[--[65.84.65.76]--]

NESTLEIND

Nestle India Limited
1417.3 -4.00 (-0.28%)
L: 1410 H: 1437.9

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Historical option data for NESTLEIND

27 Apr 2026 04:10 PM IST
NESTLEIND 28-Apr-2026 1310 CE
Delta: 0.98
Vega: 0
Theta: -0.59
Gamma: 0.00078
Date Close Ltp Change IV Volume OI Chg OI
27 Apr 1417.30 101.5 3.5 60.03 22 -16 159
24 Apr 1421.30 98 0 31.61 0 0 175
23 Apr 1410.50 98 14.099999999999994 31.61 3 0 175
22 Apr 1395.80 83.25 10.650000000000006 29.77 216 -68 177
21 Apr 1379.90 84.9 66.95 37.07 5,853 115 261
20 Apr 1286.40 18.3 3.200000000000001 36.43 426 -17 155
17 Apr 1285.60 15.4 6.450000000000001 27.57 427 68 176
16 Apr 1257.40 9.1 0.9499999999999993 28.34 104 -1 109
15 Apr 1256.60 8.1 3.4499999999999993 26.47 95 18 111
13 Apr 1226.10 4.65 -2 27.36 40 -8 92
10 Apr 1249.30 6.95 2.25 22.37 89 20 101
9 Apr 1228.70 4.55 0.75 23.01 54 8 80
8 Apr 1213.70 3.75 -0.9 24.3 89 24 71
7 Apr 1222.80 4.75 -0.5 24.19 36 26 46
6 Apr 1216.00 5.2 1.55 25.44 24 13 20
2 Apr 1191.30 3.65 0.35 25.24 5 1 7
1 Apr 1180.80 3.35 -10.65 26.76 5 3 5
30 Mar 1174.80 14 -49.4 - 0 0 2
27 Mar 1193.20 14 -49.4 - 0 0 2
25 Mar 1204.10 14 -49.4 - 0 0 2
24 Mar 1183.20 14 -49.4 - 0 0 2
23 Mar 1166.80 14 -49.4 - 0 0 2
20 Mar 1193.60 14 -49.4 - 0 0 2
19 Mar 1186.30 14 -49.4 - 0 0 2
18 Mar 1204.80 14 -49.4 - 0 0 2
17 Mar 1206.90 14 -49.4 - 0 0 2
16 Mar 1213.40 - - - 0 0 0
13 Mar 1202.20 14 -49.4 - 0 0 2
12 Mar 1220.80 14 -49.4 - 0 0 2
11 Mar 1233.70 14 -49.4 - 0 0 2
10 Mar 1241.20 14 -49.4 - 0 0 2
9 Mar 1235.80 14 -49.4 - 0 0 2
6 Mar 1252.40 14 -49.4 - 0 0 2
5 Mar 1250.90 14 -49.4 15.44 2 0 0
4 Mar 1245.30 63.4 0 2.62 0 0 0
2 Mar 1279.70 63.4 0 0.78 0 0 0
27 Feb 1291.70 63.4 0 - 0 0 0
26 Feb 1318.00 63.4 0 - 0 0 0
25 Feb 1323.40 63.4 0 0 0 0 0


For Nestle India Limited - strike price 1310 expiring on 28APR2026

Delta for 1310 CE is 0.98

Historical price for 1310 CE is as follows

On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 101.5, which was 3.5 higher than the previous day. The implied volatity was 60.03, the open interest changed by -16 which decreased total open position to 159


On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 98, which was 0 lower than the previous day. The implied volatity was 31.61, the open interest changed by 0 which decreased total open position to 175


On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 98, which was 14.099999999999994 higher than the previous day. The implied volatity was 31.61, the open interest changed by 0 which decreased total open position to 175


On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 83.25, which was 10.650000000000006 higher than the previous day. The implied volatity was 29.77, the open interest changed by -68 which decreased total open position to 177


On 21 Apr NESTLEIND was trading at 1379.90. The strike last trading price was 84.9, which was 66.95 higher than the previous day. The implied volatity was 37.07, the open interest changed by 115 which increased total open position to 261


On 20 Apr NESTLEIND was trading at 1286.40. The strike last trading price was 18.3, which was 3.200000000000001 higher than the previous day. The implied volatity was 36.43, the open interest changed by -17 which decreased total open position to 155


On 17 Apr NESTLEIND was trading at 1285.60. The strike last trading price was 15.4, which was 6.450000000000001 higher than the previous day. The implied volatity was 27.57, the open interest changed by 68 which increased total open position to 176


On 16 Apr NESTLEIND was trading at 1257.40. The strike last trading price was 9.1, which was 0.9499999999999993 higher than the previous day. The implied volatity was 28.34, the open interest changed by -1 which decreased total open position to 109


