[--[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 1330 CE
Delta: 0.06
Vega: 0.35
Theta: -0.22
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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