NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
20 Apr 2026 11:50 PM IST
| NESTLEIND 28-Apr-2026 (7d) 1250 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.01
Theta: -1.74
Gamma: 0.00458
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 1286.40 | 50.65 | 2.8500000000000014 | 40.19 | 715 | 7 | 1,067 | |||||||||
| 17 Apr | 1285.60 | 47.7 | 15.950000000000003 | 26.7 | 1,166 | -201 | 1,062 | |||||||||
| 16 Apr | 1257.40 | 31.4 | 0.5999999999999979 | 28.27 | 3,985 | -69 | 1,262 | |||||||||
| 15 Apr | 1256.60 | 30.95 | 12.3 | 27.21 | 3,078 | 87 | 1,338 | |||||||||
| 13 Apr | 1226.10 | 18 | -8.75 | 27.45 | 2,768 | 274 | 1,264 | |||||||||
| 10 Apr | 1249.30 | 28.15 | 9.2 | 23.65 | 1,105 | 80 | 991 | |||||||||
| 9 Apr | 1228.70 | 18.6 | 3.25 | 22.01 | 618 | 18 | 911 | |||||||||
| 8 Apr | 1213.70 | 15.5 | -3.3 | 23.93 | 1,284 | 63 | 894 | |||||||||
| 7 Apr | 1222.80 | 18.6 | -0.15 | 24.25 | 1,207 | 686 | 832 | |||||||||
| 6 Apr | 1216.00 | 18.45 | 5.25 | 25.35 | 195 | -21 | 144 | |||||||||
| 2 Apr | 1191.30 | 13.5 | 2.35 | 25.46 | 223 | 42 | 167 | |||||||||
| 1 Apr | 1180.80 | 11.05 | -1.85 | 26.25 | 267 | 21 | 125 | |||||||||
| 30 Mar | 1174.80 | 12.65 | -5.1 | 25.61 | 97 | 35 | 104 | |||||||||
| 27 Mar | 1193.20 | 17.75 | 0.2 | 24.95 | 38 | 7 | 70 | |||||||||
| 25 Mar | 1204.10 | 17.55 | 5.2 | 21.44 | 31 | 3 | 63 | |||||||||
| 24 Mar | 1183.20 | 12.5 | 5.55 | 21.24 | 67 | 36 | 60 | |||||||||
| 23 Mar | 1166.80 | 10.2 | -2.5 | 23.01 | 18 | 7 | 16 | |||||||||
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| 20 Mar | 1193.60 | 12.7 | 0.2 | 16.91 | 5 | 4 | 10 | |||||||||
| 19 Mar | 1186.30 | 12.5 | -6.5 | 18.85 | 7 | 3 | 6 | |||||||||
| 18 Mar | 1204.80 | 19 | -15 | - | 0 | 0 | 3 | |||||||||
| 17 Mar | 1206.90 | 19 | -15 | 19 | 1 | 0 | 3 | |||||||||
| 16 Mar | 1213.40 | 34 | 9.4 | - | 3 | 2 | 0 | |||||||||
| 13 Mar | 1202.20 | 34 | 9.4 | 28.1 | 3 | 1 | 2 | |||||||||
| 12 Mar | 1220.80 | 24.6 | -77.55 | 17.45 | 1 | 0 | 0 | |||||||||
| 11 Mar | 1233.70 | 102.15 | 0 | 0.28 | 0 | 0 | 0 | |||||||||
| 10 Mar | 1241.20 | 102.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1235.80 | 102.15 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1252.40 | 102.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1250.90 | 102.15 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 4 Mar | 1245.30 | 102.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1279.70 | 102.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1250 expiring on 28APR2026
Delta for 1250 CE is 0.68
Historical price for 1250 CE is as follows
On 20 Apr NESTLEIND was trading at 1286.40. The strike last trading price was 50.65, which was 2.8500000000000014 higher than the previous day. The implied volatity was 40.19, the open interest changed by 7 which increased total open position to 1067
On 17 Apr NESTLEIND was trading at 1285.60. The strike last trading price was 47.7, which was 15.950000000000003 higher than the previous day. The implied volatity was 26.7, the open interest changed by -201 which decreased total open position to 1062
On 16 Apr NESTLEIND was trading at 1257.40. The strike last trading price was 31.4, which was 0.5999999999999979 higher than the previous day. The implied volatity was 28.27, the open interest changed by -69 which decreased total open position to 1262
On 15 Apr NESTLEIND was trading at 1256.60. The strike last trading price was 30.95, which was 12.3 higher than the previous day. The implied volatity was 27.21, the open interest changed by 87 which increased total open position to 1338
On 13 Apr NESTLEIND was trading at 1226.10. The strike last trading price was 18, which was -8.75 lower than the previous day. The implied volatity was 27.45, the open interest changed by 274 which increased total open position to 1264
On 10 Apr NESTLEIND was trading at 1249.30. The strike last trading price was 28.15, which was 9.2 higher than the previous day. The implied volatity was 23.65, the open interest changed by 80 which increased total open position to 991
On 9 Apr NESTLEIND was trading at 1228.70. The strike last trading price was 18.6, which was 3.25 higher than the previous day. The implied volatity was 22.01, the open interest changed by 18 which increased total open position to 911
