[--[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 1320 CE
Delta: 0.08
Vega: 0.40
Theta: -0.24
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 1.8 0.45 19.32 1,667 -146 5,227
11 Dec 1215.00 1.3 -0.2 20.52 956 0 5,376
10 Dec 1209.30 1.45 -0.55 21.46 2,071 2 5,390
9 Dec 1215.80 2.15 -0.25 21.87 1,711 303 5,383
8 Dec 1214.80 2.45 -2.75 22.16 2,634 361 5,140
5 Dec 1246.90 4.95 -0.15 18.67 1,521 116 4,778
4 Dec 1242.40 5.1 -0.4 19.59 1,947 378 4,663
3 Dec 1241.90 5.3 -2.9 19.36 3,001 1,135 4,287
2 Dec 1258.90 8.1 -0.3 18.52 1,224 253 3,154
1 Dec 1260.60 8.4 -0.55 18.64 2,196 430 2,903
28 Nov 1261.10 8.8 -1.8 16.87 1,727 459 2,456
27 Nov 1266.40 10.6 -2.95 16.74 3,235 972 1,999
26 Nov 1276.80 13 3.65 16.77 2,471 885 1,019
25 Nov 1263.20 9.65 -1.4 16.41 106 18 134
24 Nov 1269.20 12.5 -2.8 17.32 141 61 115
21 Nov 1280.70 15.25 -1.6 16.07 58 -4 50
20 Nov 1279.20 17 -1 16.84 68 17 53
19 Nov 1279.00 18 2.7 16.74 71 -3 33
18 Nov 1265.10 15.5 -2.45 18.13 47 20 36
17 Nov 1270.30 17.95 -0.3 18.34 13 6 9
14 Nov 1271.60 18.25 -7.5 17.77 2 1 3
13 Nov 1275.20 25.75 5.85 20.80 1 0 1
12 Nov 1278.20 19.9 8.3 16.25 1 0 0
11 Nov 1268.10 11.6 0 2.08 0 0 0
10 Nov 1262.90 11.6 0 2.23 0 0 0
7 Nov 1262.70 11.6 0 2.22 0 0 0
6 Nov 1266.10 11.6 0 1.82 0 0 0
4 Nov 1265.00 11.6 0 1.89 0 0 0
3 Nov 1266.70 11.6 0 1.73 0 0 0
31 Oct 1271.60 11.6 0 - 0 0 0
30 Oct 1279.90 11.6 0 1.07 0 0 0
29 Oct 1273.00 11.6 0 1.29 0 0 0
28 Oct 1271.00 11.6 0 1.39 0 0 0
21 Oct 1287.30 11.6 0 0.47 0 0 0
20 Oct 1285.40 11.6 0 0.55 0 0 0
17 Oct 1289.50 11.6 0 - 0 0 0
16 Oct 1276.60 11.6 0 - 0 0 0
15 Oct 1222.30 11.6 0 - 0 0 0


For Nestle India Limited - strike price 1320 expiring on 30DEC2025

Delta for 1320 CE is 0.08

Historical price for 1320 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 1.8, which was 0.45 higher than the previous day. The implied volatity was 19.32, the open interest changed by -146 which decreased total open position to 5227


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 20.52, the open interest changed by 0 which decreased total open position to 5376


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 21.46, the open interest changed by 2 which increased total open position to 5390


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 21.87, the open interest changed by 303 which increased total open position to 5383


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 2.45, which was -2.75 lower than the previous day. The implied volatity was 22.16, the open interest changed by 361 which increased total open position to 5140


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 4.95, which was -0.15 lower than the previous day. The implied volatity was 18.67, the open interest changed by 116 which increased total open position to 4778


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 5.1, which was -0.4 lower than the previous day. The implied volatity was 19.59, the open interest changed by 378 which increased total open position to 4663


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 5.3, which was -2.9 lower than the previous day. The implied volatity was 19.36, the open interest changed by 1135 which increased total open position to 4287


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 8.1, which was -0.3 lower than the previous day. The implied volatity was 18.52, the open interest changed by 253 which increased total open position to 3154


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 8.4, which was -0.55 lower than the previous day. The implied volatity was 18.64, the open interest changed by 430 which increased total open position to 2903


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 8.8, which was -1.8 lower than the previous day. The implied volatity was 16.87, the open interest changed by 459 which increased total open position to 2456


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 10.6, which was -2.95 lower than the previous day. The implied volatity was 16.74, the open interest changed by 972 which increased total open position to 1999


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 13, which was 3.65 higher than the previous day. The implied volatity was 16.77, the open interest changed by 885 which increased total open position to 1019


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 9.65, which was -1.4 lower than the previous day. The implied volatity was 16.41, the open interest changed by 18 which increased total open position to 134


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 12.5, which was -2.8 lower than the previous day. The implied volatity was 17.32, the open interest changed by 61 which increased total open position to 115


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 15.25, which was -1.6 lower than the previous day. The implied volatity was 16.07, the open interest changed by -4 which decreased total open position to 50


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 17, which was -1 lower than the previous day. The implied volatity was 16.84, the open interest changed by 17 which increased total open position to 53


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 18, which was 2.7 higher than the previous day. The implied volatity was 16.74, the open interest changed by -3 which decreased total open position to 33


