NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
26 Oct 2025 01:39 AM IST
| NESTLEIND 28-OCT-2025 1230 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 Oct | 1282.00 | 52.8 | 5.05 | - | 124 | -42 | 551 | |||||||||
| 25 Oct | 1282.00 | 52.8 | 5.05 | - | 124 | -42 | 551 | |||||||||
| 18 Oct | 1289.50 | 63.9 | 7.75 | - | 138 | -21 | 667 | |||||||||
| 15 Oct | 1175.50 | 5.15 | -2.35 | - | 73 | 14 | 206 | |||||||||
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| 28 Sept | 1162.60 | 8.25 | -4.25 | 19.96 | 56 | 6 | 89 | |||||||||
| 22 Sept | 1188.30 | 16.95 | -2.7 | 19.29 | 22 | 11 | 49 | |||||||||
| 21 Sept | 1194.50 | 20.4 | -4.1 | 17.67 | 17 | 7 | 38 | |||||||||
| 18 Sept | 1209.10 | 24.5 | 1.25 | 17.57 | 9 | 1 | 30 | |||||||||
| 14 Sept | 1217.60 | 31 | -4.8 | 16.99 | 5 | 3 | 4 | |||||||||
For Nestle India Limited - strike price 1230 expiring on 28OCT2025
Delta for 1230 CE is -
Historical price for 1230 CE is as follows
On 26 Oct NESTLEIND was trading at 1282.00. The strike last trading price was 52.8, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 551
On 25 Oct NESTLEIND was trading at 1282.00. The strike last trading price was 52.8, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 551
On 18 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 63.9, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 667
On 15 Oct NESTLEIND was trading at 1175.50. The strike last trading price was 5.15, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 206
On 28 Sept NESTLEIND was trading at 1162.60. The strike last trading price was 8.25, which was -4.25 lower than the previous day. The implied volatity was 19.96, the open interest changed by 6 which increased total open position to 89
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 16.95, which was -2.7 lower than the previous day. The implied volatity was 19.29, the open interest changed by 11 which increased total open position to 49
On 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 20.4, which was -4.1 lower than the previous day. The implied volatity was 17.67, the open interest changed by 7 which increased total open position to 38
On 18 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 24.5, which was 1.25 higher than the previous day. The implied volatity was 17.57, the open interest changed by 1 which increased total open position to 30
On 14 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 31, which was -4.8 lower than the previous day. The implied volatity was 16.99, the open interest changed by 3 which increased total open position to 4
| NESTLEIND 28OCT2025 1230 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Oct | 1282.00 | 0.4 | -1.05 | - | 688 | 70 | 793 |
| 25 Oct | 1282.00 | 0.4 | -1.05 | - | 688 | 70 | 793 |
| 18 Oct | 1289.50 | 2.5 | -2.15 | - | 2,135 | -36 | 996 |
| 15 Oct | 1175.50 | 55.9 | 8.05 | - | 32 | 0 | 27 |
| 28 Sept | 1162.60 | 79.3 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 1188.30 | 79.3 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1194.50 | 79.3 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1209.10 | 79.3 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1217.60 | 79.3 | 0 | 0.27 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1230 expiring on 28OCT2025
Delta for 1230 PE is -
Historical price for 1230 PE is as follows
On 26 Oct NESTLEIND was trading at 1282.00. The strike last trading price was 0.4, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 793
On 25 Oct NESTLEIND was trading at 1282.00. The strike last trading price was 0.4, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 793
On 18 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 2.5, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 996
On 15 Oct NESTLEIND was trading at 1175.50. The strike last trading price was 55.9, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 28 Sept NESTLEIND was trading at 1162.60. The strike last trading price was 79.3, 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 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 79.3, 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 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 79.3, 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 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 79.3, 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 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 79.3, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
