[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1332.4 +44.50 (3.46%)
L: 1283 H: 1339.6

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Historical option data for NESTLEIND

30 Jan 2026 04:10 PM IST
NESTLEIND 24-FEB-2026 1300 CE
Delta: 0.75
Vega: 1.1
Theta: -0.66
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 1332.40 50.9 18.2 18.21 13,016 -89 729
29 Jan 1287.90 33 0.7 25.73 1,179 -16 818
28 Jan 1292.40 32.75 -7.3 21.45 1,721 310 838
27 Jan 1303.30 41.25 7.25 22.78 655 3 529
23 Jan 1293.80 34 -5.9 19.99 818 196 526
22 Jan 1306.00 39.75 10.55 18.1 492 66 329
21 Jan 1283.20 29.4 -5.15 20.05 325 71 243
20 Jan 1295.70 34 -8.85 18.34 71 41 169
19 Jan 1315.60 44 -1.9 16.39 32 2 127
16 Jan 1315.90 45.9 0.5 17.21 29 19 126
14 Jan 1307.10 45.5 -5.05 19.42 38 19 101
13 Jan 1318.70 50.55 2.55 18.82 14 8 84
12 Jan 1312.40 48 8.1 18.03 5 0 74
9 Jan 1299.10 39.9 -6.95 17.32 22 12 73
8 Jan 1306.90 46.85 -6.45 18.54 23 18 61
7 Jan 1314.80 52 -1.5 17.04 18 4 39
6 Jan 1319.90 53.5 -1.5 16.97 28 13 35
5 Jan 1314.60 55 22.65 18.96 30 9 18
2 Jan 1279.70 32.35 -18.35 16.84 13 9 9
1 Jan 1295.00 50.7 0 - 0 0 0
31 Dec 1288.00 50.7 - - 0 0 0
30 Dec 1274.10 50.7 0 0.45 0 0 0
29 Dec 1280.00 50.7 0 - 0 0 0
26 Dec 1272.60 50.7 0 - 0 0 0
24 Dec 1259.70 50.7 0 - 0 0 0
23 Dec 1256.50 50.7 - - 0 0 0
22 Dec 1257.20 50.7 0 - 0 0 0
19 Dec 1244.40 50.7 0 - 0 0 0
18 Dec 1233.50 50.7 0 - 0 0 0
17 Dec 1234.60 50.7 0 2.27 0 0 0
16 Dec 1240.60 50.7 - - 0 0 0
15 Dec 1243.50 50.7 0 - 0 0 0
12 Dec 1238.30 - - - 0 0 0
11 Dec 1215.00 - - - 0 0 0
10 Dec 1209.30 50.7 - - 0 0 0
9 Dec 1215.80 50.7 0 - 0 0 0
8 Dec 1214.80 50.7 - - 0 0 0
5 Dec 1246.90 50.7 0 - 0 0 0
4 Dec 1242.40 50.7 0 - 0 0 0
3 Dec 1241.90 50.7 0 - 0 0 0
2 Dec 1258.90 50.7 0 0.6 0 0 0
1 Dec 1260.60 50.7 0 0.53 0 0 0
28 Nov 1261.10 50.7 0 0.31 0 0 0
27 Nov 1266.40 50.7 0 0.19 0 0 0


For Nestle India Limited - strike price 1300 expiring on 24FEB2026

Delta for 1300 CE is 0.75

Historical price for 1300 CE is as follows

On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 50.9, which was 18.2 higher than the previous day. The implied volatity was 18.21, the open interest changed by -89 which decreased total open position to 729


On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 33, which was 0.7 higher than the previous day. The implied volatity was 25.73, the open interest changed by -16 which decreased total open position to 818


On 28 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 32.75, which was -7.3 lower than the previous day. The implied volatity was 21.45, the open interest changed by 310 which increased total open position to 838


