[--[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 1340 CE
Delta: 0.05
Vega: 0.30
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 1.3 0.45 21.27 71 -41 168
11 Dec 1215.00 0.85 -0.2 21.87 32 -8 208
10 Dec 1209.30 1.05 -0.4 23.08 57 -22 217
9 Dec 1215.80 1.45 -0.35 23.07 133 9 237
8 Dec 1214.80 1.7 -1.65 23.40 228 -13 226
5 Dec 1246.90 3.1 -0.2 19.43 95 13 240
4 Dec 1242.40 3.2 -0.1 20.18 145 51 228
3 Dec 1241.90 3.2 -1.9 19.71 187 -7 165
2 Dec 1258.90 5.05 -0.4 18.91 44 2 173
1 Dec 1260.60 5.3 -0.1 19.02 105 42 169
28 Nov 1261.10 5.5 -1.35 17.27 92 25 127
27 Nov 1266.40 6.5 -2.05 16.89 168 -9 102
26 Nov 1276.80 8.3 2.1 16.99 204 34 110
25 Nov 1263.20 6.25 -1.05 16.92 67 16 76
24 Nov 1269.20 7.15 -2.9 16.67 102 -16 58
21 Nov 1280.70 10.3 -0.9 16.51 67 31 73
20 Nov 1279.20 11.2 -1.25 16.83 38 24 41
19 Nov 1279.00 12.45 1.15 17.07 25 17 18
18 Nov 1265.10 11.3 2.2 18.77 1 0 0
17 Nov 1270.30 9.1 0 3.42 0 0 0
14 Nov 1271.60 9.1 0 3.27 0 0 0
13 Nov 1275.20 9.1 0 2.93 0 0 0
12 Nov 1278.20 9.1 0 2.61 0 0 0
11 Nov 1268.10 9.1 0 3.21 0 0 0
10 Nov 1262.90 9.1 0 3.50 0 0 0
7 Nov 1262.70 9.1 0 3.30 0 0 0
6 Nov 1266.10 9.1 0 2.72 0 0 0
4 Nov 1265.00 9.1 0 2.96 0 0 0
3 Nov 1266.70 9.1 0 2.79 0 0 0
31 Oct 1271.60 9.1 0 - 0 0 0
30 Oct 1279.90 9.1 0 2.03 0 0 0
29 Oct 1273.00 9.1 0 2.31 0 0 0
28 Oct 1271.00 9.1 0 2.37 0 0 0
21 Oct 1287.30 9.1 0 - 0 0 0
20 Oct 1285.40 9.1 0 1.48 0 0 0
17 Oct 1289.50 9.1 0 - 0 0 0
16 Oct 1276.60 9.1 0 - 0 0 0


For Nestle India Limited - strike price 1340 expiring on 30DEC2025

Delta for 1340 CE is 0.05

Historical price for 1340 CE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 1.3, which was 0.45 higher than the previous day. The implied volatity was 21.27, the open interest changed by -41 which decreased total open position to 168


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 21.87, the open interest changed by -8 which decreased total open position to 208


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 1.05, which was -0.4 lower than the previous day. The implied volatity was 23.08, the open interest changed by -22 which decreased total open position to 217


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 23.07, the open interest changed by 9 which increased total open position to 237


On 8 Dec NESTLEIND was trading at 1214.80. The strike last trading price was 1.7, which was -1.65 lower than the previous day. The implied volatity was 23.40, the open interest changed by -13 which decreased total open position to 226


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 3.1, which was -0.2 lower than the previous day. The implied volatity was 19.43, the open interest changed by 13 which increased total open position to 240


On 4 Dec NESTLEIND was trading at 1242.40. The strike last trading price was 3.2, which was -0.1 lower than the previous day. The implied volatity was 20.18, the open interest changed by 51 which increased total open position to 228


On 3 Dec NESTLEIND was trading at 1241.90. The strike last trading price was 3.2, which was -1.9 lower than the previous day. The implied volatity was 19.71, the open interest changed by -7 which decreased total open position to 165


On 2 Dec NESTLEIND was trading at 1258.90. The strike last trading price was 5.05, which was -0.4 lower than the previous day. The implied volatity was 18.91, the open interest changed by 2 which increased total open position to 173


