[--[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 1300 CE
Delta: 0.12
Vega: 0.54
Theta: -0.30
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 2.75 1 17.55 672 -156 1,590
11 Dec 1215.00 1.75 -0.15 18.43 446 -19 1,746
10 Dec 1209.30 1.9 -0.75 19.40 413 22 1,766
9 Dec 1215.80 2.6 -0.5 19.42 524 0 1,746
8 Dec 1214.80 3.05 -4.55 19.94 1,246 121 1,754
5 Dec 1246.90 7 -0.3 17.01 450 9 1,642
4 Dec 1242.40 7.2 -0.65 18.13 603 74 1,631
3 Dec 1241.90 7.7 -4.7 18.18 950 101 1,566
2 Dec 1258.90 12.35 -0.2 17.88 363 20 1,466
1 Dec 1260.60 12.85 -0.55 18.16 1,037 72 1,446
28 Nov 1261.10 13.35 -2.8 16.20 1,168 163 1,374
27 Nov 1266.40 15.75 -4.1 16.73 1,520 444 1,200
26 Nov 1276.80 19.5 4.95 16.45 1,643 257 754
25 Nov 1263.20 14.4 -3.3 15.73 606 75 498
24 Nov 1269.20 15.8 -6.95 15.25 734 -31 422
21 Nov 1280.70 23.25 -1.05 16.32 451 129 449
20 Nov 1279.20 24.7 -0.6 16.80 519 36 319
19 Nov 1279.00 25.65 3.95 16.53 487 65 282
18 Nov 1265.10 22.05 -3.05 18.02 180 82 216
17 Nov 1270.30 25.15 0.45 18.30 87 36 132
14 Nov 1271.60 24.7 -3.6 17.26 16 9 95
13 Nov 1275.20 28.55 -2.2 17.91 79 18 86
12 Nov 1278.20 30.75 7.15 17.68 72 27 69
11 Nov 1268.10 23.6 -2.6 16.29 17 2 41
10 Nov 1262.90 26.2 2.2 18.87 6 -1 39
7 Nov 1262.70 24 -4 16.76 17 7 40
6 Nov 1266.10 28 1.8 16.25 6 1 32
4 Nov 1265.00 26.2 -1.8 16.38 11 7 31
3 Nov 1266.70 28 -5.2 16.55 30 16 23
31 Oct 1271.60 33.2 18.55 - 9 6 6
30 Oct 1279.90 14.65 0 - 0 0 0
29 Oct 1273.00 14.65 0 0.20 0 0 0
28 Oct 1271.00 14.65 0 0.37 0 0 0
21 Oct 1287.30 14.65 0 - 0 0 0
20 Oct 1285.40 14.65 0 - 0 0 0
17 Oct 1289.50 14.65 0 - 0 0 0
16 Oct 1276.60 14.65 0 - 0 0 0
15 Oct 1222.30 14.65 0 - 0 0 0


For Nestle India Limited - strike price 1300 expiring on 30DEC2025

Delta for 1300 CE is 0.12

Historical price for 1300 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 2.75, which was 1 higher than the previous day. The implied volatity was 17.55, the open interest changed by -156 which decreased total open position to 1590


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 18.43, the open interest changed by -19 which decreased total open position to 1746


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 1.9, which was -0.75 lower than the previous day. The implied volatity was 19.40, the open interest changed by 22 which increased total open position to 1766


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 2.6, which was -0.5 lower than the previous day. The implied volatity was 19.42, the open interest changed by 0 which decreased total open position to 1746


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 3.05, which was -4.55 lower than the previous day. The implied volatity was 19.94, the open interest changed by 121 which increased total open position to 1754


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 7, which was -0.3 lower than the previous day. The implied volatity was 17.01, the open interest changed by 9 which increased total open position to 1642


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 7.2, which was -0.65 lower than the previous day. The implied volatity was 18.13, the open interest changed by 74 which increased total open position to 1631


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 7.7, which was -4.7 lower than the previous day. The implied volatity was 18.18, the open interest changed by 101 which increased total open position to 1566


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 12.35, which was -0.2 lower than the previous day. The implied volatity was 17.88, the open interest changed by 20 which increased total open position to 1466


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 12.85, which was -0.55 lower than the previous day. The implied volatity was 18.16, the open interest changed by 72 which increased total open position to 1446


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 13.35, which was -2.8 lower than the previous day. The implied volatity was 16.20, the open interest changed by 163 which increased total open position to 1374


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 15.75, which was -4.1 lower than the previous day. The implied volatity was 16.73, the open interest changed by 444 which increased total open position to 1200


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 19.5, which was 4.95 higher than the previous day. The implied volatity was 16.45, the open interest changed by 257 which increased total open position to 754


