[--[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 30-DEC-2025 1240 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 1244.40 15 2.4 - 1,559 -67 636
20 Dec 1244.40 15 2.4 - 1,559 -67 636
14 Dec 1238.30 15.6 7.45 - 1,541 -7 567
13 Dec 1238.30 15.6 7.45 - 1,541 -7 567
7 Dec 1246.90 27 0.45 - 914 -1 188
5 Dec 1246.90 27 0.45 14.15 914 7 188
30 Nov 1261.10 42.2 -16.25 - 10 3 23
29 Nov 1261.10 42.2 -16.25 - 10 3 23
23 Nov 1280.70 28.1 0 - 0 0 0
22 Nov 1280.70 28.1 0 - 0 0 0
16 Nov 1271.60 28.1 0 - 0 0 0
15 Nov 1271.60 28.1 0 - 0 0 0
14 Nov 1271.60 28.1 0 - 0 0 0
13 Nov 1275.20 28.1 0 - 0 0 0
9 Nov 1262.80 28.1 0 - 0 0 0
8 Nov 1262.80 28.1 0 - 0 0 0
2 Nov 1271.60 28.1 0 - 0 0 0
1 Nov 1271.60 28.1 0 - 0 0 0
18 Oct 1289.50 28.1 0 - 0 0 0
15 Oct 1175.50 28.1 0 - 0 0 0


For Nestle India Limited - strike price 1240 expiring on 30DEC2025

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 15, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 636


On 20 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 15, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 636


On 14 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 15.6, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 567


On 13 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 15.6, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 567


On 7 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 27, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 188


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 27, which was 0.45 higher than the previous day. The implied volatity was 14.15, the open interest changed by 7 which increased total open position to 188


On 30 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 42.2, which was -16.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 23


On 29 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 42.2, which was -16.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 23


On 23 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 28.1, 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 22 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 28.1, 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 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 28.1, 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 15 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 28.1, 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 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 28.1, 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 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 28.1, 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 9 Nov NESTLEIND was trading at 1262.80. The strike last trading price was 28.1, 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 8 Nov NESTLEIND was trading at 1262.80. The strike last trading price was 28.1, 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 2 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 28.1, 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 1 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 28.1, 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 18 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 28.1, 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 15 Oct NESTLEIND was trading at 1175.50. The strike last trading price was 28.1, 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 1240 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 1244.40 9.1 -6.7 - 428 89 341
20 Dec 1244.40 9.1 -6.7 - 428 89 341
14 Dec 1238.30 16.25 -13.1 - 183 0 185
13 Dec 1238.30 16.25 -13.1 - 183 0 185
7 Dec 1246.90 14.6 -2.6 - 322 -4 314
5 Dec 1246.90 14.6 -2.6 16.55 322 1 314
30 Nov 1261.10 12 0.95 - 117 14 184
29 Nov 1261.10 12 0.95 - 117 14 184
23 Nov 1280.70 10.1 -0.5 - 26 0 53
22 Nov 1280.70 10.1 -0.5 - 26 0 53
16 Nov 1271.60 16.45 3.5 - 13 6 13
15 Nov 1271.60 16.45 3.5 - 13 6 13
14 Nov 1271.60 16.45 3.5 - 13 1 13
13 Nov 1275.20 12.95 -1.55 - 2 1 11
9 Nov 1262.80 18.05 -1.9 - 0 0 0
8 Nov 1262.80 18.05 -1.9 - 0 0 0
2 Nov 1271.60 18.1 -78.35 - 0 0 0
1 Nov 1271.60 18.1 -78.35 - 0 0 0
18 Oct 1289.50 96.45 0 - 0 0 0
15 Oct 1175.50 96.45 0 - 0 0 0


For Nestle India Limited - strike price 1240 expiring on 30DEC2025

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 9.1, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 89 which increased total open position to 341


On 20 Dec NESTLEIND was trading at 1244.40. The strike last trading price was 9.1, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 89 which increased total open position to 341


On 14 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 16.25, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 185


On 13 Dec NESTLEIND was trading at 1238.30. The strike last trading price was 16.25, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 185


On 7 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 14.6, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 314


On 5 Dec NESTLEIND was trading at 1246.90. The strike last trading price was 14.6, which was -2.6 lower than the previous day. The implied volatity was 16.55, the open interest changed by 1 which increased total open position to 314


On 30 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 12, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 184


On 29 Nov NESTLEIND was trading at 1261.10. The strike last trading price was 12, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 184


On 23 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 10.1, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53


On 22 Nov NESTLEIND was trading at 1280.70. The strike last trading price was 10.1, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53


On 16 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 16.45, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 13


On 15 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 16.45, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 13


On 14 Nov NESTLEIND was trading at 1271.60. The strike last trading price was 16.45, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13


On 13 Nov NESTLEIND was trading at 1275.20. The strike last trading price was 12.95, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11


On 9 Nov NESTLEIND was trading at 1262.80. The strike last trading price was 18.05, which was -1.9 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 18.05, which was -1.9 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 18.1, which was -78.35 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 18.1, which was -78.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Oct NESTLEIND was trading at 1289.50. The strike last trading price was 96.45, 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 Oct NESTLEIND was trading at 1175.50. The strike last trading price was 96.45, 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