delta for 1280 CE is 0.36

Historical price for 1280 CE is as follows

On 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 16.3, which was -13.9 lower than the previous day. The implied volatity was 20.43, the open interest changed by 704 which increased total open position to 821


On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 30.5, which was -8.7 lower than the previous day. The implied volatity was 19.17, the open interest changed by 49 which increased total open position to 116


On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 37, which was -21.6 lower than the previous day. The implied volatity was 16.04, the open interest changed by 33 which increased total open position to 66


On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 58.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 58.6, which was 2.6 higher than the previous day. The implied volatity was 14.04, the open interest changed by 1 which increased total open position to 34


On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 56, which was 0.35 higher than the previous day. The implied volatity was 14.27, the open interest changed by 1 which increased total open position to 33


On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 58, which was 13.75 higher than the previous day. The implied volatity was 18.36, the open interest changed by 10 which increased total open position to 31


On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 43.05, which was 7.95 higher than the previous day. The implied volatity was 15.89, the open interest changed by -8 which decreased total open position to 21


On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 34.5, which was -12 lower than the previous day. The implied volatity was 17.07, the open interest changed by 14 which increased total open position to 30


On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 46.5, which was 4.5 higher than the previous day. The implied volatity was 14.46, the open interest changed by 3 which increased total open position to 17


On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 42, which was -19 lower than the previous day. The implied volatity was 17.83, the open interest changed by 2 which increased total open position to 11


On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was 20.24, the open interest changed by 0 which decreased total open position to 9


On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 61, which was 8.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 61, which was 8.6 higher than the previous day. The implied volatity was 19.98, the open interest changed by 0 which decreased total open position to 9


On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 52.4, which was -2.6 lower than the previous day. The implied volatity was 10.44, the open interest changed by 1 which increased total open position to 8


On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 55, which was -17.05 lower than the previous day. The implied volatity was 10.98, the open interest changed by 0 which decreased total open position to 6


On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 72.05, which was 23.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 72.05, which was 23.95 higher than the previous day. The implied volatity was 7.27, the open interest changed by 2 which increased total open position to 3


On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 48.1, which was -15.4 lower than the previous day. The implied volatity was 15.97, 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 63.5, 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 27 Jan NESTLEIND was trading at 1303.30. The strike last trading price was 63.5, 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 23 Jan NESTLEIND was trading at 1293.80. The strike last trading price was 63.5, 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 22 Jan NESTLEIND was trading at 1306.00. The strike last trading price was 63.5, 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 Jan NESTLEIND was trading at 1283.20. The strike last trading price was 63.5, 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 Jan NESTLEIND was trading at 1295.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan NESTLEIND was trading at 1315.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan NESTLEIND was trading at 1315.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan NESTLEIND was trading at 1307.10. The strike last trading price was 63.5, 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 Jan NESTLEIND was trading at 1318.70. The strike last trading price was 63.5, 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 Jan NESTLEIND was trading at 1312.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan NESTLEIND was trading at 1299.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan NESTLEIND was trading at 1306.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan NESTLEIND was trading at 1314.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan NESTLEIND was trading at 1319.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jan NESTLEIND was trading at 1314.60. The strike last trading price was 63.5, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan NESTLEIND was trading at 1279.70. The strike last trading price was 63.5, 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 Jan NESTLEIND was trading at 1295.00. The strike last trading price was 63.5, 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 Dec NESTLEIND was trading at 1288.00. The strike last trading price was 63.5, 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 1280 PE
Delta: -0.62
Vega: 1.26
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 1245.30 45.4 18.95 22.89 83 -39 100
2 Mar 1279.70 26.7 7.05 21.3 242 24 140
27 Feb 1291.70 19.45 8 19.79 281 25 116
26 Feb 1318.00 11.55 0.5 19.67 69 17 93
25 Feb 1323.40 11.15 -1.3 19.9 102 21 76
24 Feb 1320.00 12 -3.15 19.59 68 15 55
23 Feb 1315.10 14.25 -7.55 20.21 82 15 37
20 Feb 1293.80 21.8 -8.2 20.79 30 3 23
19 Feb 1278.50 30 1.5 21.4 11 0 19
18 Feb 1300.90 28.5 1.5 26.03 4 1 19
17 Feb 1285.30 27 -0.75 20.55 1 0 17
16 Feb 1289.80 27.75 2 - 0 0 17
13 Feb 1282.60 27.75 2 - 0 0 17
12 Feb 1305.50 27.75 2 - 0 0 17
11 Feb 1305.30 27.75 2 - 0 0 17
10 Feb 1308.60 27.75 2 - 0 0 17
9 Feb 1295.60 27.75 2 - 0 0 17
6 Feb 1303.30 27.75 2 - 0 0 17
5 Feb 1303.50 27.75 2 - 0 0 17
4 Feb 1303.20 27.75 2 - 0 0 17
3 Feb 1308.00 27.75 2 - 0 0 17
2 Feb 1308.30 27.75 2 - 0 0 17
1 Feb 1282.50 27.75 2 16.48 4 2 15
30 Jan 1332.40 25.8 -24.65 26.35 13 11 11
29 Jan 1287.90 50.45 0 1.49 0 0 0
28 Jan 1292.40 50.45 0 1.74 0 0 0
27 Jan 1303.30 50.45 0 2.45 0 0 0
23 Jan 1293.80 50.45 0 1.99 0 0 0
22 Jan 1306.00 50.45 0 2.69 0 0 0
21 Jan 1283.20 50.45 0 1.28 0 0 0
20 Jan 1295.70 - - - 0 0 0
19 Jan 1315.60 - - - 0 0 0
16 Jan 1315.90 - - - 0 0 0
14 Jan 1307.10 50.45 0 - 0 0 0
13 Jan 1318.70 50.45 0 3.05 0 0 0
12 Jan 1312.40 - - - 0 0 0
9 Jan 1299.10 - - - 0 0 0
8 Jan 1306.90 - - - 0 0 0
7 Jan 1314.80 - - - 0 0 0
6 Jan 1319.90 - - - 0 0 0
5 Jan 1314.60 50.45 - - 0 0 0
2 Jan 1279.70 50.45 0 - 0 0 0
1 Jan 1295.00 50.45 0 2 0 0 0
31 Dec 1288.00 50.45 0 - 0 0 0


