NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Feb 2026 04:10 PM IST
| NESTLEIND 24-FEB-2026 1290 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.48
Theta: -0.89
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1293.80 | 9.9 | 4.3 | 10.75 | 412 | -78 | 194 | |||||||||
| 19 Feb | 1278.50 | 5.2 | -13.3 | 15.77 | 628 | 7 | 269 | |||||||||
| 18 Feb | 1300.90 | 18.75 | 6.05 | 15.48 | 1,460 | -152 | 266 | |||||||||
| 17 Feb | 1285.30 | 12.5 | -4.2 | 18.23 | 803 | 62 | 411 | |||||||||
| 16 Feb | 1289.80 | 15.9 | 1 | 20.36 | 1,159 | 106 | 348 | |||||||||
| 13 Feb | 1282.60 | 13.55 | -15.55 | 19.49 | 276 | 86 | 237 | |||||||||
| 12 Feb | 1305.50 | 28.7 | -0.55 | 18.59 | 116 | 16 | 151 | |||||||||
| 11 Feb | 1305.30 | 28.55 | -4.05 | 18.26 | 206 | -15 | 138 | |||||||||
| 10 Feb | 1308.60 | 33.25 | 5.4 | 19.81 | 213 | -14 | 155 | |||||||||
| 9 Feb | 1295.60 | 27.25 | -5.15 | 20.82 | 314 | 15 | 170 | |||||||||
| 6 Feb | 1303.30 | 31.5 | -1.95 | 19.56 | 342 | 24 | 156 | |||||||||
| 5 Feb | 1303.50 | 32 | -1.3 | 17.27 | 61 | 1 | 132 | |||||||||
| 4 Feb | 1303.20 | 31.5 | -5 | 20.73 | 95 | -14 | 124 | |||||||||
| 3 Feb | 1308.00 | 36.3 | 1.15 | 17.62 | 457 | -32 | 139 | |||||||||
| 2 Feb | 1308.30 | 35.75 | 9.55 | 17.07 | 537 | -22 | 171 | |||||||||
| 1 Feb | 1282.50 | 23.6 | -36.55 | 22.47 | 262 | 39 | 186 | |||||||||
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| 30 Jan | 1332.40 | 57.9 | 20.65 | 17.61 | 842 | 75 | 147 | |||||||||
| 29 Jan | 1287.90 | 37.05 | -0.1 | 25.15 | 182 | 22 | 72 | |||||||||
| 28 Jan | 1292.40 | 37.5 | -5.6 | 20.99 | 158 | 36 | 51 | |||||||||
| 27 Jan | 1303.30 | 43.1 | 5.45 | 19.82 | 11 | -1 | 16 | |||||||||
| 23 Jan | 1293.80 | 37.65 | -7.55 | 18.78 | 42 | 13 | 16 | |||||||||
| 22 Jan | 1306.00 | 45.2 | 2.1 | 17.38 | 6 | 3 | 3 | |||||||||
| 21 Jan | 1283.20 | 43.1 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 20 Jan | 1295.70 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1315.60 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1315.90 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1307.10 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 1318.70 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1312.40 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1299.10 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1306.90 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1314.80 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1319.90 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1314.60 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1279.70 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1295.00 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1288.00 | 43.1 | - | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1290 expiring on 24FEB2026
Delta for 1290 CE is 0.68
Historical price for 1290 CE is as follows
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 9.9, which was 4.3 higher than the previous day. The implied volatity was 10.75, the open interest changed by -78 which decreased total open position to 194
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 5.2, which was -13.3 lower than the previous day. The implied volatity was 15.77, the open interest changed by 7 which increased total open position to 269
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 18.75, which was 6.05 higher than the previous day. The implied volatity was 15.48, the open interest changed by -152 which decreased total open position to 266
On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 12.5, which was -4.2 lower than the previous day. The implied volatity was 18.23, the open interest changed by 62 which increased total open position to 411
On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 15.9, which was 1 higher than the previous day. The implied volatity was 20.36, the open interest changed by 106 which increased total open position to 348
On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 13.55, which was -15.55 lower than the previous day. The implied volatity was 19.49, the open interest changed by 86 which increased total open position to 237
On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 28.7, which was -0.55 lower than the previous day. The implied volatity was 18.59, the open interest changed by 16 which increased total open position to 151
On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 28.55, which was -4.05 lower than the previous day. The implied volatity was 18.26, the open interest changed by -15 which decreased total open position to 138
On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 33.25, which was 5.4 higher than the previous day. The implied volatity was 19.81, the open interest changed by -14 which decreased total open position to 155