On 8 Apr NESTLEIND was trading at 1213.70. The strike last trading price was 15.5, which was -3.3 lower than the previous day. The implied volatity was 23.93, the open interest changed by 63 which increased total open position to 894
On 7 Apr NESTLEIND was trading at 1222.80. The strike last trading price was 18.6, which was -0.15 lower than the previous day. The implied volatity was 24.25, the open interest changed by 686 which increased total open position to 832
On 6 Apr NESTLEIND was trading at 1216.00. The strike last trading price was 18.45, which was 5.25 higher than the previous day. The implied volatity was 25.35, the open interest changed by -21 which decreased total open position to 144
On 2 Apr NESTLEIND was trading at 1191.30. The strike last trading price was 13.5, which was 2.35 higher than the previous day. The implied volatity was 25.46, the open interest changed by 42 which increased total open position to 167
On 1 Apr NESTLEIND was trading at 1180.80. The strike last trading price was 11.05, which was -1.85 lower than the previous day. The implied volatity was 26.25, the open interest changed by 21 which increased total open position to 125
On 30 Mar NESTLEIND was trading at 1174.80. The strike last trading price was 12.65, which was -5.1 lower than the previous day. The implied volatity was 25.61, the open interest changed by 35 which increased total open position to 104
On 27 Mar NESTLEIND was trading at 1193.20. The strike last trading price was 17.75, which was 0.2 higher than the previous day. The implied volatity was 24.95, the open interest changed by 7 which increased total open position to 70
On 25 Mar NESTLEIND was trading at 1204.10. The strike last trading price was 17.55, which was 5.2 higher than the previous day. The implied volatity was 21.44, the open interest changed by 3 which increased total open position to 63
On 24 Mar NESTLEIND was trading at 1183.20. The strike last trading price was 12.5, which was 5.55 higher than the previous day. The implied volatity was 21.24, the open interest changed by 36 which increased total open position to 60
On 23 Mar NESTLEIND was trading at 1166.80. The strike last trading price was 10.2, which was -2.5 lower than the previous day. The implied volatity was 23.01, the open interest changed by 7 which increased total open position to 16
On 20 Mar NESTLEIND was trading at 1193.60. The strike last trading price was 12.7, which was 0.2 higher than the previous day. The implied volatity was 16.91, the open interest changed by 4 which increased total open position to 10
On 19 Mar NESTLEIND was trading at 1186.30. The strike last trading price was 12.5, which was -6.5 lower than the previous day. The implied volatity was 18.85, the open interest changed by 3 which increased total open position to 6
On 18 Mar NESTLEIND was trading at 1204.80. The strike last trading price was 19, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar NESTLEIND was trading at 1206.90. The strike last trading price was 19, which was -15 lower than the previous day. The implied volatity was 19, the open interest changed by 0 which decreased total open position to 3
On 16 Mar NESTLEIND was trading at 1213.40. The strike last trading price was 34, which was 9.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 13 Mar NESTLEIND was trading at 1202.20. The strike last trading price was 34, which was 9.4 higher than the previous day. The implied volatity was 28.1, the open interest changed by 1 which increased total open position to 2
On 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 24.6, which was -77.55 lower than the previous day. The implied volatity was 17.45, 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 102.15, which was 0 lower than the previous day. The implied volatity was 0.28, 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 102.15, 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 102.15, which was 0 lower than the previous day. The implied volatity was 0.07, 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 102.15, 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 102.15, which was 0 lower than the previous day. The implied volatity was 0.01, 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 102.15, 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 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 102.15, 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 (7d) 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.01
