[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1279.7 -12.00 (-0.93%)
L: 1261.3 H: 1288

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Historical option data for NESTLEIND

02 Mar 2026 04:10 PM IST
NESTLEIND 30-MAR-2026 1300 CE
Delta: 0.43
Vega: 1.39
Theta: -0.61
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 1279.70 20.6 -6.8 18.78 489 12 340
27 Feb 1291.70 27.35 -14.8 17.21 715 56 328
26 Feb 1318.00 42.5 -2.15 16.14 174 18 276
25 Feb 1323.40 44.25 -1.85 14.91 303 -5 258
24 Feb 1320.00 46 2.9 17.77 363 -7 263
23 Feb 1315.10 43.05 10.55 17.35 626 77 271
20 Feb 1293.80 31.2 5.35 15.93 292 16 194
19 Feb 1278.50 25 -12.3 17.29 169 53 179
18 Feb 1300.90 36.2 4.25 16.05 136 15 127
17 Feb 1285.30 32.1 -1.4 18.34 81 47 112
16 Feb 1289.80 33.5 2.4 18.41 50 11 64
13 Feb 1282.60 31.05 -8.5 18.95 36 23 52
12 Feb 1305.50 39.55 -0.8 15.07 3 0 30
11 Feb 1305.30 40.35 -1.45 15.63 19 -9 29
10 Feb 1308.60 41.8 5.8 14.87 4 2 38
9 Feb 1295.60 36 -5.9 - 0 0 36
6 Feb 1303.30 36 -5.9 13.26 2 1 35
5 Feb 1303.50 41.9 -3.1 14.99 2 1 35
4 Feb 1303.20 45 -8 18.97 20 17 35
3 Feb 1308.00 53 11.9 19.07 1 0 17
2 Feb 1308.30 41.1 -14.9 11.52 2 0 17
1 Feb 1282.50 56 -18.4 30.42 3 0 16
30 Jan 1332.40 74.4 36 20.3 27 14 16
29 Jan 1287.90 38.4 -15.5 16.7 2 1 1
28 Jan 1292.40 53.9 0 0.12 0 0 0
27 Jan 1303.30 53.9 0 - 0 0 0
23 Jan 1293.80 53.9 0 - 0 0 0
22 Jan 1306.00 53.9 0 0.06 0 0 0
21 Jan 1283.20 53.9 0 0.15 0 0 0
20 Jan 1295.70 - - - 0 0 0
19 Jan 1315.60 - - - 0 0 0
16 Jan 1315.90 - - - 0 0 0
14 Jan 1307.10 53.9 0 - 0 0 0
13 Jan 1318.70 53.9 0 - 0 0 0
12 Jan 1312.40 - - - 0 0 0
9 Jan 1299.10 - - - 0 0 0
8 Jan 1306.90 - - - 0 0 0
7 Jan 1314.80 - - - 0 0 0
6 Jan 1319.90 - - - 0 0 0
5 Jan 1314.60 53.9 - - 0 0 0
2 Jan 1279.70 53.9 0 - 0 0 0
1 Jan 1295.00 53.9 0 - 0 0 0
31 Dec 1288.00 53.9 0 - 0 0 0


For Nestle India Limited - strike price 1300 expiring on 30MAR2026

Delta for 1300 CE is 0.43

Historical price for 1300 CE is as follows

On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 20.6, which was -6.8 lower than the previous day. The implied volatity was 18.78, the open interest changed by 12 which increased total open position to 340


On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 27.35, which was -14.8 lower than the previous day. The implied volatity was 17.21, the open interest changed by 56 which increased total open position to 328


On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 42.5, which was -2.15 lower than the previous day. The implied volatity was 16.14, the open interest changed by 18 which increased total open position to 276


On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 44.25, which was -1.85 lower than the previous day. The implied volatity was 14.91, the open interest changed by -5 which decreased total open position to 258


On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 46, which was 2.9 higher than the previous day. The implied volatity was 17.77, the open interest changed by -7 which decreased total open position to 263


On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 43.05, which was 10.55 higher than the previous day. The implied volatity was 17.35, the open interest changed by 77 which increased total open position to 271


On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 31.2, which was 5.35 higher than the previous day. The implied volatity was 15.93, the open interest changed by 16 which increased total open position to 194


On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 25, which was -12.3 lower than the previous day. The implied volatity was 17.29, the open interest changed by 53 which increased total open position to 179


On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 36.2, which was 4.25 higher than the previous day. The implied volatity was 16.05, the open interest changed by 15 which increased total open position to 127


On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 32.1, which was -1.4 lower than the previous day. The implied volatity was 18.34, the open interest changed by 47 which increased total open position to 112


On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 33.5, which was 2.4 higher than the previous day. The implied volatity was 18.41, the open interest changed by 11 which increased total open position to 64