On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 27.25, which was -5.15 lower than the previous day. The implied volatity was 20.82, the open interest changed by 15 which increased total open position to 170
On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 31.5, which was -1.95 lower than the previous day. The implied volatity was 19.56, the open interest changed by 24 which increased total open position to 156
On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 32, which was -1.3 lower than the previous day. The implied volatity was 17.27, the open interest changed by 1 which increased total open position to 132
On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 31.5, which was -5 lower than the previous day. The implied volatity was 20.73, the open interest changed by -14 which decreased total open position to 124
On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 36.3, which was 1.15 higher than the previous day. The implied volatity was 17.62, the open interest changed by -32 which decreased total open position to 139
On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 35.75, which was 9.55 higher than the previous day. The implied volatity was 17.07, the open interest changed by -22 which decreased total open position to 171
On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 23.6, which was -36.55 lower than the previous day. The implied volatity was 22.47, the open interest changed by 39 which increased total open position to 186
On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 57.9, which was 20.65 higher than the previous day. The implied volatity was 17.61, the open interest changed by 75 which increased total open position to 147
On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 37.05, which was -0.1 lower than the previous day. The implied volatity was 25.15, the open interest changed by 22 which increased total open position to 72
On 28 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 37.5, which was -5.6 lower than the previous day. The implied volatity was 20.99, the open interest changed by 36 which increased total open position to 51
On 27 Jan NESTLEIND was trading at 1303.30. The strike last trading price was 43.1, which was 5.45 higher than the previous day. The implied volatity was 19.82, the open interest changed by -1 which decreased total open position to 16
On 23 Jan NESTLEIND was trading at 1293.80. The strike last trading price was 37.65, which was -7.55 lower than the previous day. The implied volatity was 18.78, the open interest changed by 13 which increased total open position to 16
On 22 Jan NESTLEIND was trading at 1306.00. The strike last trading price was 45.2, which was 2.1 higher than the previous day. The implied volatity was 17.38, the open interest changed by 3 which increased total open position to 3
On 21 Jan NESTLEIND was trading at 1283.20. The strike last trading price was 43.1, which was 0 lower than the previous day. The implied volatity was 0.15, 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 43.1, 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 19 Jan NESTLEIND was trading at 1315.60. The strike last trading price was 43.1, 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 Jan NESTLEIND was trading at 1315.90. The strike last trading price was 43.1, 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 14 Jan NESTLEIND was trading at 1307.10. The strike last trading price was 43.1, 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 Jan NESTLEIND was trading at 1318.70. The strike last trading price was 43.1, 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 12 Jan NESTLEIND was trading at 1312.40. The strike last trading price was 43.1, 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 9 Jan NESTLEIND was trading at 1299.10. The strike last trading price was 43.1, 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 8 Jan NESTLEIND was trading at 1306.90. The strike last trading price was 43.1, 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 7 Jan NESTLEIND was trading at 1314.80. The strike last trading price was 43.1, 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 6 Jan NESTLEIND was trading at 1319.90. The strike last trading price was 43.1, 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 5 Jan NESTLEIND was trading at 1314.60. The strike last trading price was 43.1, 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 2 Jan NESTLEIND was trading at 1279.70. The strike last trading price was 43.1, 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 1 Jan NESTLEIND was trading at 1295.00. The strike last trading price was 43.1, 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 31 Dec NESTLEIND was trading at 1288.00. The strike last trading price was 43.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 24FEB2026 1290 PE | |||||||
