NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1330 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.35
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1238.30 | 1.55 | 0.4 | 20.38 | 105 | 12 | 364 | |||||||||
| 11 Dec | 1215.00 | 1.15 | -0.15 | 21.59 | 14 | -6 | 352 | |||||||||
| 10 Dec | 1209.30 | 1.3 | -0.4 | 22.53 | 40 | 0 | 358 | |||||||||
| 9 Dec | 1215.80 | 1.65 | -0.4 | 22.16 | 82 | -47 | 360 | |||||||||
| 8 Dec | 1214.80 | 1.9 | -2.25 | 22.44 | 228 | -55 | 415 | |||||||||
| 5 Dec | 1246.90 | 3.85 | -0.3 | 18.95 | 151 | 49 | 471 | |||||||||
| 4 Dec | 1242.40 | 4.15 | -0.05 | 20.04 | 153 | 42 | 422 | |||||||||
| 3 Dec | 1241.90 | 4.15 | -2.3 | 19.57 | 243 | 54 | 380 | |||||||||
| 2 Dec | 1258.90 | 6.4 | -0.55 | 18.70 | 174 | 115 | 357 | |||||||||
| 1 Dec | 1260.60 | 6.7 | -0.35 | 18.84 | 64 | 43 | 241 | |||||||||
| 28 Nov | 1261.10 | 7.1 | -1.2 | 17.19 | 115 | -7 | 199 | |||||||||
| 27 Nov | 1266.40 | 8.4 | -2.45 | 16.86 | 144 | 58 | 206 | |||||||||
| 26 Nov | 1276.80 | 10.55 | 3 | 16.97 | 200 | 85 | 149 | |||||||||
| 25 Nov | 1263.20 | 7.4 | -1.3 | 16.33 | 30 | 10 | 63 | |||||||||
| 24 Nov | 1269.20 | 8.55 | -3.6 | 16.17 | 18 | 5 | 54 | |||||||||
| 21 Nov | 1280.70 | 12 | -1.5 | 15.90 | 36 | 20 | 44 | |||||||||
| 20 Nov | 1279.20 | 13.5 | 0.4 | 16.59 | 47 | 6 | 20 | |||||||||
| 19 Nov | 1279.00 | 13.1 | -0.75 | 15.66 | 11 | 7 | 14 | |||||||||
| 18 Nov | 1265.10 | 13.85 | -0.75 | 18.87 | 6 | 4 | 6 | |||||||||
| 17 Nov | 1270.30 | 14.6 | -1.6 | 18.11 | 1 | 0 | 2 | |||||||||
| 14 Nov | 1271.60 | 16.2 | -16.25 | 18.38 | 2 | 1 | 1 | |||||||||
| 13 Nov | 1275.20 | 32.45 | 0 | 2.41 | 0 | 0 | 0 | |||||||||
| 12 Nov | 1278.20 | 32.45 | 0 | 2.17 | 0 | 0 | 0 | |||||||||
| 11 Nov | 1268.10 | 32.45 | 0 | 2.65 | 0 | 0 | 0 | |||||||||
| 10 Nov | 1262.90 | 32.45 | 0 | 2.95 | 0 | 0 | 0 | |||||||||
| 7 Nov | 1262.70 | 32.45 | 0 | 2.77 | 0 | 0 | 0 | |||||||||
| 6 Nov | 1266.10 | 32.45 | 0 | 2.14 | 0 | 0 | 0 | |||||||||
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| 4 Nov | 1265.00 | 32.45 | 0 | 2.43 | 0 | 0 | 0 | |||||||||
| 3 Nov | 1266.70 | 32.45 | 0 | 2.26 | 0 | 0 | 0 | |||||||||
| 31 Oct | 1271.60 | 32.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1279.90 | 32.45 | 0 | 1.53 | 0 | 0 | 0 | |||||||||
| 29 Oct | 1273.00 | 32.45 | 0 | 1.75 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1330 expiring on 30DEC2025
Delta for 1330 CE is 0.06
Historical price for 1330 CE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 1.55, which was 0.4 higher than the previous day. The implied volatity was 20.38, the open interest changed by 12 which increased total open position to 364
On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 21.59, the open interest changed by -6 which decreased total open position to 352
On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 1.3, which was -0.4 lower than the previous day. The implied volatity was 22.53, the open interest changed by 0 which decreased total open position to 358
On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 1.65, which was -0.4 lower than the previous day. The implied volatity was 22.16, the open interest changed by -47 which decreased total open position to 360
On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 1.9, which was -2.25 lower than the previous day. The implied volatity was 22.44, the open interest changed by -55 which decreased total open position to 415
On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 3.85, which was -0.3 lower than the previous day. The implied volatity was 18.95, the open interest changed by 49 which increased total open position to 471
On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 4.15, which was -0.05 lower than the previous day. The implied volatity was 20.04, the open interest changed by 42 which increased total open position to 422
On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 4.15, which was -2.3 lower than the previous day. The implied volatity was 19.57, the open interest changed by 54 which increased total open position to 380
On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 6.4, which was -0.55 lower than the previous day. The implied volatity was 18.70, the open interest changed by 115 which increased total open position to 357
On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 6.7, which was -0.35 lower than the previous day. The implied volatity was 18.84, the open interest changed by 43 which increased total open position to 241
On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 7.1, which was -1.2 lower than the previous day. The implied volatity was 17.19, the open interest changed by -7 which decreased total open position to 199
On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 8.4, which was -2.45 lower than the previous day. The implied volatity was 16.86, the open interest changed by 58 which increased total open position to 206
On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 10.55, which was 3 higher than the previous day. The implied volatity was 16.97, the open interest changed by 85 which increased total open position to 149
On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 7.4, which was -1.3 lower than the previous day. The implied volatity was 16.33, the open interest changed by 10 which increased total open position to 63
On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 8.55, which was -3.6 lower than the previous day. The implied volatity was 16.17, the open interest changed by 5 which increased total open position to 54
On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 12, which was -1.5 lower than the previous day. The implied volatity was 15.90, the open interest changed by 20 which increased total open position to 44
On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 13.5, which was 0.4 higher than the previous day. The implied volatity was 16.59, the open interest changed by 6 which increased total open position to 20
On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 13.1, which was -0.75 lower than the previous day. The implied volatity was 15.66, the open interest changed by 7 which increased total open position to 14
On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 13.85, which was -0.75 lower than the previous day. The implied volatity was 18.87, the open interest changed by 4 which increased total open position to 6