On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 31.05, which was -8.5 lower than the previous day. The implied volatity was 18.95, the open interest changed by 23 which increased total open position to 52


On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 39.55, which was -0.8 lower than the previous day. The implied volatity was 15.07, the open interest changed by 0 which decreased total open position to 30


On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 40.35, which was -1.45 lower than the previous day. The implied volatity was 15.63, the open interest changed by -9 which decreased total open position to 29


On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 41.8, which was 5.8 higher than the previous day. The implied volatity was 14.87, the open interest changed by 2 which increased total open position to 38


On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 36, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 36, which was -5.9 lower than the previous day. The implied volatity was 13.26, the open interest changed by 1 which increased total open position to 35


On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 41.9, which was -3.1 lower than the previous day. The implied volatity was 14.99, the open interest changed by 1 which increased total open position to 35


On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 45, which was -8 lower than the previous day. The implied volatity was 18.97, the open interest changed by 17 which increased total open position to 35


On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 53, which was 11.9 higher than the previous day. The implied volatity was 19.07, the open interest changed by 0 which decreased total open position to 17


On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 41.1, which was -14.9 lower than the previous day. The implied volatity was 11.52, the open interest changed by 0 which decreased total open position to 17


On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 56, which was -18.4 lower than the previous day. The implied volatity was 30.42, the open interest changed by 0 which decreased total open position to 16


On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 74.4, which was 36 higher than the previous day. The implied volatity was 20.3, the open interest changed by 14 which increased total open position to 16


On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 38.4, which was -15.5 lower than the previous day. The implied volatity was 16.7, the open interest changed by 1 which increased total open position to 1


On 28 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 53.9, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


On 27 Jan NESTLEIND was trading at 1303.30. 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 23 Jan NESTLEIND was trading at 1293.80. 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 22 Jan NESTLEIND was trading at 1306.00. The strike last trading price was 53.9, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0


On 21 Jan NESTLEIND was trading at 1283.20. The strike last trading price was 53.9, 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 -, 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 19 Jan NESTLEIND was trading at 1315.60. 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 16 Jan NESTLEIND was trading at 1315.90. 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 14 Jan NESTLEIND was trading at 1307.10. 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 13 Jan NESTLEIND was trading at 1318.70. 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 12 Jan NESTLEIND was trading at 1312.40. 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 9 Jan NESTLEIND was trading at 1299.10. 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 8 Jan NESTLEIND was trading at 1306.90. 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 7 Jan NESTLEIND was trading at 1314.80. 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 6 Jan NESTLEIND was trading at 1319.90. 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 5 Jan NESTLEIND was trading at 1314.60. The strike last trading price was 53.9, 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 2 Jan NESTLEIND was trading at 1279.70. 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 1 Jan NESTLEIND was trading at 1295.00. 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 31 Dec NESTLEIND was trading at 1288.00. 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


NESTLEIND 30MAR2026 1300 PE
Delta: -0.56
Vega: 1.4
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 1279.70 37.75 9.6 21.7 156 -38 229
27 Feb 1291.70 28 11 19.65 861 47 266
26 Feb 1318.00 17 0.4 19.18 228 18 219
25 Feb 1323.40 16.75 -1.2 19.71 389 -56 201
24 Feb 1320.00 17.55 -3.85 19.15 203 13 257
23 Feb 1315.10 20.8 -9.35 20.1 434 91 243
20 Feb 1293.80 31.5 -9 21.55 125 4 152
19 Feb 1278.50 40.5 12.4 21.69 50 27 148
18 Feb 1300.90 27.95 -9.45 20.72 57 24 120
17 Feb 1285.30 38 2.2 22.43 15 3 96
16 Feb 1289.80 35.8 -3.2 21.38 47 40 94
13 Feb 1282.60 39 10 20 25 16 54
12 Feb 1305.50 29 -1.9 21.12 8 0 38
11 Feb 1305.30 30.9 -18.8 21.79 35 27 37
10 Feb 1308.60 49.7 17.1 - 0 0 10
9 Feb 1295.60 49.7 17.1 - 0 0 10
6 Feb 1303.30 49.7 17.1 - 0 0 10
5 Feb 1303.50 49.7 17.1 - 0 0 10
4 Feb 1303.20 49.7 17.1 - 0 0 10
3 Feb 1308.00 49.7 17.1 - 0 0 10
2 Feb 1308.30 49.7 17.1 - 0 0 10
1 Feb 1282.50 49.7 17.1 22.45 8 4 10
30 Jan 1332.40 32.6 -27.95 26.38 7 4 4
29 Jan 1287.90 60.55 0 0.44 0 0 0
28 Jan 1292.40 60.55 0 0.72 0 0 0
27 Jan 1303.30 60.55 0 1.39 0 0 0
23 Jan 1293.80 60.55 0 0.96 0 0 0
22 Jan 1306.00 60.55 0 1.68 0 0 0
21 Jan 1283.20 60.55 0 0.3 0 0 0
20 Jan 1295.70 - - - 0 0 0
19 Jan 1315.60 - - - 0 0 0
16 Jan 1315.90 - - - 0 0 0
14 Jan 1307.10 60.55 0 - 0 0 0
13 Jan 1318.70 60.55 0 2.11 0 0 0
12 Jan 1312.40 - - - 0 0 0
9 Jan 1299.10 - - - 0 0 0
8 Jan 1306.90 - - - 0 0 0
7 Jan 1314.80 - - - 0 0 0
6 Jan 1319.90 - - - 0 0 0
5 Jan 1314.60 60.55 - - 0 0 0
2 Jan 1279.70 60.55 0 0.55 0 0 0
1 Jan 1295.00 60.55 0 1.11 0 0 0
31 Dec 1288.00 60.55 0 - 0 0 0


