NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
25 Feb 2026 02:20 PM IST
| NESTLEIND 30-MAR-2026 1310 CE | ||||||||||||||||
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Delta: 0.66
Vega: 1.46
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 1320.70 | 36.55 | -3.8 | 15.02 | 36 | -2 | 54 | |||||||||
| 24 Feb | 1320.00 | 40.8 | 3.55 | 18.46 | 79 | 2 | 55 | |||||||||
| 23 Feb | 1315.10 | 38.15 | 11.7 | 18.08 | 199 | 45 | 51 | |||||||||
| 20 Feb | 1293.80 | 26.5 | 4.15 | 16.17 | 9 | 0 | 8 | |||||||||
| 19 Feb | 1278.50 | 22.35 | -7.65 | 18.2 | 9 | 4 | 7 | |||||||||
| 18 Feb | 1300.90 | 30 | 0 | 15.62 | 2 | 0 | 2 | |||||||||
| 17 Feb | 1285.30 | 30 | -11 | - | 0 | 0 | 2 | |||||||||
| 16 Feb | 1289.80 | 30 | -11 | 19.11 | 1 | 0 | 2 | |||||||||
| 13 Feb | 1282.60 | 41 | 6.55 | - | 0 | 0 | 2 | |||||||||
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| 12 Feb | 1305.50 | 41 | 6.55 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 1305.30 | 41 | 6.55 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 1308.60 | 41 | 6.55 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 1295.60 | 41 | 6.55 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 1303.30 | 41 | 6.55 | - | 0 | 0 | 2 | |||||||||
| 5 Feb | 1303.50 | 41 | 6.55 | 18.42 | 1 | 0 | 2 | |||||||||
| 4 Feb | 1303.20 | 34.45 | -17.15 | - | 0 | 0 | 2 | |||||||||
| 3 Feb | 1308.00 | 34.45 | -17.15 | - | 0 | 0 | 2 | |||||||||
| 2 Feb | 1308.30 | 34.45 | -17.15 | - | 0 | 0 | 2 | |||||||||
| 1 Feb | 1282.50 | 34.45 | -17.15 | - | 0 | 0 | 2 | |||||||||
| 30 Jan | 1332.40 | 34.45 | -17.15 | - | 0 | 0 | 2 | |||||||||
| 29 Jan | 1287.90 | 34.45 | -17.15 | 17.15 | 2 | 1 | 1 | |||||||||
| 28 Jan | 1292.40 | 51.6 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1310 expiring on 30MAR2026
Delta for 1310 CE is 0.66
Historical price for 1310 CE is as follows
On 25 Feb NESTLEIND was trading at 1320.70. The strike last trading price was 36.55, which was -3.8 lower than the previous day. The implied volatity was 15.02, the open interest changed by -2 which decreased total open position to 54
On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 40.8, which was 3.55 higher than the previous day. The implied volatity was 18.46, the open interest changed by 2 which increased total open position to 55
On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 38.15, which was 11.7 higher than the previous day. The implied volatity was 18.08, the open interest changed by 45 which increased total open position to 51
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 26.5, which was 4.15 higher than the previous day. The implied volatity was 16.17, the open interest changed by 0 which decreased total open position to 8
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 22.35, which was -7.65 lower than the previous day. The implied volatity was 18.2, the open interest changed by 4 which increased total open position to 7
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 15.62, the open interest changed by 0 which decreased total open position to 2
On 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 30, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 30, which was -11 lower than the previous day. The implied volatity was 19.11, the open interest changed by 0 which decreased total open position to 2
On 13 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 41, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 41, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 41, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 41, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 41, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 41, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 41, which was 6.55 higher than the previous day. The implied volatity was 18.42, the open interest changed by 0 which decreased total open position to 2
On 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 34.45, which was -17.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 34.45, which was -17.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 34.45, which was -17.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 34.45, which was -17.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 34.45, which was -17.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 34.45, which was -17.15 lower than the previous day. The implied volatity was 17.15, 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 51.6, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 30MAR2026 1310 PE | |||||||
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Delta: -0.37
Vega: 1.51
Theta: -0.31