Theta: -1.26
Gamma: 0.00499
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 1286.40 | 12.3 | 0.75 | 34.97 | 902 | 472 | 931 |
| 17 Apr | 1285.60 | 10.75 | -13.25 | 28.19 | 576 | -70 | 458 |
| 16 Apr | 1257.40 | 23.7 | -0.3500000000000014 | 31.05 | 1,205 | 43 | 527 |
| 15 Apr | 1256.60 | 25 | -15.5 | 30.87 | 820 | 294 | 473 |
| 13 Apr | 1226.10 | 42.05 | 16.4 | 29.26 | 116 | 3 | 179 |
| 10 Apr | 1249.30 | 24.6 | -14.149999999999999 | 23.56 | 207 | 35 | 166 |
| 9 Apr | 1228.70 | 38.5 | -9.7 | 27.79 | 52 | -10 | 131 |
| 8 Apr | 1213.70 | 47.7 | 3.75 | 27.34 | 76 | -5 | 141 |
| 7 Apr | 1222.80 | 43.85 | -6.3 | 26.41 | 42 | 4 | 146 |
| 6 Apr | 1216.00 | 50.25 | -15.95 | 28.54 | 28 | 15 | 139 |
| 2 Apr | 1191.30 | 65.25 | -15.85 | 26.04 | 19 | 6 | 123 |
| 1 Apr | 1180.80 | 81.1 | 2.2 | 30.43 | 107 | -34 | 116 |
| 30 Mar | 1174.80 | 78.35 | 12.45 | 30.38 | 121 | 95 | 148 |
| 27 Mar | 1193.20 | 66.05 | -6.95 | 27.53 | 57 | 25 | 52 |
| 25 Mar | 1204.10 | 73 | -5.55 | - | 0 | 0 | 27 |
| 24 Mar | 1183.20 | 73 | -5.55 | 28.36 | 4 | 0 | 27 |
| 23 Mar | 1166.80 | 78.55 | 13 | 20.83 | 11 | 7 | 27 |
| 20 Mar | 1193.60 | 65.55 | 14.4 | 28.63 | 4 | 0 | 20 |
| 19 Mar | 1186.30 | 51.15 | -4.2 | - | 0 | 0 | 20 |
| 18 Mar | 1204.80 | 51.15 | -4.2 | - | 0 | 0 | 20 |
| 17 Mar | 1206.90 | 51.15 | -4.2 | 21.19 | 4 | 1 | 19 |
| 16 Mar | 1213.40 | 55.35 | 5.35 | 24.76 | 6 | 5 | 19 |
| 13 Mar | 1202.20 | 50 | 8 | - | 0 | 0 | 0 |
| 12 Mar | 1220.80 | 50 | 8 | 24.58 | 1 | 0 | 14 |
| 11 Mar | 1233.70 | 42 | -4.6 | 22.53 | 1 | 0 | 13 |
| 10 Mar | 1241.20 | 46.6 | 16.7 | - | 4 | 0 | 13 |
| 9 Mar | 1235.80 | 46.6 | 16.7 | 26.62 | 4 | 0 | 13 |
| 6 Mar | 1252.40 | 31.1 | 13.25 | 22.63 | 15 | 13 | 13 |
| 5 Mar | 1250.90 | 17.85 | 0 | 1.11 | 0 | 0 | 0 |
| 4 Mar | 1245.30 | 17.85 | 0 | 0.88 | 0 | 0 | 0 |
| 2 Mar | 1279.70 | 17.85 | 0 | 2.65 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1250 expiring on 28APR2026
Delta for 1250 PE is -0.28
Historical price for 1250 PE is as follows
On 20 Apr NESTLEIND was trading at 1286.40. The strike last trading price was 12.3, which was 0.75 higher than the previous day. The implied volatity was 34.97, the open interest changed by 472 which increased total open position to 931
On 17 Apr NESTLEIND was trading at 1285.60. The strike last trading price was 10.75, which was -13.25 lower than the previous day. The implied volatity was 28.19, the open interest changed by -70 which decreased total open position to 458
On 16 Apr NESTLEIND was trading at 1257.40. The strike last trading price was 23.7, which was -0.3500000000000014 lower than the previous day. The implied volatity was 31.05, the open interest changed by 43 which increased total open position to 527
On 15 Apr NESTLEIND was trading at 1256.60. The strike last trading price was 25, which was -15.5 lower than the previous day. The implied volatity was 30.87, the open interest changed by 294 which increased total open position to 473
On 13 Apr NESTLEIND was trading at 1226.10. The strike last trading price was 42.05, which was 16.4 higher than the previous day. The implied volatity was 29.26, the open interest changed by 3 which increased total open position to 179
On 10 Apr NESTLEIND was trading at 1249.30. The strike last trading price was 24.6, which was -14.149999999999999 lower than the previous day. The implied volatity was 23.56, the open interest changed by 35 which increased total open position to 166
On 9 Apr NESTLEIND was trading at 1228.70. The strike last trading price was 38.5, which was -9.7 lower than the previous day. The implied volatity was 27.79, the open interest changed by -10 which decreased total open position to 131
On 8 Apr NESTLEIND was trading at 1213.70. The strike last trading price was 47.7, which was 3.75 higher than the previous day. The implied volatity was 27.34, the open interest changed by -5 which decreased total open position to 141
