[--[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 1310 CE
Delta: 0.09
Vega: 0.46
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 2.15 0.65 18.31 105 -7 261
11 Dec 1215.00 1.5 -0.15 19.49 4 -1 268
10 Dec 1209.30 1.65 -0.65 20.44 103 -57 273
9 Dec 1215.80 2.3 -0.3 20.54 103 13 329
8 Dec 1214.80 2.5 -3.6 20.61 171 -14 322
5 Dec 1246.90 5.85 -0.25 17.83 94 6 337
4 Dec 1242.40 6.15 -0.25 18.99 153 19 332
3 Dec 1241.90 5.9 -4.15 18.24 292 89 312
2 Dec 1258.90 9.95 -0.4 18.14 55 27 223
1 Dec 1260.60 10.3 -0.7 18.30 103 57 195
28 Nov 1261.10 10.95 -1.95 16.61 62 27 137
27 Nov 1266.40 13.1 -3 16.50 89 52 108
26 Nov 1276.80 15.7 3.85 16.42 196 -1 59
25 Nov 1263.20 11.6 -1.8 15.92 57 7 61
24 Nov 1269.20 11.2 -7.15 14.35 46 20 55
21 Nov 1280.70 18.3 -1.65 15.78 14 1 34
20 Nov 1279.20 19.95 -1.55 16.43 29 14 33
19 Nov 1279.00 21.5 -18.4 16.60 23 18 18
18 Nov 1265.10 39.9 0 1.97 0 0 0
17 Nov 1270.30 39.9 0 1.60 0 0 0
14 Nov 1271.60 39.9 0 1.50 0 0 0
13 Nov 1275.20 39.9 0 1.22 0 0 0
12 Nov 1278.20 39.9 0 1.09 0 0 0
11 Nov 1268.10 39.9 0 1.50 0 0 0
10 Nov 1262.90 39.9 0 1.86 0 0 0
7 Nov 1262.70 39.9 0 1.66 0 0 0
6 Nov 1266.10 39.9 0 1.21 0 0 0
4 Nov 1265.00 39.9 0 1.35 0 0 0
3 Nov 1266.70 39.9 0 1.19 0 0 0
31 Oct 1271.60 39.9 0 - 0 0 0
30 Oct 1279.90 39.9 0 0.52 0 0 0
29 Oct 1273.00 39.9 0 0.76 0 0 0


For Nestle India Limited - strike price 1310 expiring on 30DEC2025

Delta for 1310 CE is 0.09

Historical price for 1310 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 2.15, which was 0.65 higher than the previous day. The implied volatity was 18.31, the open interest changed by -7 which decreased total open position to 261


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 19.49, the open interest changed by -1 which decreased total open position to 268


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 1.65, which was -0.65 lower than the previous day. The implied volatity was 20.44, the open interest changed by -57 which decreased total open position to 273


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was 20.54, the open interest changed by 13 which increased total open position to 329


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 2.5, which was -3.6 lower than the previous day. The implied volatity was 20.61, the open interest changed by -14 which decreased total open position to 322


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 5.85, which was -0.25 lower than the previous day. The implied volatity was 17.83, the open interest changed by 6 which increased total open position to 337


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 6.15, which was -0.25 lower than the previous day. The implied volatity was 18.99, the open interest changed by 19 which increased total open position to 332


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 5.9, which was -4.15 lower than the previous day. The implied volatity was 18.24, the open interest changed by 89 which increased total open position to 312


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 9.95, which was -0.4 lower than the previous day. The implied volatity was 18.14, the open interest changed by 27 which increased total open position to 223


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 10.3, which was -0.7 lower than the previous day. The implied volatity was 18.30, the open interest changed by 57 which increased total open position to 195


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 10.95, which was -1.95 lower than the previous day. The implied volatity was 16.61, the open interest changed by 27 which increased total open position to 137


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 13.1, which was -3 lower than the previous day. The implied volatity was 16.50, the open interest changed by 52 which increased total open position to 108


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 15.7, which was 3.85 higher than the previous day. The implied volatity was 16.42, the open interest changed by -1 which decreased total open position to 59


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 11.6, which was -1.8 lower than the previous day. The implied volatity was 15.92, the open interest changed by 7 which increased total open position to 61


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 11.2, which was -7.15 lower than the previous day. The implied volatity was 14.35, the open interest changed by 20 which increased total open position to 55


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 18.3, which was -1.65 lower than the previous day. The implied volatity was 15.78, the open interest changed by 1 which increased total open position to 34


