NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
28 Sep 2025 10:06 PM IST
| NESTLEIND 28-OCT-2025 1270 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.62
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1162.60 | 3.45 | -1.25 | 20.91 | 34 | 23 | 38 | |||||||||
| 22 Sept | 1188.30 | 14.4 | 0 | 4.90 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 1194.50 | 14.4 | 0 | 3.89 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1209.10 | 14.4 | 0 | 3.25 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1217.60 | 14.4 | 0 | 2.33 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1270 expiring on 28OCT2025
Delta for 1270 CE is 0.10
Historical price for 1270 CE is as follows
On 28 Sept NESTLEIND was trading at 1162.60. The strike last trading price was 3.45, which was -1.25 lower than the previous day. The implied volatity was 20.91, the open interest changed by 23 which increased total open position to 38
On 22 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 14.4, which was 0 lower than the previous day. The implied volatity was 4.90, 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 14.4, which was 0 lower than the previous day. The implied volatity was 3.89, 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 14.4, which was 0 lower than the previous day. The implied volatity was 3.25, 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 14.4, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
| NESTLEIND 28OCT2025 1270 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1162.60 | 109.1 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 1188.30 | 109.1 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1194.50 | 109.1 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1209.10 | 109.1 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1217.60 | 109.1 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1270 expiring on 28OCT2025
Delta for 1270 PE is -
Historical price for 1270 PE is as follows
On 28 Sept NESTLEIND was trading at 1162.60. The strike last trading price was 109.1, 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 Sept NESTLEIND was trading at 1188.30. The strike last trading price was 109.1, 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 21 Sept NESTLEIND was trading at 1194.50. The strike last trading price was 109.1, 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 Sept NESTLEIND was trading at 1209.10. The strike last trading price was 109.1, 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 Sept NESTLEIND was trading at 1217.60. The strike last trading price was 109.1, 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
