NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
09 Apr 2026 09:30 AM IST
| NESTLEIND 28-Apr-2026 (19d) 1210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 1.07
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 1220.80 | 35.75 | 2.25 | 23.55 | 31 | 0 | 337 | |||||||||
| 8 Apr | 1213.70 | 33.95 | -5.3 | 24.79 | 222 | 33 | 338 | |||||||||
| 7 Apr | 1222.80 | 39.5 | 2.5 | 26.12 | 153 | 11 | 307 | |||||||||
| 6 Apr | 1216.00 | 36.5 | 9.45 | 25.66 | 146 | -2 | 296 | |||||||||
| 2 Apr | 1191.30 | 26.9 | 3.6 | 25.36 | 353 | 218 | 298 | |||||||||
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| 1 Apr | 1180.80 | 23.15 | -2.25 | 26.88 | 69 | 32 | 80 | |||||||||
| 30 Mar | 1174.80 | 25.95 | -7.65 | 26.42 | 26 | 6 | 49 | |||||||||
| 27 Mar | 1193.20 | 33.05 | -5.95 | 25.23 | 91 | 40 | 43 | |||||||||
| 25 Mar | 1204.10 | 39 | -6.15 | 24.88 | 1 | 0 | 2 | |||||||||
| 24 Mar | 1183.20 | 45.15 | -3.2 | - | 0 | 0 | 2 | |||||||||
| 23 Mar | 1166.80 | 45.15 | -3.2 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 1193.60 | 45.15 | -3.2 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 1186.30 | 45.15 | -3.2 | - | 0 | 0 | 2 | |||||||||
| 18 Mar | 1204.80 | 45.15 | -3.2 | 26.24 | 1 | 0 | 1 | |||||||||
| 17 Mar | 1206.90 | 48.35 | -85 | 26.38 | 1 | 0 | 0 | |||||||||
| 16 Mar | 1213.40 | 133.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1202.20 | 133.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1220.80 | 133.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1233.70 | 133.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1241.20 | 133.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1235.80 | 133.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1252.40 | 133.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1250.90 | 133.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1245.30 | 133.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1210 expiring on 28APR2026
Delta for 1210 CE is 0.61
Historical price for 1210 CE is as follows
On 9 Apr NESTLEIND was trading at 1220.80. The strike last trading price was 35.75, which was 2.25 higher than the previous day. The implied volatity was 23.55, the open interest changed by 0 which decreased total open position to 337
On 8 Apr NESTLEIND was trading at 1213.70. The strike last trading price was 33.95, which was -5.3 lower than the previous day. The implied volatity was 24.79, the open interest changed by 33 which increased total open position to 338
On 7 Apr NESTLEIND was trading at 1222.80. The strike last trading price was 39.5, which was 2.5 higher than the previous day. The implied volatity was 26.12, the open interest changed by 11 which increased total open position to 307
On 6 Apr NESTLEIND was trading at 1216.00. The strike last trading price was 36.5, which was 9.45 higher than the previous day. The implied volatity was 25.66, the open interest changed by -2 which decreased total open position to 296
On 2 Apr NESTLEIND was trading at 1191.30. The strike last trading price was 26.9, which was 3.6 higher than the previous day. The implied volatity was 25.36, the open interest changed by 218 which increased total open position to 298
On 1 Apr NESTLEIND was trading at 1180.80. The strike last trading price was 23.15, which was -2.25 lower than the previous day. The implied volatity was 26.88, the open interest changed by 32 which increased total open position to 80
On 30 Mar NESTLEIND was trading at 1174.80. The strike last trading price was 25.95, which was -7.65 lower than the previous day. The implied volatity was 26.42, the open interest changed by 6 which increased total open position to 49
On 27 Mar NESTLEIND was trading at 1193.20. The strike last trading price was 33.05, which was -5.95 lower than the previous day. The implied volatity was 25.23, the open interest changed by 40 which increased total open position to 43
On 25 Mar NESTLEIND was trading at 1204.10. The strike last trading price was 39, which was -6.15 lower than the previous day. The implied volatity was 24.88, the open interest changed by 0 which decreased total open position to 2
On 24 Mar NESTLEIND was trading at 1183.20. The strike last trading price was 45.15, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar NESTLEIND was trading at 1166.80. The strike last trading price was 45.15, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar NESTLEIND was trading at 1193.60. The strike last trading price was 45.15, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar NESTLEIND was trading at 1186.30. The strike last trading price was 45.15, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar NESTLEIND was trading at 1204.80. The strike last trading price was 45.15, which was -3.2 lower than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 1
On 17 Mar NESTLEIND was trading at 1206.90. The strike last trading price was 48.35, which was -85 lower than the previous day. The implied volatity was 26.38, the open interest changed by 0 which decreased total open position to 0
