[--[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 1290 CE
Delta: 0.15
Vega: 0.65
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 3.65 1.55 16.94 191 -38 310
11 Dec 1215.00 2.15 -0.15 17.53 52 -2 347
10 Dec 1209.30 2.25 -0.9 18.42 99 -19 350
9 Dec 1215.80 3.15 -0.6 18.59 145 16 372
8 Dec 1214.80 3.7 -5.55 19.19 283 42 357
5 Dec 1246.90 8.95 -0.1 16.65 147 -24 319
4 Dec 1242.40 9 -0.65 17.73 127 26 345
3 Dec 1241.90 9.15 -6.15 17.41 263 11 318
2 Dec 1258.90 15.3 -0.5 17.67 122 19 306
1 Dec 1260.60 15.6 -1.05 17.80 256 12 285
28 Nov 1261.10 16.25 -3.2 15.79 327 27 274
27 Nov 1266.40 19.75 -4.3 16.11 488 -13 248
26 Nov 1276.80 23.45 5 16.21 1,331 215 259
25 Nov 1263.20 18.2 -2.65 15.84 46 15 44
24 Nov 1269.20 19.6 -28.85 15.18 39 29 29
21 Nov 1280.70 48.45 0 - 0 0 0
20 Nov 1279.20 48.45 0 - 0 0 0
19 Nov 1279.00 48.45 0 - 0 0 0
18 Nov 1265.10 48.45 0 0.74 0 0 0
17 Nov 1270.30 48.45 0 0.39 0 0 0
14 Nov 1271.60 48.45 0 0.32 0 0 0
13 Nov 1275.20 48.45 0 - 0 0 0
12 Nov 1278.20 48.45 0 - 0 0 0
11 Nov 1268.10 48.45 0 0.36 0 0 0
10 Nov 1262.90 48.45 0 0.74 0 0 0
7 Nov 1262.70 48.45 0 0.56 0 0 0
6 Nov 1266.10 48.45 0 - 0 0 0
4 Nov 1265.00 48.45 0 0.27 0 0 0
3 Nov 1266.70 48.45 0 0.09 0 0 0
31 Oct 1271.60 48.45 0 - 0 0 0
30 Oct 1279.90 48.45 0 - 0 0 0
29 Oct 1273.00 48.45 0 - 0 0 0


For Nestle India Limited - strike price 1290 expiring on 30DEC2025

Delta for 1290 CE is 0.15

Historical price for 1290 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 3.65, which was 1.55 higher than the previous day. The implied volatity was 16.94, the open interest changed by -38 which decreased total open position to 310


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 2.15, which was -0.15 lower than the previous day. The implied volatity was 17.53, the open interest changed by -2 which decreased total open position to 347


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 2.25, which was -0.9 lower than the previous day. The implied volatity was 18.42, the open interest changed by -19 which decreased total open position to 350


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 3.15, which was -0.6 lower than the previous day. The implied volatity was 18.59, the open interest changed by 16 which increased total open position to 372


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 3.7, which was -5.55 lower than the previous day. The implied volatity was 19.19, the open interest changed by 42 which increased total open position to 357


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 8.95, which was -0.1 lower than the previous day. The implied volatity was 16.65, the open interest changed by -24 which decreased total open position to 319


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 9, which was -0.65 lower than the previous day. The implied volatity was 17.73, the open interest changed by 26 which increased total open position to 345


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 9.15, which was -6.15 lower than the previous day. The implied volatity was 17.41, the open interest changed by 11 which increased total open position to 318


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 15.3, which was -0.5 lower than the previous day. The implied volatity was 17.67, the open interest changed by 19 which increased total open position to 306


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 15.6, which was -1.05 lower than the previous day. The implied volatity was 17.80, the open interest changed by 12 which increased total open position to 285


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 16.25, which was -3.2 lower than the previous day. The implied volatity was 15.79, the open interest changed by 27 which increased total open position to 274


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 19.75, which was -4.3 lower than the previous day. The implied volatity was 16.11, the open interest changed by -13 which decreased total open position to 248


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 23.45, which was 5 higher than the previous day. The implied volatity was 16.21, the open interest changed by 215 which increased total open position to 259


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 18.2, which was -2.65 lower than the previous day. The implied volatity was 15.84, the open interest changed by 15 which increased total open position to 44


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 19.6, which was -28.85 lower than the previous day. The implied volatity was 15.18, the open interest changed by 29 which increased total open position to 29


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 48.45, 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 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 48.45, 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 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 48.45, 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 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 48.45, which was 0 lower than the previous day. The implied volatity was 0.74, 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 48.45, which was 0 lower than the previous day. The implied volatity was 0.39, 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 48.45, which was 0 lower than the previous day. The implied volatity was 0.32, 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 48.45, 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 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 48.45, 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 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 48.45, which was 0 lower than the previous day. The implied volatity was 0.36, 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 48.45, which was 0 lower than the previous day. The implied volatity was 0.74, 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 48.45, which was 0 lower than the previous day. The implied volatity was 0.56, 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 48.45, 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 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 48.45, which was 0 lower than the previous day. The implied volatity was 0.27, 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 48.45, which was 0 lower than the previous day. The implied volatity was 0.09, 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 48.45, 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 30 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 48.45, 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 29 Oct NESTLEIND was trading at 1273.00. The strike last trading price was 48.45, 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