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 14.4, which was -3.3 lower than the previous day. The implied volatity was 15.73, the open interest changed by 75 which increased total open position to 498


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 15.8, which was -6.95 lower than the previous day. The implied volatity was 15.25, the open interest changed by -31 which decreased total open position to 422


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 23.25, which was -1.05 lower than the previous day. The implied volatity was 16.32, the open interest changed by 129 which increased total open position to 449


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 24.7, which was -0.6 lower than the previous day. The implied volatity was 16.80, the open interest changed by 36 which increased total open position to 319


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 25.65, which was 3.95 higher than the previous day. The implied volatity was 16.53, the open interest changed by 65 which increased total open position to 282


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 22.05, which was -3.05 lower than the previous day. The implied volatity was 18.02, the open interest changed by 82 which increased total open position to 216


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 25.15, which was 0.45 higher than the previous day. The implied volatity was 18.30, the open interest changed by 36 which increased total open position to 132


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 24.7, which was -3.6 lower than the previous day. The implied volatity was 17.26, the open interest changed by 9 which increased total open position to 95


On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 28.55, which was -2.2 lower than the previous day. The implied volatity was 17.91, the open interest changed by 18 which increased total open position to 86


On 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 30.75, which was 7.15 higher than the previous day. The implied volatity was 17.68, the open interest changed by 27 which increased total open position to 69


On 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 23.6, which was -2.6 lower than the previous day. The implied volatity was 16.29, the open interest changed by 2 which increased total open position to 41


On 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 26.2, which was 2.2 higher than the previous day. The implied volatity was 18.87, the open interest changed by -1 which decreased total open position to 39


On 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 24, which was -4 lower than the previous day. The implied volatity was 16.76, the open interest changed by 7 which increased total open position to 40


On 6 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 28, which was 1.8 higher than the previous day. The implied volatity was 16.25, the open interest changed by 1 which increased total open position to 32


On 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 26.2, which was -1.8 lower than the previous day. The implied volatity was 16.38, the open interest changed by 7 which increased total open position to 31


On 3 Nov NESTLEIND was trading at 1266.70. The strike last trading price was 28, which was -5.2 lower than the previous day. The implied volatity was 16.55, the open interest changed by 16 which increased total open position to 23


On 31 Oct NESTLEIND was trading at 1271.60. The strike last trading price was 33.2, which was 18.55 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 30 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 14.65, 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 14.65, which was 0 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0


On 28 Oct NESTLEIND was trading at 1271.00. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0


On 21 Oct NESTLEIND was trading at 1287.30. The strike last trading price was 14.65, 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 Oct NESTLEIND was trading at 1285.40. The strike last trading price was 14.65, 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 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 14.65, 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 Oct NESTLEIND was trading at 1276.60. The strike last trading price was 14.65, 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 15 Oct NESTLEIND was trading at 1222.30. The strike last trading price was 14.65, 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 1300 PE
Delta: -0.86
Vega: 0.62
Theta: -0.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 63.1 -19.3 19.51 141 -116 197
11 Dec 1215.00 81.9 -5.6 25.60 10 0 311
10 Dec 1209.30 87.55 10.75 26.26 22 -8 317
9 Dec 1215.80 76.8 -4.45 12.28 17 -6 325
8 Dec 1214.80 81.5 26.75 22.04 19 -9 330
5 Dec 1246.90 54.4 -3.35 20.12 155 -54 340
4 Dec 1242.40 57 -1 18.16 14 6 392
3 Dec 1241.90 58 13.55 19.23 46 6 386
2 Dec 1258.90 44.35 -0.05 17.91 19 -1 380
1 Dec 1260.60 45.15 1.3 17.83 31 26 381
28 Nov 1261.10 43.85 4.6 18.97 87 44 355
27 Nov 1266.40 38.15 4.4 17.47 327 215 311
26 Nov 1276.80 34.15 -8.3 17.24 131 -14 98
25 Nov 1263.20 42.25 1.55 17.95 57 2 111
24 Nov 1269.20 42 8 19.46 108 55 109
21 Nov 1280.70 34 -0.8 17.69 60 25 53
20 Nov 1279.20 34.8 -1.05 18.15 32 7 27
19 Nov 1279.00 35 -15.9 18.74 36 7 20
18 Nov 1265.10 50.9 6.45 23.21 6 4 12
17 Nov 1270.30 44.2 -1.45 20.78 9 2 8
14 Nov 1271.60 45.65 8.65 21.15 1 0 6
13 Nov 1275.20 37 -105.1 17.68 6 5 5
12 Nov 1278.20 142.1 0 - 0 0 0
11 Nov 1268.10 142.1 0 - 0 0 0
10 Nov 1262.90 142.1 0 - 0 0 0
7 Nov 1262.70 142.1 0 - 0 0 0
6 Nov 1266.10 142.1 0 - 0 0 0
4 Nov 1265.00 142.1 0 - 0 0 0
3 Nov 1266.70 142.1 0 - 0 0 0
31 Oct 1271.60 142.1 0 - 0 0 0
30 Oct 1279.90 142.1 0 0.11 0 0 0
29 Oct 1273.00 142.1 0 - 0 0 0
28 Oct 1271.00 142.1 0 - 0 0 0
21 Oct 1287.30 142.1 0 0.59 0 0 0
20 Oct 1285.40 142.1 0 0.58 0 0 0
17 Oct 1289.50 142.1 0 0.82 0 0 0
16 Oct 1276.60 142.1 0 - 0 0 0
15 Oct 1222.30 0 0 - 0 0 0


