NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
21 Dec 2025 04:10 PM IST
| NESTLEIND 30-DEC-2025 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 | 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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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 | 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































































































































































































