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Delta: -0.4
Vega: 0.53
Theta: -1.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1293.80 | 8.9 | -10.3 | 22.32 | 300 | 16 | 235 |
| 19 Feb | 1278.50 | 20.1 | 12.2 | 24.05 | 363 | -48 | 220 |
| 18 Feb | 1300.90 | 7.55 | -10 | 20.25 | 255 | 19 | 267 |
| 17 Feb | 1285.30 | 18.45 | 1.25 | 25.29 | 176 | 0 | 247 |
| 16 Feb | 1289.80 | 17 | -6.25 | 22.89 | 230 | -18 | 248 |
| 13 Feb | 1282.60 | 24.9 | 12.4 | 23.19 | 364 | -45 | 271 |
| 12 Feb | 1305.50 | 12.15 | -0.85 | 21.7 | 187 | 19 | 318 |
| 11 Feb | 1305.30 | 13.8 | 0.9 | 22.38 | 214 | -11 | 299 |
| 10 Feb | 1308.60 | 13.15 | -5.35 | 22.34 | 266 | -30 | 309 |
| 9 Feb | 1295.60 | 18.1 | 0.05 | 21.93 | 326 | 7 | 341 |
| 6 Feb | 1303.30 | 18.05 | -3.1 | 22.19 | 347 | -24 | 331 |
| 5 Feb | 1303.50 | 21.95 | -0.3 | 26.34 | 205 | 4 | 355 |
| 4 Feb | 1303.20 | 24.25 | 3.5 | 24.87 | 332 | 66 | 351 |
| 3 Feb | 1308.00 | 20.2 | -1.35 | 24.99 | 952 | 93 | 292 |
| 2 Feb | 1308.30 | 20.75 | -17 | 24.71 | 625 | -59 | 200 |
| 1 Feb | 1282.50 | 48.9 | 28.75 | 33.83 | 677 | 73 | 262 |
| 30 Jan | 1332.40 | 19.5 | -18.45 | 29.35 | 1,600 | 33 | 190 |
| 29 Jan | 1287.90 | 39 | 0.55 | 30.43 | 252 | 65 | 157 |
| 28 Jan | 1292.40 | 37.95 | 7.7 | 32.28 | 227 | 50 | 91 |
| 27 Jan | 1303.30 | 29.9 | -7 | 29.09 | 65 | 30 | 40 |
| 23 Jan | 1293.80 | 36.9 | 7.4 | 29.44 | 14 | 9 | 10 |
| 22 Jan | 1306.00 | 29.5 | -17.6 | 27.4 | 3 | 1 | 1 |
| 21 Jan | 1283.20 | 47.1 | 0 | 0.24 | 0 | 0 | 0 |
| 20 Jan | 1295.70 | 47.1 | 0 | 1.47 | 0 | 0 | 0 |
| 19 Jan | 1315.60 | 47.1 | 0 | 2.73 | 0 | 0 | 0 |
| 16 Jan | 1315.90 | 47.1 | 0 | 2.59 | 0 | 0 | 0 |
| 14 Jan | 1307.10 | 47.1 | 0 | 2.06 | 0 | 0 | 0 |
| 13 Jan | 1318.70 | 47.1 | 0 | 2.6 | 0 | 0 | 0 |
| 12 Jan | 1312.40 | 47.1 | 0 | 2.33 | 0 | 0 | 0 |
| 9 Jan | 1299.10 | 47.1 | 0 | 1.6 | 0 | 0 | 0 |
| 8 Jan | 1306.90 | 47.1 | 0 | 2.05 | 0 | 0 | 0 |
| 7 Jan | 1314.80 | 47.1 | 0 | 2.52 | 0 | 0 | 0 |
| 6 Jan | 1319.90 | 47.1 | 0 | 2.8 | 0 | 0 | 0 |
| 5 Jan | 1314.60 | 47.1 | 0 | 2.52 | 0 | 0 | 0 |
| 2 Jan | 1279.70 | 47.1 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 1295.00 | 47.1 | 0 | 1.22 | 0 | 0 | 0 |
| 31 Dec | 1288.00 | 47.1 | - | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1290 expiring on 24FEB2026
Delta for 1290 PE is -0.4
Historical price for 1290 PE is as follows
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 8.9, which was -10.3 lower than the previous day. The implied volatity was 22.32, the open interest changed by 16 which increased total open position to 235
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 20.1, which was 12.2 higher than the previous day. The implied volatity was 24.05, the open interest changed by -48 which decreased total open position to 220
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 7.55, which was -10 lower than the previous day. The implied volatity was 20.25, the open interest changed by 19 which increased total open position to 267
On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 18.45, which was 1.25 higher than the previous day. The implied volatity was 25.29, the open interest changed by 0 which decreased total open position to 247
On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 17, which was -6.25 lower than the previous day. The implied volatity was 22.89, the open interest changed by -18 which decreased total open position to 248
On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 24.9, which was 12.4 higher than the previous day. The implied volatity was 23.19, the open interest changed by -45 which decreased total open position to 271
On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 12.15, which was -0.85 lower than the previous day. The implied volatity was 21.7, the open interest changed by 19 which increased total open position to 318
On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 13.8, which was 0.9 higher than the previous day. The implied volatity was 22.38, the open interest changed by -11 which decreased total open position to 299
On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 13.15, which was -5.35 lower than the previous day. The implied volatity was 22.34, the open interest changed by -30 which decreased total open position to 309
On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 18.1, which was 0.05 higher than the previous day. The implied volatity was 21.93, the open interest changed by 7 which increased total open position to 341