On 15 Apr NESTLEIND was trading at 1256.60. The strike last trading price was 8.1, which was 3.4499999999999993 higher than the previous day. The implied volatity was 26.47, the open interest changed by 18 which increased total open position to 111


On 13 Apr NESTLEIND was trading at 1226.10. The strike last trading price was 4.65, which was -2 lower than the previous day. The implied volatity was 27.36, the open interest changed by -8 which decreased total open position to 92


On 10 Apr NESTLEIND was trading at 1249.30. The strike last trading price was 6.95, which was 2.25 higher than the previous day. The implied volatity was 22.37, the open interest changed by 20 which increased total open position to 101


On 9 Apr NESTLEIND was trading at 1228.70. The strike last trading price was 4.55, which was 0.75 higher than the previous day. The implied volatity was 23.01, the open interest changed by 8 which increased total open position to 80


On 8 Apr NESTLEIND was trading at 1213.70. The strike last trading price was 3.75, which was -0.9 lower than the previous day. The implied volatity was 24.3, the open interest changed by 24 which increased total open position to 71


On 7 Apr NESTLEIND was trading at 1222.80. The strike last trading price was 4.75, which was -0.5 lower than the previous day. The implied volatity was 24.19, the open interest changed by 26 which increased total open position to 46


On 6 Apr NESTLEIND was trading at 1216.00. The strike last trading price was 5.2, which was 1.55 higher than the previous day. The implied volatity was 25.44, the open interest changed by 13 which increased total open position to 20


On 2 Apr NESTLEIND was trading at 1191.30. The strike last trading price was 3.65, which was 0.35 higher than the previous day. The implied volatity was 25.24, the open interest changed by 1 which increased total open position to 7


On 1 Apr NESTLEIND was trading at 1180.80. The strike last trading price was 3.35, which was -10.65 lower than the previous day. The implied volatity was 26.76, the open interest changed by 3 which increased total open position to 5


On 30 Mar NESTLEIND was trading at 1174.80. The strike last trading price was 14, which was -49.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 Mar NESTLEIND was trading at 1193.20. The strike last trading price was 14, which was -49.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 25 Mar NESTLEIND was trading at 1204.10. The strike last trading price was 14, which was -49.4 lower than the previous day. The implied volatity was -, 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 14, which was -49.4 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 14, which was -49.4 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 14, which was -49.4 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 14, which was -49.4 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 14, which was -49.4 lower 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 14, which was -49.4 lower 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 -, which was - 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 14, which was -49.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 14, which was -49.4 lower 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 14, which was -49.4 lower 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 14, which was -49.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 14, which was -49.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 14, which was -49.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 14, which was -49.4 lower than the previous day. The implied volatity was 15.44, 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 63.4, which was 0 lower than the previous day. The implied volatity was 2.62, 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 63.4, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


On 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 63.4, 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 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 63.4, 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 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 63.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


NESTLEIND 28-Apr-2026 1310 PE
Delta: -0.01
Vega: 0
Theta: -0.48
Gamma: 0.00073
Date Close Ltp Change IV Volume OI Chg OI
27 Apr 1417.30 0.25 -0.15000000000000002 57.93 45 -11 309
24 Apr 1421.30 0.35 -0.15000000000000002 35.66 91 -40 323
23 Apr 1410.50 0.5 -0.7 31.36 169 -22 362
22 Apr 1395.80 1.05 -3.4000000000000004 28.97 1,121 -12 383
21 Apr 1379.90 3.85 -36.75 37.09 4,710 371 392
20 Apr 1286.40 43.1 4.649999999999999 38.37 26 21 21
17 Apr 1285.60 0 0 - 0 0 0
16 Apr 1257.40 0 0 - 0 0 0
15 Apr 1256.60 0 0 - 0 0 0
13 Apr 1226.10 0 0 - 0 0 0
10 Apr 1249.30 0 0 - 0 0 0
9 Apr 1228.70 38.45 0 - 0 0 0
8 Apr 1213.70 38.45 0 - 0 0 0
7 Apr 1222.80 38.45 0 - 0 0 0
6 Apr 1216.00 38.45 0 - 0 0 0
2 Apr 1191.30 38.45 0 - 0 0 0
1 Apr 1180.80 38.45 0 - 0 0 0
30 Mar 1174.80 38.45 0 - 0 0 0
27 Mar 1193.20 38.45 0 - 0 0 0
25 Mar 1204.10 38.45 0 - 0 0 0
24 Mar 1183.20 38.45 0 - 0 0 0
23 Mar 1166.80 38.45 0 - 0 0 0
20 Mar 1193.60 38.45 0 - 0 0 0
19 Mar 1186.30 38.45 0 - 0 0 0
18 Mar 1204.80 38.45 0 - 0 0 0
17 Mar 1206.90 38.45 0 - 0 0 0
16 Mar 1213.40 - - - 0 0 0
13 Mar 1202.20 38.45 0 - 0 0 0
12 Mar 1220.80 38.45 0 - 0 0 0
11 Mar 1233.70 38.45 0 - 0 0 0
10 Mar 1241.20 38.45 0 - 0 0 0
9 Mar 1235.80 38.45 0 - 0 0 0
6 Mar 1252.40 38.45 0 - 0 0 0
5 Mar 1250.90 38.45 0 - 0 0 0
4 Mar 1245.30 38.45 0 - 0 0 0
2 Mar 1279.70 38.45 0 - 0 0 0
27 Feb 1291.70 38.45 0 0.22 0 0 0
26 Feb 1318.00 38.45 0 1.56 0 0 0
25 Feb 1323.40 38.45 0 1.9 0 0 0