For Nestle India Limited - strike price 1300 expiring on 30MAR2026

Delta for 1300 PE is -0.56

Historical price for 1300 PE is as follows

On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 37.75, which was 9.6 higher than the previous day. The implied volatity was 21.7, the open interest changed by -38 which decreased total open position to 229


On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 28, which was 11 higher than the previous day. The implied volatity was 19.65, the open interest changed by 47 which increased total open position to 266


On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 17, which was 0.4 higher than the previous day. The implied volatity was 19.18, the open interest changed by 18 which increased total open position to 219


On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 16.75, which was -1.2 lower than the previous day. The implied volatity was 19.71, the open interest changed by -56 which decreased total open position to 201


On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 17.55, which was -3.85 lower than the previous day. The implied volatity was 19.15, the open interest changed by 13 which increased total open position to 257


On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 20.8, which was -9.35 lower than the previous day. The implied volatity was 20.1, the open interest changed by 91 which increased total open position to 243


On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 31.5, which was -9 lower than the previous day. The implied volatity was 21.55, the open interest changed by 4 which increased total open position to 152


On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 40.5, which was 12.4 higher than the previous day. The implied volatity was 21.69, the open interest changed by 27 which increased total open position to 148


On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 27.95, which was -9.45 lower than the previous day. The implied volatity was 20.72, the open interest changed by 24 which increased total open position to 120


On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 38, which was 2.2 higher than the previous day. The implied volatity was 22.43, the open interest changed by 3 which increased total open position to 96


On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 35.8, which was -3.2 lower than the previous day. The implied volatity was 21.38, the open interest changed by 40 which increased total open position to 94


On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 39, which was 10 higher than the previous day. The implied volatity was 20, the open interest changed by 16 which increased total open position to 54


On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 29, which was -1.9 lower than the previous day. The implied volatity was 21.12, the open interest changed by 0 which decreased total open position to 38


On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 30.9, which was -18.8 lower than the previous day. The implied volatity was 21.79, the open interest changed by 27 which increased total open position to 37


On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 49.7, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 49.7, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 49.7, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 49.7, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 49.7, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 49.7, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 49.7, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 49.7, which was 17.1 higher than the previous day. The implied volatity was 22.45, the open interest changed by 4 which increased total open position to 10


On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 32.6, which was -27.95 lower than the previous day. The implied volatity was 26.38, the open interest changed by 4 which increased total open position to 4


On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 60.55, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 28 Jan NESTLEIND was trading at 1292.40. The strike last trading price was 60.55, 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 27 Jan NESTLEIND was trading at 1303.30. The strike last trading price was 60.55, 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 23 Jan NESTLEIND was trading at 1293.80. The strike last trading price was 60.55, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0


On 22 Jan NESTLEIND was trading at 1306.00. The strike last trading price was 60.55, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 21 Jan NESTLEIND was trading at 1283.20. The strike last trading price was 60.55, which was 0 lower than the previous day. The implied volatity was 0.3, 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 -, 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 19 Jan NESTLEIND was trading at 1315.60. 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 16 Jan NESTLEIND was trading at 1315.90. 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 14 Jan NESTLEIND was trading at 1307.10. The strike last trading price was 60.55, 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 60.55, which was 0 lower than the previous day. The implied volatity was 2.11, 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 -, 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 Jan NESTLEIND was trading at 1299.10. 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 8 Jan NESTLEIND was trading at 1306.90. 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 7 Jan NESTLEIND was trading at 1314.80. 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 6 Jan NESTLEIND was trading at 1319.90. 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 5 Jan NESTLEIND was trading at 1314.60. The strike last trading price was 60.55, 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 2 Jan NESTLEIND was trading at 1279.70. The strike last trading price was 60.55, which was 0 lower than the previous day. The implied volatity was 0.55, 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 60.55, which was 0 lower than the previous day. The implied volatity was 1.11, 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 60.55, 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