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 19.95, which was -1.55 lower than the previous day. The implied volatity was 16.43, the open interest changed by 14 which increased total open position to 33


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 21.5, which was -18.4 lower than the previous day. The implied volatity was 16.60, the open interest changed by 18 which increased total open position to 18


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 39.9, 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 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 39.9, which was 0 lower than the previous day. The implied volatity was 1.60, 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 39.9, which was 0 lower than the previous day. The implied volatity was 1.50, 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 39.9, which was 0 lower than the previous day. The implied volatity was 1.22, 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 39.9, which was 0 lower than the previous day. The implied volatity was 1.09, 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 39.9, which was 0 lower than the previous day. The implied volatity was 1.50, 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 39.9, which was 0 lower than the previous day. The implied volatity was 1.86, 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 39.9, which was 0 lower than the previous day. The implied volatity was 1.66, 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 39.9, which was 0 lower than the previous day. The implied volatity was 1.21, 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 39.9, which was 0 lower than the previous day. The implied volatity was 1.35, 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 39.9, which was 0 lower than the previous day. The implied volatity was 1.19, 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 39.9, 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 39.9, which was 0 lower than the previous day. The implied volatity was 0.52, 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 39.9, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 30DEC2025 1310 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 48.05 3.35 - 0 0 12
11 Dec 1215.00 48.05 3.35 - 0 0 12
10 Dec 1209.30 48.05 3.35 - 0 0 12
9 Dec 1215.80 48.05 3.35 - 0 0 0
8 Dec 1214.80 48.05 3.35 - 0 0 12
5 Dec 1246.90 48.05 3.35 - 0 0 0
4 Dec 1242.40 48.05 3.35 - 0 0 0
3 Dec 1241.90 48.05 3.35 - 0 0 0
2 Dec 1258.90 48.05 3.35 - 0 0 0
1 Dec 1260.60 48.05 3.35 - 0 0 0
28 Nov 1261.10 48.05 3.35 - 0 0 0
27 Nov 1266.40 48.05 3.35 - 0 0 0
26 Nov 1276.80 48.05 3.35 - 0 0 0
25 Nov 1263.20 48.05 3.35 17.34 1 0 12
24 Nov 1269.20 46.8 2.8 18.46 34 10 11
21 Nov 1280.70 44 -9.5 20.21 1 0 0
20 Nov 1279.20 53.5 -11.65 - 0 0 0
19 Nov 1279.00 53.5 -11.65 - 0 0 0
18 Nov 1265.10 53.5 -11.65 21.11 2 1 1
17 Nov 1270.30 65.15 0 - 0 0 0
14 Nov 1271.60 65.15 0 - 0 0 0
13 Nov 1275.20 65.15 0 - 0 0 0
12 Nov 1278.20 65.15 0 - 0 0 0
11 Nov 1268.10 65.15 0 - 0 0 0
10 Nov 1262.90 65.15 0 - 0 0 0
7 Nov 1262.70 65.15 0 - 0 0 0
6 Nov 1266.10 65.15 0 - 0 0 0
4 Nov 1265.00 65.15 0 - 0 0 0
3 Nov 1266.70 65.15 0 - 0 0 0
31 Oct 1271.60 65.15 0 - 0 0 0
30 Oct 1279.90 65.15 0 - 0 0 0
29 Oct 1273.00 65.15 0 - 0 0 0


For Nestle India Limited - strike price 1310 expiring on 30DEC2025

Delta for 1310 PE is -

Historical price for 1310 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 48.05, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 48.05, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 48.05, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 48.05, which was 3.35 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 48.05, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 48.05, which was 3.35 higher 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 48.05, which was 3.35 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 48.05, which was 3.35 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 48.05, which was 3.35 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 48.05, which was 3.35 higher 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 48.05, which was 3.35 higher 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 48.05, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 48.05, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 48.05, which was 3.35 higher than the previous day. The implied volatity was 17.34, the open interest changed by 0 which decreased total open position to 12


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 46.8, which was 2.8 higher than the previous day. The implied volatity was 18.46, the open interest changed by 10 which increased total open position to 11


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 44, which was -9.5 lower than the previous day. The implied volatity was 20.21, 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 53.5, which was -11.65 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 53.5, which was -11.65 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 53.5, which was -11.65 lower than the previous day. The implied volatity was 21.11, the open interest changed by 1 which increased total open position to 1


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 65.15, 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 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 65.15, 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 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 65.15, 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 65.15, 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 65.15, 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 65.15, 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 65.15, 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 65.15, 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 65.15, 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 65.15, 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 65.15, 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 65.15, 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 65.15, 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