On 27 Jan NESTLEIND was trading at 1303.30. The strike last trading price was 41.25, which was 7.25 higher than the previous day. The implied volatity was 22.78, the open interest changed by 3 which increased total open position to 529


On 23 Jan NESTLEIND was trading at 1293.80. The strike last trading price was 34, which was -5.9 lower than the previous day. The implied volatity was 19.99, the open interest changed by 196 which increased total open position to 526


On 22 Jan NESTLEIND was trading at 1306.00. The strike last trading price was 39.75, which was 10.55 higher than the previous day. The implied volatity was 18.1, the open interest changed by 66 which increased total open position to 329


On 21 Jan NESTLEIND was trading at 1283.20. The strike last trading price was 29.4, which was -5.15 lower than the previous day. The implied volatity was 20.05, the open interest changed by 71 which increased total open position to 243


On 20 Jan NESTLEIND was trading at 1295.70. The strike last trading price was 34, which was -8.85 lower than the previous day. The implied volatity was 18.34, the open interest changed by 41 which increased total open position to 169


On 19 Jan NESTLEIND was trading at 1315.60. The strike last trading price was 44, which was -1.9 lower than the previous day. The implied volatity was 16.39, the open interest changed by 2 which increased total open position to 127


On 16 Jan NESTLEIND was trading at 1315.90. The strike last trading price was 45.9, which was 0.5 higher than the previous day. The implied volatity was 17.21, the open interest changed by 19 which increased total open position to 126


On 14 Jan NESTLEIND was trading at 1307.10. The strike last trading price was 45.5, which was -5.05 lower than the previous day. The implied volatity was 19.42, the open interest changed by 19 which increased total open position to 101


On 13 Jan NESTLEIND was trading at 1318.70. The strike last trading price was 50.55, which was 2.55 higher than the previous day. The implied volatity was 18.82, the open interest changed by 8 which increased total open position to 84


On 12 Jan NESTLEIND was trading at 1312.40. The strike last trading price was 48, which was 8.1 higher than the previous day. The implied volatity was 18.03, the open interest changed by 0 which decreased total open position to 74


On 9 Jan NESTLEIND was trading at 1299.10. The strike last trading price was 39.9, which was -6.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 12 which increased total open position to 73


On 8 Jan NESTLEIND was trading at 1306.90. The strike last trading price was 46.85, which was -6.45 lower than the previous day. The implied volatity was 18.54, the open interest changed by 18 which increased total open position to 61


On 7 Jan NESTLEIND was trading at 1314.80. The strike last trading price was 52, which was -1.5 lower than the previous day. The implied volatity was 17.04, the open interest changed by 4 which increased total open position to 39


On 6 Jan NESTLEIND was trading at 1319.90. The strike last trading price was 53.5, which was -1.5 lower than the previous day. The implied volatity was 16.97, the open interest changed by 13 which increased total open position to 35


On 5 Jan NESTLEIND was trading at 1314.60. The strike last trading price was 55, which was 22.65 higher than the previous day. The implied volatity was 18.96, the open interest changed by 9 which increased total open position to 18


On 2 Jan NESTLEIND was trading at 1279.70. The strike last trading price was 32.35, which was -18.35 lower than the previous day. The implied volatity was 16.84, the open interest changed by 9 which increased total open position to 9


On 1 Jan NESTLEIND was trading at 1295.00. The strike last trading price was 50.7, 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 50.7, 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 30 Dec NESTLEIND was trading at 1274.10. The strike last trading price was 50.7, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0


On 29 Dec NESTLEIND was trading at 1280.00. The strike last trading price was 50.7, 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 26 Dec NESTLEIND was trading at 1272.60. The strike last trading price was 50.7, 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 24 Dec NESTLEIND was trading at 1259.70. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1256.50. The strike last trading price was 50.7, 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 22 Dec NESTLEIND was trading at 1257.20. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1233.50. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1234.60. The strike last trading price was 50.7, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0