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 1320.70 | 21 | -0.6 | 19.72 | 136 | 19 | 75 |
| 24 Feb | 1320.00 | 22 | -3.55 | 19.59 | 59 | 23 | 55 |
| 23 Feb | 1315.10 | 26 | -7.35 | 20.84 | 58 | 34 | 34 |
| 20 Feb | 1293.80 | 31.9 | -12.7 | 18.84 | 2 | 0 | 0 |
| 19 Feb | 1278.50 | 44.6 | 0 | 0.4 | 0 | 0 | 0 |
| 18 Feb | 1300.90 | 44.6 | 0 | 0.45 | 0 | 0 | 0 |
| 17 Feb | 1285.30 | 44.6 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 1289.80 | 44.6 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1282.60 | 44.6 | 0 | 0.12 | 0 | 0 | 0 |
| 12 Feb | 1305.50 | 44.6 | 0 | 0.83 | 0 | 0 | 0 |
| 11 Feb | 1305.30 | 44.6 | 0 | 0.59 | 0 | 0 | 0 |
| 10 Feb | 1308.60 | 44.6 | 0 | 0.98 | 0 | 0 | 0 |
| 9 Feb | 1295.60 | 44.6 | 0 | 0.16 | 0 | 0 | 0 |
| 6 Feb | 1303.30 | 44.6 | 0 | 0.55 | 0 | 0 | 0 |
| 5 Feb | 1303.50 | 44.6 | 0 | 0.58 | 0 | 0 | 0 |
| 4 Feb | 1303.20 | 44.6 | 0 | 0.53 | 0 | 0 | 0 |
| 3 Feb | 1308.00 | 44.6 | 0 | 1.06 | 0 | 0 | 0 |
| 2 Feb | 1308.30 | 44.6 | 0 | 1.16 | 0 | 0 | 0 |
| 1 Feb | 1282.50 | 44.6 | 0 | 0.18 | 0 | 0 | 0 |
| 30 Jan | 1332.40 | 44.6 | 0 | 2.34 | 0 | 0 | 0 |
| 29 Jan | 1287.90 | 44.6 | 0 | 0.05 | 0 | 0 | 0 |
| 28 Jan | 1292.40 | 44.6 | 0 | 0.15 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1310 expiring on 30MAR2026
Delta for 1310 PE is -0.37
Historical price for 1310 PE is as follows
On 25 Feb NESTLEIND was trading at 1320.70. The strike last trading price was 21, which was -0.6 lower than the previous day. The implied volatity was 19.72, the open interest changed by 19 which increased total open position to 75
On 24 Feb NESTLEIND was trading at 1320.00. The strike last trading price was 22, which was -3.55 lower than the previous day. The implied volatity was 19.59, the open interest changed by 23 which increased total open position to 55
On 23 Feb NESTLEIND was trading at 1315.10. The strike last trading price was 26, which was -7.35 lower than the previous day. The implied volatity was 20.84, the open interest changed by 34 which increased total open position to 34
On 20 Feb NESTLEIND was trading at 1293.80. The strike last trading price was 31.9, which was -12.7 lower than the previous day. The implied volatity was 18.84, the open interest changed by 0 which decreased total open position to 0
On 19 Feb NESTLEIND was trading at 1278.50. The strike last trading price was 44.6, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0
On 18 Feb NESTLEIND was trading at 1300.90. The strike last trading price was 44.6, 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 17 Feb NESTLEIND was trading at 1285.30. The strike last trading price was 44.6, 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 Feb NESTLEIND was trading at 1289.80. The strike last trading price was 44.6, 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 Feb NESTLEIND was trading at 1282.60. The strike last trading price was 44.6, 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 12 Feb NESTLEIND was trading at 1305.50. The strike last trading price was 44.6, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
On 11 Feb NESTLEIND was trading at 1305.30. The strike last trading price was 44.6, 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 10 Feb NESTLEIND was trading at 1308.60. The strike last trading price was 44.6, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 9 Feb NESTLEIND was trading at 1295.60. The strike last trading price was 44.6, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 6 Feb NESTLEIND was trading at 1303.30. The strike last trading price was 44.6, 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 5 Feb NESTLEIND was trading at 1303.50. The strike last trading price was 44.6, 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 4 Feb NESTLEIND was trading at 1303.20. The strike last trading price was 44.6, 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 3 Feb NESTLEIND was trading at 1308.00. The strike last trading price was 44.6, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 2 Feb NESTLEIND was trading at 1308.30. The strike last trading price was 44.6, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NESTLEIND was trading at 1282.50. The strike last trading price was 44.6, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 30 Jan NESTLEIND was trading at 1332.40. The strike last trading price was 44.6, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NESTLEIND was trading at 1287.90. The strike last trading price was 44.6, which was 0 lower than the previous day. The implied volatity was 0.05, 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 44.6, 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