On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 18.05, which was -3.1 lower than the previous day. The implied volatity was 22.19, the open interest changed by -24 which decreased total open position to 331
On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 21.95, which was -0.3 lower than the previous day. The implied volatity was 26.34, the open interest changed by 4 which increased total open position to 355
On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 24.25, which was 3.5 higher than the previous day. The implied volatity was 24.87, the open interest changed by 66 which increased total open position to 351
On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 20.2, which was -1.35 lower than the previous day. The implied volatity was 24.99, the open interest changed by 93 which increased total open position to 292
On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 20.75, which was -17 lower than the previous day. The implied volatity was 24.71, the open interest changed by -59 which decreased total open position to 200
On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 48.9, which was 28.75 higher than the previous day. The implied volatity was 33.83, the open interest changed by 73 which increased total open position to 262
On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 19.5, which was -18.45 lower than the previous day. The implied volatity was 29.35, the open interest changed by 33 which increased total open position to 190
On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 39, which was 0.55 higher than the previous day. The implied volatity was 30.43, the open interest changed by 65 which increased total open position to 157
On 28 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 37.95, which was 7.7 higher than the previous day. The implied volatity was 32.28, the open interest changed by 50 which increased total open position to 91
On 27 Jan NESTLEIND was trading at 1303.30. The strike last trading price was 29.9, which was -7 lower than the previous day. The implied volatity was 29.09, the open interest changed by 30 which increased total open position to 40
On 23 Jan NESTLEIND was trading at 1293.80. The strike last trading price was 36.9, which was 7.4 higher than the previous day. The implied volatity was 29.44, the open interest changed by 9 which increased total open position to 10
On 22 Jan NESTLEIND was trading at 1306.00. The strike last trading price was 29.5, which was -17.6 lower than the previous day. The implied volatity was 27.4, the open interest changed by 1 which increased total open position to 1
On 21 Jan NESTLEIND was trading at 1283.20. The strike last trading price was 47.1, which was 0 lower than the previous day. The implied volatity was 0.24, 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 47.1, which was 0 lower than the previous day. The implied volatity was 1.47, 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 47.1, which was 0 lower than the previous day. The implied volatity was 2.73, 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 47.1, which was 0 lower than the previous day. The implied volatity was 2.59, 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 47.1, which was 0 lower than the previous day. The implied volatity was 2.06, 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 47.1, which was 0 lower than the previous day. The implied volatity was 2.6, 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 47.1, which was 0 lower than the previous day. The implied volatity was 2.33, 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 47.1, which was 0 lower than the previous day. The implied volatity was 1.6, 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 47.1, which was 0 lower than the previous day. The implied volatity was 2.05, 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 47.1, which was 0 lower than the previous day. The implied volatity was 2.52, 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 47.1, which was 0 lower than the previous day. The implied volatity was 2.8, 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 47.1, which was 0 lower than the previous day. The implied volatity was 2.52, 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 47.1, 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 1 Jan NESTLEIND was trading at 1295.00. The strike last trading price was 47.1, which was 0 lower than the previous day. The implied volatity was 1.22, 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 47.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