For Nestle India Limited - strike price 1280 expiring on 30MAR2026

Delta for 1280 PE is -0.62

Historical price for 1280 PE is as follows

On 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 45.4, which was 18.95 higher than the previous day. The implied volatity was 22.89, the open interest changed by -39 which decreased total open position to 100


On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 26.7, which was 7.05 higher than the previous day. The implied volatity was 21.3, the open interest changed by 24 which increased total open position to 140


On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 19.45, which was 8 higher than the previous day. The implied volatity was 19.79, the open interest changed by 25 which increased total open position to 116


On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 11.55, which was 0.5 higher than the previous day. The implied volatity was 19.67, the open interest changed by 17 which increased total open position to 93


On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 11.15, which was -1.3 lower than the previous day. The implied volatity was 19.9, the open interest changed by 21 which increased total open position to 76


On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 12, which was -3.15 lower than the previous day. The implied volatity was 19.59, the open interest changed by 15 which increased total open position to 55


On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 14.25, which was -7.55 lower than the previous day. The implied volatity was 20.21, the open interest changed by 15 which increased total open position to 37


On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 21.8, which was -8.2 lower than the previous day. The implied volatity was 20.79, the open interest changed by 3 which increased total open position to 23


On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 30, which was 1.5 higher than the previous day. The implied volatity was 21.4, the open interest changed by 0 which decreased total open position to 19


On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 28.5, which was 1.5 higher than the previous day. The implied volatity was 26.03, the open interest changed by 1 which increased total open position to 19


On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 27, which was -0.75 lower than the previous day. The implied volatity was 20.55, the open interest changed by 0 which decreased total open position to 17


On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 27.75, which was 2 higher than the previous day. The implied volatity was 16.48, the open interest changed by 2 which increased total open position to 15


On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 25.8, which was -24.65 lower than the previous day. The implied volatity was 26.35, the open interest changed by 11 which increased total open position to 11


On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 50.45, which was 0 lower than the previous day. The implied volatity was 1.49, 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 50.45, 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 27 Jan NESTLEIND was trading at 1303.30. The strike last trading price was 50.45, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0


On 23 Jan NESTLEIND was trading at 1293.80. The strike last trading price was 50.45, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0


On 22 Jan NESTLEIND was trading at 1306.00. The strike last trading price was 50.45, 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 21 Jan NESTLEIND was trading at 1283.20. The strike last trading price was 50.45, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0


On 20 Jan NESTLEIND was trading at 1295.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan NESTLEIND was trading at 1315.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan NESTLEIND was trading at 1315.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan NESTLEIND was trading at 1307.10. The strike last trading price was 50.45, 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 Jan NESTLEIND was trading at 1318.70. The strike last trading price was 50.45, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0


On 12 Jan NESTLEIND was trading at 1312.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan NESTLEIND was trading at 1299.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan NESTLEIND was trading at 1306.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan NESTLEIND was trading at 1314.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan NESTLEIND was trading at 1319.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jan NESTLEIND was trading at 1314.60. The strike last trading price was 50.45, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan NESTLEIND was trading at 1279.70. The strike last trading price was 50.45, 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 Jan NESTLEIND was trading at 1295.00. The strike last trading price was 50.45, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0


On 31 Dec NESTLEIND was trading at 1288.00. The strike last trading price was 50.45, 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