NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1290 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.65
Theta: -0.36
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.87
Vega: 0.57
Theta: 0.07
Gamma: 0.00
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| 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































































































































































































