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 5.3, which was -0.1 lower than the previous day. The implied volatity was 19.02, the open interest changed by 42 which increased total open position to 169


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 5.5, which was -1.35 lower than the previous day. The implied volatity was 17.27, the open interest changed by 25 which increased total open position to 127


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 6.5, which was -2.05 lower than the previous day. The implied volatity was 16.89, the open interest changed by -9 which decreased total open position to 102


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 8.3, which was 2.1 higher than the previous day. The implied volatity was 16.99, the open interest changed by 34 which increased total open position to 110


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 6.25, which was -1.05 lower than the previous day. The implied volatity was 16.92, the open interest changed by 16 which increased total open position to 76


On 24 Nov NESTLEIND was trading at 1269.20. The strike last trading price was 7.15, which was -2.9 lower than the previous day. The implied volatity was 16.67, the open interest changed by -16 which decreased total open position to 58


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 10.3, which was -0.9 lower than the previous day. The implied volatity was 16.51, the open interest changed by 31 which increased total open position to 73


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 11.2, which was -1.25 lower than the previous day. The implied volatity was 16.83, the open interest changed by 24 which increased total open position to 41


On 19 Nov NESTLEIND was trading at 1279.00. The strike last trading price was 12.45, which was 1.15 higher than the previous day. The implied volatity was 17.07, the open interest changed by 17 which increased total open position to 18


On 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 11.3, which was 2.2 higher than the previous day. The implied volatity was 18.77, 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 9.1, which was 0 lower than the previous day. The implied volatity was 3.42, 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 9.1, which was 0 lower than the previous day. The implied volatity was 3.27, 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 9.1, which was 0 lower than the previous day. The implied volatity was 2.93, 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 9.1, which was 0 lower than the previous day. The implied volatity was 2.61, 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 9.1, which was 0 lower than the previous day. The implied volatity was 3.21, 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 9.1, which was 0 lower than the previous day. The implied volatity was 3.50, 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 9.1, which was 0 lower than the previous day. The implied volatity was 3.30, 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 9.1, which was 0 lower than the previous day. The implied volatity was 2.72, 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 9.1, which was 0 lower than the previous day. The implied volatity was 2.96, 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 9.1, which was 0 lower than the previous day. The implied volatity was 2.79, 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 9.1, 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 9.1, which was 0 lower than the previous day. The implied volatity was 2.03, 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 9.1, which was 0 lower than the previous day. The implied volatity was 2.31, 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 9.1, which was 0 lower than the previous day. The implied volatity was 2.37, 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 9.1, 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 9.1, which was 0 lower than the previous day. The implied volatity was 1.48, 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 9.1, 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 9.1, 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 1340 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1238.30 82.5 7 - 0 0 15
11 Dec 1215.00 82.5 7 - 0 0 15
10 Dec 1209.30 82.5 7 - 0 0 15
9 Dec 1215.80 82.5 7 - 0 0 0
8 Dec 1214.80 82.5 7 - 0 0 15
5 Dec 1246.90 82.5 7 - 0 0 0
4 Dec 1242.40 82.5 7 - 0 0 0
3 Dec 1241.90 82.5 7 - 0 0 0
2 Dec 1258.90 82.5 7 - 0 -1 0
1 Dec 1260.60 82.5 7 24.10 1 0 16
28 Nov 1261.10 75.5 13.55 20.92 2 0 14
27 Nov 1266.40 63.1 3.1 - 0 8 0
26 Nov 1276.80 63.1 3.1 18.44 16 7 13
25 Nov 1263.20 60 0.5 - 0 0 0
24 Nov 1269.20 60 0.5 - 0 1 0
21 Nov 1280.70 60 0.5 17.87 2 1 6
20 Nov 1279.20 59.5 -116.4 17.48 5 0 0
19 Nov 1279.00 175.9 0 - 0 0 0
18 Nov 1265.10 175.9 0 - 0 0 0
17 Nov 1270.30 175.9 0 - 0 0 0
14 Nov 1271.60 175.9 0 - 0 0 0
13 Nov 1275.20 175.9 0 - 0 0 0
12 Nov 1278.20 175.9 0 - 0 0 0
11 Nov 1268.10 175.9 0 - 0 0 0
10 Nov 1262.90 175.9 0 - 0 0 0
7 Nov 1262.70 175.9 0 - 0 0 0
6 Nov 1266.10 175.9 0 - 0 0 0
4 Nov 1265.00 175.9 0 - 0 0 0
3 Nov 1266.70 175.9 0 - 0 0 0
31 Oct 1271.60 175.9 0 - 0 0 0
30 Oct 1279.90 175.9 0 - 0 0 0
29 Oct 1273.00 175.9 0 - 0 0 0
28 Oct 1271.00 175.9 0 - 0 0 0
21 Oct 1287.30 175.9 0 - 0 0 0
20 Oct 1285.40 175.9 0 - 0 0 0
17 Oct 1289.50 175.9 0 - 0 0 0
16 Oct 1276.60 175.9 0 - 0 0 0


