[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1238.3 +23.30 (1.92%)
L: 1215.4 H: 1240

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Historical option data for NESTLEIND

12 Dec 2025 04:10 PM IST
NESTLEIND 30-DEC-2025 1280 CE
Delta: 0.19
Vega: 0.75
Theta: -0.40
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 4.6 1.95 15.97 938 -68 774
11 Dec 1215.00 2.7 -0.1 16.65 279 42 841
10 Dec 1209.30 2.8 -1.05 17.60 289 -34 799
9 Dec 1215.80 3.8 -0.75 17.66 460 61 835
8 Dec 1214.80 4.35 -7.35 18.19 653 66 776
5 Dec 1246.90 11.05 -0.1 16.00 309 -18 706
4 Dec 1242.40 11 -1.2 17.14 676 -81 728
3 Dec 1241.90 11.35 -7.45 16.97 1,066 39 801
2 Dec 1258.90 18.6 -0.65 17.31 357 67 761
1 Dec 1260.60 18.95 -1.35 17.50 805 59 693
28 Nov 1261.10 20.65 -3.05 16.00 1,256 129 634
27 Nov 1266.40 23.9 -5.05 16.75 824 83 505
26 Nov 1276.80 28.6 6.45 16.34 1,214 152 420
25 Nov 1263.20 22 -3.5 15.56 322 38 266
24 Nov 1269.20 23 -9.3 14.47 369 64 227
21 Nov 1280.70 33.25 -0.85 16.41 302 23 161
20 Nov 1279.20 33.9 -1.5 16.38 229 38 135
19 Nov 1279.00 36.4 6.6 16.89 145 58 88
18 Nov 1265.10 30.05 -3.6 17.66 39 13 29
17 Nov 1270.30 33.35 -7.05 17.74 29 14 15
14 Nov 1271.60 40.4 22 - 0 1 0
13 Nov 1275.20 40.4 22 19.10 2 1 1
12 Nov 1278.20 18.4 0 - 0 0 0
11 Nov 1268.10 18.4 0 - 0 0 0
10 Nov 1262.90 18.4 0 0.05 0 0 0
7 Nov 1262.70 18.4 0 - 0 0 0
6 Nov 1266.10 18.4 0 - 0 0 0
4 Nov 1265.00 18.4 0 - 0 0 0
3 Nov 1266.70 18.4 0 - 0 0 0
31 Oct 1271.60 18.4 0 - 0 0 0
30 Oct 1279.90 18.4 0 - 0 0 0
29 Oct 1273.00 18.4 0 - 0 0 0
28 Oct 1271.00 18.4 0 - 0 0 0
21 Oct 1287.30 18.4 0 - 0 0 0
20 Oct 1285.40 18.4 0 - 0 0 0
17 Oct 1289.50 18.4 0 - 0 0 0
16 Oct 1276.60 18.4 0 - 0 0 0
15 Oct 1222.30 18.4 0 - 0 0 0
13 Oct 1188.10 18.4 0 - 0 0 0
10 Oct 1199.50 18.4 0 2.67 0 0 0
9 Oct 1187.80 18.4 0 3.09 0 0 0
8 Oct 1180.50 18.4 0 3.58 0 0 0
6 Oct 1181.70 18.4 0 - 0 0 0


For Nestle India Limited - strike price 1280 expiring on 30DEC2025

Delta for 1280 CE is 0.19

Historical price for 1280 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 4.6, which was 1.95 higher than the previous day. The implied volatity was 15.97, the open interest changed by -68 which decreased total open position to 774


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 2.7, which was -0.1 lower than the previous day. The implied volatity was 16.65, the open interest changed by 42 which increased total open position to 841


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 2.8, which was -1.05 lower than the previous day. The implied volatity was 17.60, the open interest changed by -34 which decreased total open position to 799


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 3.8, which was -0.75 lower than the previous day. The implied volatity was 17.66, the open interest changed by 61 which increased total open position to 835


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 4.35, which was -7.35 lower than the previous day. The implied volatity was 18.19, the open interest changed by 66 which increased total open position to 776


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 11.05, which was -0.1 lower than the previous day. The implied volatity was 16.00, the open interest changed by -18 which decreased total open position to 706


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 11, which was -1.2 lower than the previous day. The implied volatity was 17.14, the open interest changed by -81 which decreased total open position to 728


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 11.35, which was -7.45 lower than the previous day. The implied volatity was 16.97, the open interest changed by 39 which increased total open position to 801


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 18.6, which was -0.65 lower than the previous day. The implied volatity was 17.31, the open interest changed by 67 which increased total open position to 761


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 18.95, which was -1.35 lower than the previous day. The implied volatity was 17.50, the open interest changed by 59 which increased total open position to 693