For Nestle India Limited - strike price 1300 expiring on 30DEC2025

Delta for 1300 PE is -0.86

Historical price for 1300 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 63.1, which was -19.3 lower than the previous day. The implied volatity was 19.51, the open interest changed by -116 which decreased total open position to 197


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 81.9, which was -5.6 lower than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 311


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 87.55, which was 10.75 higher than the previous day. The implied volatity was 26.26, the open interest changed by -8 which decreased total open position to 317


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 76.8, which was -4.45 lower than the previous day. The implied volatity was 12.28, the open interest changed by -6 which decreased total open position to 325


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 81.5, which was 26.75 higher than the previous day. The implied volatity was 22.04, the open interest changed by -9 which decreased total open position to 330


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 54.4, which was -3.35 lower than the previous day. The implied volatity was 20.12, the open interest changed by -54 which decreased total open position to 340


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 57, which was -1 lower than the previous day. The implied volatity was 18.16, the open interest changed by 6 which increased total open position to 392


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 58, which was 13.55 higher than the previous day. The implied volatity was 19.23, the open interest changed by 6 which increased total open position to 386


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 44.35, which was -0.05 lower than the previous day. The implied volatity was 17.91, the open interest changed by -1 which decreased total open position to 380


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 45.15, which was 1.3 higher than the previous day. The implied volatity was 17.83, the open interest changed by 26 which increased total open position to 381


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 43.85, which was 4.6 higher than the previous day. The implied volatity was 18.97, the open interest changed by 44 which increased total open position to 355


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 38.15, which was 4.4 higher than the previous day. The implied volatity was 17.47, the open interest changed by 215 which increased total open position to 311


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 34.15, which was -8.3 lower than the previous day. The implied volatity was 17.24, the open interest changed by -14 which decreased total open position to 98


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 42.25, which was 1.55 higher than the previous day. The implied volatity was 17.95, the open interest changed by 2 which increased total open position to 111


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 42, which was 8 higher than the previous day. The implied volatity was 19.46, the open interest changed by 55 which increased total open position to 109


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 34, which was -0.8 lower than the previous day. The implied volatity was 17.69, the open interest changed by 25 which increased total open position to 53


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 34.8, which was -1.05 lower than the previous day. The implied volatity was 18.15, the open interest changed by 7 which increased total open position to 27


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 35, which was -15.9 lower than the previous day. The implied volatity was 18.74, the open interest changed by 7 which increased total open position to 20


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 50.9, which was 6.45 higher than the previous day. The implied volatity was 23.21, the open interest changed by 4 which increased total open position to 12


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 44.2, which was -1.45 lower than the previous day. The implied volatity was 20.78, the open interest changed by 2 which increased total open position to 8


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 45.65, which was 8.65 higher than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 6


On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 37, which was -105.1 lower than the previous day. The implied volatity was 17.68, the open interest changed by 5 which increased total open position to 5


On 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 142.1, 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 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 142.1, 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 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 142.1, 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 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 142.1, 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 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 142.1, 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 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 142.1, 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 3 Nov NESTLEIND was trading at 1266.70. The strike last trading price was 142.1, 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 Oct NESTLEIND was trading at 1271.60. The strike last trading price was 142.1, 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 30 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 142.1, which was 0 lower than the previous day. The implied volatity was 0.11, 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 142.1, 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 28 Oct NESTLEIND was trading at 1271.00. The strike last trading price was 142.1, 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 21 Oct NESTLEIND was trading at 1287.30. The strike last trading price was 142.1, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0


On 20 Oct NESTLEIND was trading at 1285.40. The strike last trading price was 142.1, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0


On 17 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 142.1, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0


On 16 Oct NESTLEIND was trading at 1276.60. The strike last trading price was 142.1, 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 15 Oct NESTLEIND was trading at 1222.30. The strike last trading price was 0, 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