On 16 Dec NESTLEIND was trading at 1240.60. The strike last trading price was 50.7, 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 15 Dec NESTLEIND was trading at 1243.50. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1238.30. 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 11 Dec NESTLEIND was trading at 1215.00. 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 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 50.7, 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 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 50.7, which was 0 lower than the previous day. The implied volatity was 0.6, 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 50.7, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 50.7, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 50.7, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 24FEB2026 1300 PE
Delta: -0.33
Vega: 1.26
Theta: -0.61
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 1332.40 22.55 -21.1 29.12 7,120 146 789
29 Jan 1287.90 43.95 1 30.31 168 25 641
28 Jan 1292.40 43.05 7.55 32.51 505 4 615
27 Jan 1303.30 34.85 -6.35 29.53 341 -2 611
23 Jan 1293.80 41.4 8.6 29.29 744 437 614
22 Jan 1306.00 33 -10.9 27.32 200 52 178
21 Jan 1283.20 46 9.45 28.08 152 17 126
20 Jan 1295.70 38.35 10.3 26.76 57 38 109
19 Jan 1315.60 28.05 1.25 25.21 51 22 74
16 Jan 1315.90 26.6 -5.2 23.22 28 21 52
14 Jan 1307.10 32.05 -35.85 24.2 38 30 30
13 Jan 1318.70 67.9 0 1.97 0 0 0
12 Jan 1312.40 67.9 0 1.78 0 0 0
9 Jan 1299.10 67.9 0 1.04 0 0 0
8 Jan 1306.90 67.9 0 1.39 0 0 0
7 Jan 1314.80 67.9 0 1.91 0 0 0
6 Jan 1319.90 67.9 0 2.16 0 0 0
5 Jan 1314.60 67.9 0 1.94 0 0 0
2 Jan 1279.70 67.9 0 - 0 0 0
1 Jan 1295.00 67.9 0 0.69 0 0 0
31 Dec 1288.00 67.9 - - 0 0 0
30 Dec 1274.10 67.9 0 - 0 0 0
29 Dec 1280.00 67.9 0 0 0 0 0
26 Dec 1272.60 67.9 0 - 0 0 0
24 Dec 1259.70 67.9 0 - 0 0 0
23 Dec 1256.50 67.9 - - 0 0 0
22 Dec 1257.20 67.9 0 - 0 0 0
19 Dec 1244.40 67.9 0 - 0 0 0
18 Dec 1233.50 67.9 0 - 0 0 0
17 Dec 1234.60 67.9 0 - 0 0 0
16 Dec 1240.60 67.9 - - 0 0 0
15 Dec 1243.50 67.9 0 - 0 0 0
12 Dec 1238.30 - - - 0 0 0
11 Dec 1215.00 - - - 0 0 0
10 Dec 1209.30 67.9 - - 0 0 0
9 Dec 1215.80 67.9 0 - 0 0 0
8 Dec 1214.80 67.9 - - 0 0 0
5 Dec 1246.90 67.9 0 - 0 0 0
4 Dec 1242.40 67.9 0 - 0 0 0
3 Dec 1241.90 67.9 0 - 0 0 0
2 Dec 1258.90 67.9 0 - 0 0 0
1 Dec 1260.60 67.9 0 - 0 0 0
28 Nov 1261.10 67.9 0 - 0 0 0
27 Nov 1266.40 67.9 0 - 0 0 0


For Nestle India Limited - strike price 1300 expiring on 24FEB2026

Delta for 1300 PE is -0.33

Historical price for 1300 PE is as follows

On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 22.55, which was -21.1 lower than the previous day. The implied volatity was 29.12, the open interest changed by 146 which increased total open position to 789


On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 43.95, which was 1 higher than the previous day. The implied volatity was 30.31, the open interest changed by 25 which increased total open position to 641


On 28 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 43.05, which was 7.55 higher than the previous day. The implied volatity was 32.51, the open interest changed by 4 which increased total open position to 615