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 15.5, which was -2.45 lower than the previous day. The implied volatity was 18.13, the open interest changed by 20 which increased total open position to 36


On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 17.95, which was -0.3 lower than the previous day. The implied volatity was 18.34, the open interest changed by 6 which increased total open position to 9


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 18.25, which was -7.5 lower than the previous day. The implied volatity was 17.77, the open interest changed by 1 which increased total open position to 3


On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 25.75, which was 5.85 higher than the previous day. The implied volatity was 20.80, the open interest changed by 0 which decreased total open position to 1


On 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 19.9, which was 8.3 higher than the previous day. The implied volatity was 16.25, 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 11.6, which was 0 lower than the previous day. The implied volatity was 2.08, 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 11.6, which was 0 lower than the previous day. The implied volatity was 2.23, 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 11.6, which was 0 lower than the previous day. The implied volatity was 2.22, 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 11.6, which was 0 lower than the previous day. The implied volatity was 1.82, 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 11.6, which was 0 lower than the previous day. The implied volatity was 1.89, 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 11.6, which was 0 lower than the previous day. The implied volatity was 1.73, 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 11.6, 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 30 Oct NESTLEIND was trading at 1279.90. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 1.07, 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 11.6, which was 0 lower than the previous day. The implied volatity was 1.29, 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 11.6, 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 21 Oct NESTLEIND was trading at 1287.30. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 0.47, 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 11.6, 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 17 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 11.6, 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 Oct NESTLEIND was trading at 1276.60. The strike last trading price was 11.6, 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 15 Oct NESTLEIND was trading at 1222.30. The strike last trading price was 11.6, 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


NESTLEIND 30DEC2025 1320 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 46.95 -9.05 - 0 0 25
11 Dec 1215.00 46.95 -9.05 - 0 0 25
10 Dec 1209.30 46.95 -9.05 - 0 0 25
9 Dec 1215.80 46.95 -9.05 - 0 0 0
8 Dec 1214.80 46.95 -9.05 - 0 0 25
5 Dec 1246.90 46.95 -9.05 - 0 0 0
4 Dec 1242.40 46.95 -9.05 - 0 0 0
3 Dec 1241.90 46.95 -9.05 - 0 0 0
2 Dec 1258.90 46.95 -9.05 - 0 0 0
1 Dec 1260.60 46.95 -9.05 - 0 0 0
28 Nov 1261.10 46.95 -9.05 - 0 0 0
27 Nov 1266.40 46.95 -9.05 - 0 5 0
26 Nov 1276.80 46.95 -9.05 17.27 17 6 26
25 Nov 1263.20 56 2.65 17.93 1 0 20
24 Nov 1269.20 53.5 4.95 18.37 42 16 25
21 Nov 1280.70 48.55 3.4 - 0 7 0
20 Nov 1279.20 48.55 3.4 19.30 9 6 8
19 Nov 1279.00 45.15 -113.55 17.84 2 1 1
18 Nov 1265.10 158.7 0 - 0 0 0
17 Nov 1270.30 158.7 0 - 0 0 0
14 Nov 1271.60 158.7 0 - 0 0 0
13 Nov 1275.20 158.7 0 - 0 0 0
12 Nov 1278.20 158.7 0 - 0 0 0
11 Nov 1268.10 158.7 0 - 0 0 0
10 Nov 1262.90 158.7 0 - 0 0 0
7 Nov 1262.70 158.7 0 - 0 0 0
6 Nov 1266.10 158.7 0 - 0 0 0
4 Nov 1265.00 158.7 0 - 0 0 0
3 Nov 1266.70 158.7 0 - 0 0 0
31 Oct 1271.60 158.7 0 - 0 0 0
30 Oct 1279.90 158.7 0 - 0 0 0
29 Oct 1273.00 158.7 0 - 0 0 0
28 Oct 1271.00 158.7 0 - 0 0 0
21 Oct 1287.30 158.7 0 - 0 0 0
20 Oct 1285.40 158.7 0 - 0 0 0
17 Oct 1289.50 158.7 0 - 0 0 0
16 Oct 1276.60 158.7 0 - 0 0 0
15 Oct 1222.30 0 0 - 0 0 0


For Nestle India Limited - strike price 1320 expiring on 30DEC2025

Delta for 1320 PE is -

Historical price for 1320 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 46.95, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 46.95, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 46.95, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 46.95, which was -9.05 lower 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 46.95, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 46.95, which was -9.05 lower 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 46.95, which was -9.05 lower 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 46.95, which was -9.05 lower 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 46.95, which was -9.05 lower 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 46.95, which was -9.05 lower 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 46.95, which was -9.05 lower 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 46.95, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 46.95, which was -9.05 lower than the previous day. The implied volatity was 17.27, the open interest changed by 6 which increased total open position to 26


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 56, which was 2.65 higher than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 20


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 53.5, which was 4.95 higher than the previous day. The implied volatity was 18.37, the open interest changed by 16 which increased total open position to 25


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 48.55, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 48.55, which was 3.4 higher than the previous day. The implied volatity was 19.30, the open interest changed by 6 which increased total open position to 8


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 45.15, which was -113.55 lower than the previous day. The implied volatity was 17.84, the open interest changed by 1 which increased total open position to 1


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 158.7, 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 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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 158.7, 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