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 20.65, which was -3.05 lower than the previous day. The implied volatity was 16.00, the open interest changed by 129 which increased total open position to 634


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 23.9, which was -5.05 lower than the previous day. The implied volatity was 16.75, the open interest changed by 83 which increased total open position to 505


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 28.6, which was 6.45 higher than the previous day. The implied volatity was 16.34, the open interest changed by 152 which increased total open position to 420


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 22, which was -3.5 lower than the previous day. The implied volatity was 15.56, the open interest changed by 38 which increased total open position to 266


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 23, which was -9.3 lower than the previous day. The implied volatity was 14.47, the open interest changed by 64 which increased total open position to 227


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 33.25, which was -0.85 lower than the previous day. The implied volatity was 16.41, the open interest changed by 23 which increased total open position to 161


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 33.9, which was -1.5 lower than the previous day. The implied volatity was 16.38, the open interest changed by 38 which increased total open position to 135


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 36.4, which was 6.6 higher than the previous day. The implied volatity was 16.89, the open interest changed by 58 which increased total open position to 88


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 30.05, which was -3.6 lower than the previous day. The implied volatity was 17.66, the open interest changed by 13 which increased total open position to 29


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 33.35, which was -7.05 lower than the previous day. The implied volatity was 17.74, the open interest changed by 14 which increased total open position to 15


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 40.4, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 40.4, which was 22 higher than the previous day. The implied volatity was 19.10, the open interest changed by 1 which increased total open position to 1


On 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 18.4, 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 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 18.4, 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 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 18.4, which was 0 lower than the previous day. The implied volatity was 0.05, 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 18.4, 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 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 18.4, 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 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 18.4, 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 Nov NESTLEIND was trading at 1266.70. The strike last trading price was 18.4, 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 31 Oct NESTLEIND was trading at 1271.60. The strike last trading price was 18.4, 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 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 18.4, 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 Oct NESTLEIND was trading at 1273.00. The strike last trading price was 18.4, 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 Oct NESTLEIND was trading at 1271.00. The strike last trading price was 18.4, 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 21 Oct NESTLEIND was trading at 1287.30. The strike last trading price was 18.4, 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 20 Oct NESTLEIND was trading at 1285.40. The strike last trading price was 18.4, 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 17 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 18.4, 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 16 Oct NESTLEIND was trading at 1276.60. The strike last trading price was 18.4, 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 15 Oct NESTLEIND was trading at 1222.30. The strike last trading price was 18.4, 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 Oct NESTLEIND was trading at 1188.10. The strike last trading price was 18.4, 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 Oct NESTLEIND was trading at 1199.50. The strike last trading price was 18.4, which was 0 lower than the previous day. The implied volatity was 2.67, 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 18.4, which was 0 lower than the previous day. The implied volatity was 3.09, 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 18.4, which was 0 lower than the previous day. The implied volatity was 3.58, 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 18.4, 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 30DEC2025 1280 PE
Delta: -0.78
Vega: 0.81
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 45.35 -22.65 17.82 29 -19 180
11 Dec 1215.00 68 8.6 - 0 0 199
10 Dec 1209.30 68 8.6 22.48 23 -8 200
9 Dec 1215.80 59.4 -3.75 15.99 19 -5 209
8 Dec 1214.80 63.4 25.3 20.48 43 1 214
5 Dec 1246.90 38.15 -3.45 18.28 21 -6 214
4 Dec 1242.40 41.6 -0.6 17.72 8 -5 220
3 Dec 1241.90 44.05 13.05 19.71 62 -23 225
2 Dec 1258.90 31.15 -0.05 17.63 9 1 247
1 Dec 1260.60 31.3 0.8 17.12 61 -1 244
28 Nov 1261.10 30.55 3.25 18.06 132 -4 246
27 Nov 1266.40 28.2 5.15 18.38 192 55 250
26 Nov 1276.80 23.15 -7.15 16.93 284 106 195
25 Nov 1263.20 29.85 3.25 17.52 109 5 90
24 Nov 1269.20 31 7.55 19.54 56 17 86
21 Nov 1280.70 23.05 -1.15 17.09 79 5 68
20 Nov 1279.20 24 -1.15 17.62 44 8 59
19 Nov 1279.00 25 -8.9 18.57 90 31 40
18 Nov 1265.10 33.9 0.15 - 0 3 0
17 Nov 1270.30 33.9 0.15 20.94 4 2 8
14 Nov 1271.60 33.75 0.4 20.37 5 0 1
13 Nov 1275.20 33.35 -92.75 - 0 1 0
12 Nov 1278.20 33.35 -92.75 22.13 1 0 0
11 Nov 1268.10 126.1 0 0.38 0 0 0
10 Nov 1262.90 126.1 0 0.16 0 0 0
7 Nov 1262.70 126.1 0 0.10 0 0 0
6 Nov 1266.10 126.1 0 0.72 0 0 0
4 Nov 1265.00 126.1 0 0.38 0 0 0
3 Nov 1266.70 126.1 0 0.54 0 0 0
31 Oct 1271.60 126.1 0 - 0 0 0
30 Oct 1279.90 126.1 0 1.17 0 0 0
29 Oct 1273.00 126.1 0 0.93 0 0 0
28 Oct 1271.00 126.1 0 - 0 0 0
21 Oct 1287.30 126.1 0 - 0 0 0
20 Oct 1285.40 126.1 0 1.49 0 0 0
17 Oct 1289.50 126.1 0 - 0 0 0
16 Oct 1276.60 126.1 0 - 0 0 0
15 Oct 1222.30 126.1 0 - 0 0 0
13 Oct 1188.10 0 0 - 0 0 0
10 Oct 1199.50 0 0 - 0 0 0
9 Oct 1187.80 0 0 - 0 0 0
8 Oct 1180.50 0 0 - 0 0 0
6 Oct 1181.70 0 0 - 0 0 0


