NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Dec 2025 04:10 PM IST
| NESTLEIND 27-JAN-2026 1240 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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|
Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