On 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 14.6, which was -1.6 lower than the previous day. The implied volatity was 18.11, the open interest changed by 0 which decreased total open position to 2
On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 16.2, which was -16.25 lower than the previous day. The implied volatity was 18.38, the open interest changed by 1 which increased total open position to 1
On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 32.45, which was 0 lower than the previous day. The implied volatity was 2.41, 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 32.45, which was 0 lower than the previous day. The implied volatity was 2.17, 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 32.45, which was 0 lower than the previous day. The implied volatity was 2.65, 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 32.45, which was 0 lower than the previous day. The implied volatity was 2.95, 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 32.45, which was 0 lower than the previous day. The implied volatity was 2.77, 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 32.45, which was 0 lower than the previous day. The implied volatity was 2.14, 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 32.45, which was 0 lower than the previous day. The implied volatity was 2.43, 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 32.45, which was 0 lower than the previous day. The implied volatity was 2.26, 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 32.45, 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 32.45, which was 0 lower than the previous day. The implied volatity was 1.53, 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 32.45, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 30DEC2025 1330 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 | 77.5 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 1215.00 | 77.5 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 1209.30 | 77.5 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 1215.80 | 77.5 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1214.80 | 77.5 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 1246.90 | 77.5 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1242.40 | 77.5 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1241.90 | 77.5 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1258.90 | 77.5 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1260.60 | 77.5 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1261.10 | 77.5 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 1266.40 | 77.5 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 1276.80 | 77.5 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 1263.20 | 77.5 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 1269.20 | 77.5 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 1280.70 | 77.5 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 1279.20 | 77.5 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 1279.00 | 77.5 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 1265.10 | 77.5 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1270.30 | 77.5 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1271.60 | 77.5 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1275.20 | 77.5 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1278.20 | 77.5 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1268.10 | 77.5 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1262.90 | 77.5 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1262.70 | 77.5 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1266.10 | 77.5 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1265.00 | 77.5 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1266.70 | 77.5 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1271.60 | 77.5 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1279.90 | 77.5 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1273.00 | 77.5 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1330 expiring on 30DEC2025
Delta for 1330 PE is -
Historical price for 1330 PE is as follows
On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 77.5, 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 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 77.5, 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 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 77.5, 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 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 77.5, 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 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 77.5, 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 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 77.5, 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 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 77.5, 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 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 77.5, 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 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 77.5, 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 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 77.5, 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 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 77.5, 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 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 77.5, 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 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 77.5, 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 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 77.5, 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 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 77.5, 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 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 77.5, 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 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 77.5, 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 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 77.5, 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 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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































































































































































































