On 7 Apr NESTLEIND was trading at 1222.80. The strike last trading price was 43.85, which was -6.3 lower than the previous day. The implied volatity was 26.41, the open interest changed by 4 which increased total open position to 146
On 6 Apr NESTLEIND was trading at 1216.00. The strike last trading price was 50.25, which was -15.95 lower than the previous day. The implied volatity was 28.54, the open interest changed by 15 which increased total open position to 139
On 2 Apr NESTLEIND was trading at 1191.30. The strike last trading price was 65.25, which was -15.85 lower than the previous day. The implied volatity was 26.04, the open interest changed by 6 which increased total open position to 123
On 1 Apr NESTLEIND was trading at 1180.80. The strike last trading price was 81.1, which was 2.2 higher than the previous day. The implied volatity was 30.43, the open interest changed by -34 which decreased total open position to 116
On 30 Mar NESTLEIND was trading at 1174.80. The strike last trading price was 78.35, which was 12.45 higher than the previous day. The implied volatity was 30.38, the open interest changed by 95 which increased total open position to 148
On 27 Mar NESTLEIND was trading at 1193.20. The strike last trading price was 66.05, which was -6.95 lower than the previous day. The implied volatity was 27.53, the open interest changed by 25 which increased total open position to 52
On 25 Mar NESTLEIND was trading at 1204.10. The strike last trading price was 73, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 24 Mar NESTLEIND was trading at 1183.20. The strike last trading price was 73, which was -5.55 lower than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 27
On 23 Mar NESTLEIND was trading at 1166.80. The strike last trading price was 78.55, which was 13 higher than the previous day. The implied volatity was 20.83, the open interest changed by 7 which increased total open position to 27
On 20 Mar NESTLEIND was trading at 1193.60. The strike last trading price was 65.55, which was 14.4 higher than the previous day. The implied volatity was 28.63, the open interest changed by 0 which decreased total open position to 20
On 19 Mar NESTLEIND was trading at 1186.30. The strike last trading price was 51.15, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 18 Mar NESTLEIND was trading at 1204.80. The strike last trading price was 51.15, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 17 Mar NESTLEIND was trading at 1206.90. The strike last trading price was 51.15, which was -4.2 lower than the previous day. The implied volatity was 21.19, the open interest changed by 1 which increased total open position to 19
On 16 Mar NESTLEIND was trading at 1213.40. The strike last trading price was 55.35, which was 5.35 higher than the previous day. The implied volatity was 24.76, the open interest changed by 5 which increased total open position to 19
On 13 Mar NESTLEIND was trading at 1202.20. The strike last trading price was 50, which was 8 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 50, which was 8 higher than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 14
On 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 42, which was -4.6 lower than the previous day. The implied volatity was 22.53, the open interest changed by 0 which decreased total open position to 13
On 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 46.6, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 46.6, which was 16.7 higher than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 13
On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 31.1, which was 13.25 higher than the previous day. The implied volatity was 22.63, the open interest changed by 13 which increased total open position to 13
On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 17.85, which was 0 lower than the previous day. The implied volatity was 1.11, 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 17.85, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 17.85, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