For Nestle India Limited - strike price 1310 expiring on 28APR2026

Delta for 1310 PE is -0.01

Historical price for 1310 PE is as follows

On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 0.25, which was -0.15000000000000002 lower than the previous day. The implied volatity was 57.93, the open interest changed by -11 which decreased total open position to 309


On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 0.35, which was -0.15000000000000002 lower than the previous day. The implied volatity was 35.66, the open interest changed by -40 which decreased total open position to 323


On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 0.5, which was -0.7 lower than the previous day. The implied volatity was 31.36, the open interest changed by -22 which decreased total open position to 362


On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 1.05, which was -3.4000000000000004 lower than the previous day. The implied volatity was 28.97, the open interest changed by -12 which decreased total open position to 383


On 21 Apr NESTLEIND was trading at 1379.90. The strike last trading price was 3.85, which was -36.75 lower than the previous day. The implied volatity was 37.09, the open interest changed by 371 which increased total open position to 392


On 20 Apr NESTLEIND was trading at 1286.40. The strike last trading price was 43.1, which was 4.649999999999999 higher than the previous day. The implied volatity was 38.37, the open interest changed by 21 which increased total open position to 21


On 17 Apr NESTLEIND was trading at 1285.60. The strike last trading price was 0, 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 Apr NESTLEIND was trading at 1257.40. The strike last trading price was 0, 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 Apr NESTLEIND was trading at 1256.60. The strike last trading price was 0, 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 Apr NESTLEIND was trading at 1226.10. The strike last trading price was 0, 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 Apr NESTLEIND was trading at 1249.30. The strike last trading price was 0, 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 Apr NESTLEIND was trading at 1228.70. The strike last trading price was 38.45, 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 8 Apr NESTLEIND was trading at 1213.70. The strike last trading price was 38.45, 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 7 Apr NESTLEIND was trading at 1222.80. The strike last trading price was 38.45, 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 6 Apr NESTLEIND was trading at 1216.00. The strike last trading price was 38.45, 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 2 Apr NESTLEIND was trading at 1191.30. The strike last trading price was 38.45, 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 1 Apr NESTLEIND was trading at 1180.80. The strike last trading price was 38.45, 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 30 Mar NESTLEIND was trading at 1174.80. The strike last trading price was 38.45, 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 27 Mar NESTLEIND was trading at 1193.20. The strike last trading price was 38.45, 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 25 Mar NESTLEIND was trading at 1204.10. The strike last trading price was 38.45, 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 24 Mar NESTLEIND was trading at 1183.20. The strike last trading price was 38.45, 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 23 Mar NESTLEIND was trading at 1166.80. The strike last trading price was 38.45, 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 20 Mar NESTLEIND was trading at 1193.60. The strike last trading price was 38.45, 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 19 Mar NESTLEIND was trading at 1186.30. The strike last trading price was 38.45, 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 18 Mar NESTLEIND was trading at 1204.80. The strike last trading price was 38.45, 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 17 Mar NESTLEIND was trading at 1206.90. The strike last trading price was 38.45, 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 16 Mar NESTLEIND was trading at 1213.40. The strike last trading price was -, which was - 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 38.45, 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 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 38.45, 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 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 38.45, 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 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 38.45, 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 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 38.45, 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 6 Mar NESTLEIND was trading at 1252.40. The strike last trading price was 38.45, 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 5 Mar NESTLEIND was trading at 1250.90. The strike last trading price was 38.45, 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 4 Mar NESTLEIND was trading at 1245.30. The strike last trading price was 38.45, 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 2 Mar NESTLEIND was trading at 1279.70. The strike last trading price was 38.45, 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 27 Feb NESTLEIND was trading at 1291.70. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 26 Feb NESTLEIND was trading at 1318.00. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 25 Feb NESTLEIND was trading at 1323.40. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 1.9, the open interest changed by 0 which decreased total open position to 0