NESTLEIND 30DEC2025 1290 PE
Delta: -0.87
Vega: 0.57
Theta: 0.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 51.8 -26.5 15.12 33 -27 62
11 Dec 1215.00 78.3 30.6 - 0 0 89
10 Dec 1209.30 78.3 30.6 25.16 22 -9 90
9 Dec 1215.80 47.7 5.8 - 0 0 0
8 Dec 1214.80 47.7 5.8 - 0 0 99
5 Dec 1246.90 47.7 5.8 20.60 3 -2 100
4 Dec 1242.40 41.9 4.35 - 0 0 0
3 Dec 1241.90 41.9 4.35 - 0 0 0
2 Dec 1258.90 41.9 4.35 - 0 0 0
1 Dec 1260.60 41.9 4.35 20.40 13 0 102
28 Nov 1261.10 38.2 5.25 19.37 5 0 102
27 Nov 1266.40 32.7 4.7 17.81 35 10 103
26 Nov 1276.80 28.9 -0.5 17.44 161 57 94
25 Nov 1263.20 29.4 -1.4 - 0 0 0
24 Nov 1269.20 29.4 -1.4 - 0 0 0
21 Nov 1280.70 29.4 -1.4 - 0 1 0
20 Nov 1279.20 29.4 -1.4 18.04 7 0 36
19 Nov 1279.00 30.8 -11.55 19.27 20 -1 36
18 Nov 1265.10 42.35 2.7 21.53 1 0 37
17 Nov 1270.30 39.65 -1.8 21.33 2 0 36
14 Nov 1271.60 41.45 7.5 21.85 1 0 35
13 Nov 1275.20 33.95 -0.05 18.89 4 0 34
12 Nov 1278.20 34 -19.9 19.41 38 34 34
11 Nov 1268.10 53.9 0 - 0 0 0
10 Nov 1262.90 53.9 0 - 0 0 0
7 Nov 1262.70 53.9 0 - 0 0 0
6 Nov 1266.10 53.9 0 0.13 0 0 0
4 Nov 1265.00 53.9 0 - 0 0 0
3 Nov 1266.70 53.9 0 - 0 0 0
31 Oct 1271.60 53.9 0 - 0 0 0
30 Oct 1279.90 53.9 0 0.66 0 0 0
29 Oct 1273.00 53.9 0 0.40 0 0 0


For Nestle India Limited - strike price 1290 expiring on 30DEC2025

Delta for 1290 PE is -0.87

Historical price for 1290 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 51.8, which was -26.5 lower than the previous day. The implied volatity was 15.12, the open interest changed by -27 which decreased total open position to 62


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 78.3, which was 30.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 78.3, which was 30.6 higher than the previous day. The implied volatity was 25.16, the open interest changed by -9 which decreased total open position to 90


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 47.7, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 47.7, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 99


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 47.7, which was 5.8 higher than the previous day. The implied volatity was 20.60, the open interest changed by -2 which decreased total open position to 100


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 41.9, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 41.9, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 41.9, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 41.9, which was 4.35 higher than the previous day. The implied volatity was 20.40, the open interest changed by 0 which decreased total open position to 102


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 38.2, which was 5.25 higher than the previous day. The implied volatity was 19.37, the open interest changed by 0 which decreased total open position to 102


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 32.7, which was 4.7 higher than the previous day. The implied volatity was 17.81, the open interest changed by 10 which increased total open position to 103


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 28.9, which was -0.5 lower than the previous day. The implied volatity was 17.44, the open interest changed by 57 which increased total open position to 94


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 29.4, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 29.4, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 29.4, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 29.4, which was -1.4 lower than the previous day. The implied volatity was 18.04, the open interest changed by 0 which decreased total open position to 36


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 30.8, which was -11.55 lower than the previous day. The implied volatity was 19.27, the open interest changed by -1 which decreased total open position to 36


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 42.35, which was 2.7 higher than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 37


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 39.65, which was -1.8 lower than the previous day. The implied volatity was 21.33, the open interest changed by 0 which decreased total open position to 36


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 41.45, which was 7.5 higher than the previous day. The implied volatity was 21.85, the open interest changed by 0 which decreased total open position to 35


On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 33.95, which was -0.05 lower than the previous day. The implied volatity was 18.89, the open interest changed by 0 which decreased total open position to 34


On 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 34, which was -19.9 lower than the previous day. The implied volatity was 19.41, the open interest changed by 34 which increased total open position to 34


On 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 53.9, 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 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 53.9, 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 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 53.9, 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 6 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 53.9, which was 0 lower than the previous day. The implied volatity was 0.13, 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 53.9, 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 3 Nov NESTLEIND was trading at 1266.70. The strike last trading price was 53.9, 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 31 Oct NESTLEIND was trading at 1271.60. The strike last trading price was 53.9, 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 53.9, which was 0 lower than the previous day. The implied volatity was 0.66, 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 53.9, which was 0 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0