On 27 Jan NESTLEIND was trading at 1303.30. The strike last trading price was 34.85, which was -6.35 lower than the previous day. The implied volatity was 29.53, the open interest changed by -2 which decreased total open position to 611


On 23 Jan NESTLEIND was trading at 1293.80. The strike last trading price was 41.4, which was 8.6 higher than the previous day. The implied volatity was 29.29, the open interest changed by 437 which increased total open position to 614


On 22 Jan NESTLEIND was trading at 1306.00. The strike last trading price was 33, which was -10.9 lower than the previous day. The implied volatity was 27.32, the open interest changed by 52 which increased total open position to 178


On 21 Jan NESTLEIND was trading at 1283.20. The strike last trading price was 46, which was 9.45 higher than the previous day. The implied volatity was 28.08, the open interest changed by 17 which increased total open position to 126


On 20 Jan NESTLEIND was trading at 1295.70. The strike last trading price was 38.35, which was 10.3 higher than the previous day. The implied volatity was 26.76, the open interest changed by 38 which increased total open position to 109


On 19 Jan NESTLEIND was trading at 1315.60. The strike last trading price was 28.05, which was 1.25 higher than the previous day. The implied volatity was 25.21, the open interest changed by 22 which increased total open position to 74


On 16 Jan NESTLEIND was trading at 1315.90. The strike last trading price was 26.6, which was -5.2 lower than the previous day. The implied volatity was 23.22, the open interest changed by 21 which increased total open position to 52


On 14 Jan NESTLEIND was trading at 1307.10. The strike last trading price was 32.05, which was -35.85 lower than the previous day. The implied volatity was 24.2, the open interest changed by 30 which increased total open position to 30


On 13 Jan NESTLEIND was trading at 1318.70. The strike last trading price was 67.9, which was 0 lower than the previous day. The implied volatity was 1.97, 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 67.9, which was 0 lower than the previous day. The implied volatity was 1.78, 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 67.9, which was 0 lower than the previous day. The implied volatity was 1.04, 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 67.9, which was 0 lower than the previous day. The implied volatity was 1.39, 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 67.9, which was 0 lower than the previous day. The implied volatity was 1.91, 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 67.9, which was 0 lower than the previous day. The implied volatity was 2.16, 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 67.9, which was 0 lower than the previous day. The implied volatity was 1.94, 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 67.9, 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 1 Jan NESTLEIND was trading at 1295.00. The strike last trading price was 67.9, which was 0 lower than the previous day. The implied volatity was 0.69, 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 67.9, 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 30 Dec NESTLEIND was trading at 1274.10. The strike last trading price was 67.9, 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 29 Dec NESTLEIND was trading at 1280.00. The strike last trading price was 67.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 26 Dec NESTLEIND was trading at 1272.60. The strike last trading price was 67.9, 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 24 Dec NESTLEIND was trading at 1259.70. The strike last trading price was 67.9, 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 23 Dec NESTLEIND was trading at 1256.50. The strike last trading price was 67.9, 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 22 Dec NESTLEIND was trading at 1257.20. The strike last trading price was 67.9, 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 19 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 67.9, 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 18 Dec NESTLEIND was trading at 1233.50. The strike last trading price was 67.9, 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 17 Dec NESTLEIND was trading at 1234.60. The strike last trading price was 67.9, 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 16 Dec NESTLEIND was trading at 1240.60. The strike last trading price was 67.9, 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 15 Dec NESTLEIND was trading at 1243.50. The strike last trading price was 67.9, 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 12 Dec NESTLEIND was trading at 1238.30. 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 11 Dec NESTLEIND was trading at 1215.00. 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 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 67.9, 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 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 67.9, 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 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 67.9, 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 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 67.9, 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 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 67.9, 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 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 67.9, 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 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 67.9, 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 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 67.9, 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 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 67.9, 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 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 67.9, 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