For Nestle India Limited - strike price 1340 expiring on 30DEC2025

Delta for 1340 PE is -

Historical price for 1340 PE is as follows

On 12 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 82.5, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 11 Dec NESTLEIND was trading at 1215.00. The strike last trading price was 82.5, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 10 Dec NESTLEIND was trading at 1209.30. The strike last trading price was 82.5, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 9 Dec NESTLEIND was trading at 1215.80. The strike last trading price was 82.5, which was 7 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 82.5, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 82.5, which was 7 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 82.5, which was 7 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 82.5, which was 7 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 82.5, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 1 Dec NESTLEIND was trading at 1260.60. The strike last trading price was 82.5, which was 7 higher than the previous day. The implied volatity was 24.10, the open interest changed by 0 which decreased total open position to 16


On 28 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 75.5, which was 13.55 higher than the previous day. The implied volatity was 20.92, the open interest changed by 0 which decreased total open position to 14


On 27 Nov NESTLEIND was trading at 1266.40. The strike last trading price was 63.1, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 26 Nov NESTLEIND was trading at 1276.80. The strike last trading price was 63.1, which was 3.1 higher than the previous day. The implied volatity was 18.44, the open interest changed by 7 which increased total open position to 13


On 25 Nov NESTLEIND was trading at 1263.20. The strike last trading price was 60, which was 0.5 higher 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 60, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 60, which was 0.5 higher than the previous day. The implied volatity was 17.87, the open interest changed by 1 which increased total open position to 6


On 20 Nov NESTLEIND was trading at 1279.20. The strike last trading price was 59.5, which was -116.4 lower than the previous day. The implied volatity was 17.48, 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 175.9, 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 18 Nov NESTLEIND was trading at 1265.10. The strike last trading price was 175.9, 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 17 Nov NESTLEIND was trading at 1270.30. The strike last trading price was 175.9, 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 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 175.9, 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 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 175.9, 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 12 Nov NESTLEIND was trading at 1278.20. The strike last trading price was 175.9, 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 11 Nov NESTLEIND was trading at 1268.10. The strike last trading price was 175.9, 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 10 Nov NESTLEIND was trading at 1262.90. The strike last trading price was 175.9, 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 7 Nov NESTLEIND was trading at 1262.70. The strike last trading price was 175.9, 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 6 Nov NESTLEIND was trading at 1266.10. The strike last trading price was 175.9, 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 4 Nov NESTLEIND was trading at 1265.00. The strike last trading price was 175.9, 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 3 Nov NESTLEIND was trading at 1266.70. The strike last trading price was 175.9, 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 31 Oct NESTLEIND was trading at 1271.60. The strike last trading price was 175.9, 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 175.9, 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 29 Oct NESTLEIND was trading at 1273.00. The strike last trading price was 175.9, 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 28 Oct NESTLEIND was trading at 1271.00. The strike last trading price was 175.9, 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 21 Oct NESTLEIND was trading at 1287.30. The strike last trading price was 175.9, 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 20 Oct NESTLEIND was trading at 1285.40. The strike last trading price was 175.9, 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 17 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 175.9, 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 16 Oct NESTLEIND was trading at 1276.60. The strike last trading price was 175.9, 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