NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1320 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.40
Theta: -0.24
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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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 | 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































































































































































































































