NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1310 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.46
Theta: -0.26
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