For Nestle India Limited - strike price 1280 expiring on 30DEC2025

Delta for 1280 PE is -0.78

Historical price for 1280 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 45.35, which was -22.65 lower than the previous day. The implied volatity was 17.82, the open interest changed by -19 which decreased total open position to 180


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 68, 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 199


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 68, which was 8.6 higher than the previous day. The implied volatity was 22.48, the open interest changed by -8 which decreased total open position to 200


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 59.4, which was -3.75 lower than the previous day. The implied volatity was 15.99, the open interest changed by -5 which decreased total open position to 209


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 63.4, which was 25.3 higher than the previous day. The implied volatity was 20.48, the open interest changed by 1 which increased total open position to 214


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 38.15, which was -3.45 lower than the previous day. The implied volatity was 18.28, the open interest changed by -6 which decreased total open position to 214


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 41.6, which was -0.6 lower than the previous day. The implied volatity was 17.72, the open interest changed by -5 which decreased total open position to 220


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 44.05, which was 13.05 higher than the previous day. The implied volatity was 19.71, the open interest changed by -23 which decreased total open position to 225


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 31.15, which was -0.05 lower than the previous day. The implied volatity was 17.63, the open interest changed by 1 which increased total open position to 247


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 31.3, which was 0.8 higher than the previous day. The implied volatity was 17.12, the open interest changed by -1 which decreased total open position to 244


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 30.55, which was 3.25 higher than the previous day. The implied volatity was 18.06, the open interest changed by -4 which decreased total open position to 246


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 28.2, which was 5.15 higher than the previous day. The implied volatity was 18.38, the open interest changed by 55 which increased total open position to 250


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 23.15, which was -7.15 lower than the previous day. The implied volatity was 16.93, the open interest changed by 106 which increased total open position to 195


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 29.85, which was 3.25 higher than the previous day. The implied volatity was 17.52, the open interest changed by 5 which increased total open position to 90


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 31, which was 7.55 higher than the previous day. The implied volatity was 19.54, the open interest changed by 17 which increased total open position to 86


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 23.05, which was -1.15 lower than the previous day. The implied volatity was 17.09, the open interest changed by 5 which increased total open position to 68


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 24, which was -1.15 lower than the previous day. The implied volatity was 17.62, the open interest changed by 8 which increased total open position to 59


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 25, which was -8.9 lower than the previous day. The implied volatity was 18.57, the open interest changed by 31 which increased total open position to 40


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 33.9, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 33.9, which was 0.15 higher than the previous day. The implied volatity was 20.94, the open interest changed by 2 which increased total open position to 8


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 33.75, which was 0.4 higher than the previous day. The implied volatity was 20.37, the open interest changed by 0 which decreased total open position to 1


On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 33.35, which was -92.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 33.35, which was -92.75 lower than the previous day. The implied volatity was 22.13, 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 126.1, which was 0 lower than the previous day. The implied volatity was 0.38, 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 126.1, which was 0 lower than the previous day. The implied volatity was 0.16, 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 126.1, which was 0 lower than the previous day. The implied volatity was 0.10, 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 126.1, 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 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 126.1, which was 0 lower than the previous day. The implied volatity was 0.38, 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 126.1, which was 0 lower than the previous day. The implied volatity was 0.54, 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 126.1, 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 126.1, which was 0 lower than the previous day. The implied volatity was 1.17, 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 126.1, which was 0 lower than the previous day. The implied volatity was 0.93, 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 126.1, 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 126.1, 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 126.1, 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 17 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 126.1, 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 126.1, 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 126.1, 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 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 10 Oct NESTLEIND was trading at 1199.50. 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 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 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