NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
12 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 1340 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.30
Theta: -0.19
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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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 | 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































































































































































































