On 16 Mar NESTLEIND was trading at 1213.40. The strike last trading price was 133.35, 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 Mar NESTLEIND was trading at 1202.20. The strike last trading price was 133.35, 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 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 133.35, 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 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 133.35, 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 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 133.35, 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 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 133.35, 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 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 133.35, 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 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 133.35, 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 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 133.35, 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 28-Apr-2026 (19d) 1210 PE | |||||||
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Delta: -0.4
Vega: 1.08
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 1220.80 | 22.55 | -4 | 27.42 | 18 | 0 | 124 |
| 8 Apr | 1213.70 | 26 | 1.9 | 27.72 | 258 | 48 | 124 |
| 7 Apr | 1222.80 | 23.55 | -5.3 | 27 | 70 | 15 | 76 |
| 6 Apr | 1216.00 | 28.35 | -11.45 | 28.58 | 93 | 6 | 58 |
| 2 Apr | 1191.30 | 39.8 | -10.2 | 26.55 | 5 | 0 | 48 |
| 1 Apr | 1180.80 | 50 | 9.3 | - | 0 | 0 | 48 |
| 30 Mar | 1174.80 | 50 | 9.3 | 28.97 | 15 | 1 | 47 |
| 27 Mar | 1193.20 | 40.85 | 7.2 | 26.97 | 109 | 45 | 47 |
| 25 Mar | 1204.10 | 33.65 | -13.35 | 24.72 | 1 | 0 | 2 |
| 24 Mar | 1183.20 | 47 | 27.3 | - | 0 | 0 | 2 |
| 23 Mar | 1166.80 | 47 | 27.3 | - | 0 | 0 | 2 |
| 20 Mar | 1193.60 | 47 | 27.3 | - | 0 | 0 | 2 |
| 19 Mar | 1186.30 | 47 | 27.3 | 27.45 | 1 | 0 | 2 |
| 18 Mar | 1204.80 | 19.7 | 10.2 | - | 0 | 0 | 2 |
| 17 Mar | 1206.90 | 19.7 | 10.2 | - | 0 | 0 | 2 |
| 16 Mar | 1213.40 | 19.7 | 10.2 | - | 0 | 0 | 0 |
| 13 Mar | 1202.20 | 19.7 | 10.2 | - | 0 | 0 | 0 |
| 12 Mar | 1220.80 | 19.7 | 10.2 | - | 0 | 0 | 2 |
| 11 Mar | 1233.70 | 19.7 | 10.2 | - | 0 | 0 | 2 |
| 10 Mar | 1241.20 | 19.7 | 10.2 | 21.62 | 2 | 0 | 0 |
| 9 Mar | 1235.80 | 9.5 | 0 | 2.73 | 0 | 0 | 0 |
| 6 Mar | 1252.40 | 9.5 | 0 | 3.79 | 0 | 0 | 0 |
| 5 Mar | 1250.90 | 9.5 | 0 | 3.25 | 0 | 0 | 0 |
| 4 Mar | 1245.30 | 9.5 | 0 | 3.07 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1210 expiring on 28APR2026
Delta for 1210 PE is -0.4
Historical price for 1210 PE is as follows
On 9 Apr NESTLEIND was trading at 1220.80. The strike last trading price was 22.55, which was -4 lower than the previous day. The implied volatity was 27.42, the open interest changed by 0 which decreased total open position to 124
On 8 Apr NESTLEIND was trading at 1213.70. The strike last trading price was 26, which was 1.9 higher than the previous day. The implied volatity was 27.72, the open interest changed by 48 which increased total open position to 124
On 7 Apr NESTLEIND was trading at 1222.80. The strike last trading price was 23.55, which was -5.3 lower than the previous day. The implied volatity was 27, the open interest changed by 15 which increased total open position to 76
On 6 Apr NESTLEIND was trading at 1216.00. The strike last trading price was 28.35, which was -11.45 lower than the previous day. The implied volatity was 28.58, the open interest changed by 6 which increased total open position to 58
On 2 Apr NESTLEIND was trading at 1191.30. The strike last trading price was 39.8, which was -10.2 lower than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 48
On 1 Apr NESTLEIND was trading at 1180.80. The strike last trading price was 50, which was 9.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 30 Mar NESTLEIND was trading at 1174.80. The strike last trading price was 50, which was 9.3 higher than the previous day. The implied volatity was 28.97, the open interest changed by 1 which increased total open position to 47
On 27 Mar NESTLEIND was trading at 1193.20. The strike last trading price was 40.85, which was 7.2 higher than the previous day. The implied volatity was 26.97, the open interest changed by 45 which increased total open position to 47
On 25 Mar NESTLEIND was trading at 1204.10. The strike last trading price was 33.65, which was -13.35 lower than the previous day. The implied volatity was 24.72, the open interest changed by 0 which decreased total open position to 2
On 24 Mar NESTLEIND was trading at 1183.20. The strike last trading price was 47, which was 27.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar NESTLEIND was trading at 1166.80. The strike last trading price was 47, which was 27.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar NESTLEIND was trading at 1193.60. The strike last trading price was 47, which was 27.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar NESTLEIND was trading at 1186.30. The strike last trading price was 47, which was 27.3 higher than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 2
On 18 Mar NESTLEIND was trading at 1204.80. The strike last trading price was 19.7, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar NESTLEIND was trading at 1206.90. The strike last trading price was 19.7, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar NESTLEIND was trading at 1213.40. The strike last trading price was 19.7, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NESTLEIND was trading at 1202.20. The strike last trading price was 19.7, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 19.7, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 19.7, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 19.7, which was 10.2 higher than the previous day. The implied volatity was 21.62, the open interest changed by 0 which decreased total open position to 0
On 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 9.5, 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 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
