[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1244.4 +10.90 (0.88%)
L: 1229.7 H: 1246.2

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Historical option data for NESTLEIND

21 Dec 2025 04:10 PM IST
NESTLEIND 27-JAN-2026 1240 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 1244.40 30.75 -0.05 - 13 3 10
20 Dec 1244.40 30.75 -0.05 - 13 3 10
14 Dec 1238.30 24.4 -43.95 - 0 0 4
13 Dec 1238.30 24.4 -43.95 - 0 0 4
7 Dec 1246.90 68.35 -19.85 - 0 0 0
5 Dec 1246.90 68.35 -19.85 - 0 0 0
30 Nov 1261.10 68.35 -19.85 - 0 0 0
29 Nov 1261.10 68.35 -19.85 - 0 0 0
23 Nov 1280.70 88.2 0 - 0 0 0
22 Nov 1280.70 88.2 0 - 0 0 0
16 Nov 1271.60 88.2 0 - 0 0 0
15 Nov 1271.60 88.2 0 - 0 0 0
14 Nov 1271.60 88.2 0 - 0 0 0
13 Nov 1275.20 88.2 0 - 0 0 0
9 Nov 1262.80 88.2 0 - 0 0 0
8 Nov 1262.80 88.2 0 - 0 0 0
2 Nov 1271.60 0 0 - 0 0 0
1 Nov 1271.60 0 0 - 0 0 0


For Nestle India Limited - strike price 1240 expiring on 27JAN2026

Delta for 1240 CE is -

Historical price for 1240 CE is as follows

On 21 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 30.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 10


On 20 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 30.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 10


On 14 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 24.4, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 13 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 24.4, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 7 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 68.35, which was -19.85 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 68.35, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 68.35, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 68.35, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 88.2, 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 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 88.2, 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 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 88.2, 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 15 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 88.2, 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 88.2, 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 88.2, 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 Nov NESTLEIND was trading at 1262.80. The strike last trading price was 88.2, 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 Nov NESTLEIND was trading at 1262.80. The strike last trading price was 88.2, 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 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 0, 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 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 0, 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 27JAN2026 1240 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 1244.40 25 -2 - 0 0 6
20 Dec 1244.40 25 -2 - 0 0 6
14 Dec 1238.30 34.8 5.8 - 1 1 1
13 Dec 1238.30 34.8 5.8 - 1 1 1
7 Dec 1246.90 29 -9.45 - 0 0 0
5 Dec 1246.90 29 -9.45 - 0 0 0
30 Nov 1261.10 38.45 0 - 0 0 0
29 Nov 1261.10 38.45 0 - 0 0 0
23 Nov 1280.70 38.45 0 - 0 0 0
22 Nov 1280.70 38.45 0 - 0 0 0
16 Nov 1271.60 38.45 0 - 0 0 0
15 Nov 1271.60 38.45 0 - 0 0 0
14 Nov 1271.60 38.45 0 - 0 0 0
13 Nov 1275.20 38.45 0 - 0 0 0
9 Nov 1262.80 38.45 0 - 0 0 0
8 Nov 1262.80 38.45 0 - 0 0 0
2 Nov 1271.60 38.45 0 - 0 0 0
1 Nov 1271.60 38.45 0 - 0 0 0


For Nestle India Limited - strike price 1240 expiring on 27JAN2026

Delta for 1240 PE is -

Historical price for 1240 PE is as follows

On 21 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 25, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 20 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 25, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 14 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 34.8, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 13 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 34.8, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 7 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 29, which was -9.45 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 29, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 38.45, 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 29 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 38.45, 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 23 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 38.45, 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 22 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 38.45, 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 16 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 38.45, 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 15 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 38.45, 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 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 38.45, 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 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 38.45, 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 9 Nov NESTLEIND was trading at 1262.80. The strike last trading price was 38.45, 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 8 Nov NESTLEIND was trading at 1262.80. The strike last trading price was 38.45, 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 2 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 38.45, 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 1 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 38.45, 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