NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
22 Apr 2026 04:10 PM IST
| NESTLEIND 28-Apr-2026 (5d) 1330 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0
Theta: -0.46
Gamma: 0.00318
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 1395.80 | 64.7 | 7.900000000000006 | 27.25 | 574 | -115 | 461 | |||||||||
| 21 Apr | 1379.90 | 68.75 | 56.8 | 29.09 | 13,445 | 330 | 581 | |||||||||
| 20 Apr | 1286.40 | 11.2 | 2 | 36.1 | 541 | 136 | 249 | |||||||||
| 17 Apr | 1285.60 | 9.8 | 5.550000000000001 | 26.93 | 294 | 86 | 111 | |||||||||
| 16 Apr | 1257.40 | 4.3 | 0.04999999999999982 | - | 0 | 0 | 25 | |||||||||
| 15 Apr | 1256.60 | 4.3 | 0.04999999999999982 | - | 0 | 0 | 25 | |||||||||
| 13 Apr | 1226.10 | 4.3 | 0.04999999999999982 | 23.08 | 0 | 0 | 25 | |||||||||
| 10 Apr | 1249.30 | 4.3 | 1.9 | 23.08 | 2 | 0 | 24 | |||||||||
| 9 Apr | 1228.70 | 2.4 | 0 | 22.76 | 10 | 5 | 24 | |||||||||
| 8 Apr | 1213.70 | 2.4 | -7.15 | 25.02 | 9 | 5 | 18 | |||||||||
| 7 Apr | 1222.80 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 6 Apr | 1216.00 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 2 Apr | 1191.30 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 1 Apr | 1180.80 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 30 Mar | 1174.80 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 27 Mar | 1193.20 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 25 Mar | 1204.10 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 24 Mar | 1183.20 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 23 Mar | 1166.80 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 20 Mar | 1193.60 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 19 Mar | 1186.30 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 18 Mar | 1204.80 | 9.55 | -0.45 | - | 0 | 0 | 13 | |||||||||
| 17 Mar | 1206.90 | 9.55 | -0.45 | - | 2 | 0 | 13 | |||||||||
| 16 Mar | 1213.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1202.20 | 10 | -42.95 | - | 0 | 0 | 15 | |||||||||
| 12 Mar | 1220.80 | 10 | -42.95 | - | 0 | 0 | 15 | |||||||||
| 11 Mar | 1233.70 | 10 | -42.95 | - | 0 | 0 | 15 | |||||||||
| 10 Mar | 1241.20 | 10 | -42.95 | 18.69 | 15 | 14 | 14 | |||||||||
| 9 Mar | 1235.80 | 52.95 | 0 | 4.49 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1252.40 | 52.95 | 0 | 3.05 | 0 | 0 | 0 | |||||||||
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| 5 Mar | 1250.90 | 52.95 | 0 | 3.4 | 0 | 0 | 0 | |||||||||
| 4 Mar | 1245.30 | 52.95 | 0 | 3.68 | 0 | 0 | 0 | |||||||||
| 2 Mar | 1279.70 | 52.95 | 0 | 1.81 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1291.70 | 52.95 | 0 | 1.03 | 0 | 0 | 0 | |||||||||
| 26 Feb | 1318.00 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1323.40 | 52.95 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1330 expiring on 28APR2026
Delta for 1330 CE is 0.91
Historical price for 1330 CE is as follows
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 64.7, which was 7.900000000000006 higher than the previous day. The implied volatity was 27.25, the open interest changed by -115 which decreased total open position to 461
On 21 Apr NESTLEIND was trading at 1379.90. The strike last trading price was 68.75, which was 56.8 higher than the previous day. The implied volatity was 29.09, the open interest changed by 330 which increased total open position to 581
On 20 Apr NESTLEIND was trading at 1286.40. The strike last trading price was 11.2, which was 2 higher than the previous day. The implied volatity was 36.1, the open interest changed by 136 which increased total open position to 249
On 17 Apr NESTLEIND was trading at 1285.60. The strike last trading price was 9.8, which was 5.550000000000001 higher than the previous day. The implied volatity was 26.93, the open interest changed by 86 which increased total open position to 111
On 16 Apr NESTLEIND was trading at 1257.40. The strike last trading price was 4.3, which was 0.04999999999999982 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 15 Apr NESTLEIND was trading at 1256.60. The strike last trading price was 4.3, which was 0.04999999999999982 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 13 Apr NESTLEIND was trading at 1226.10. The strike last trading price was 4.3, which was 0.04999999999999982 higher than the previous day. The implied volatity was 23.08, the open interest changed by 0 which decreased total open position to 25
On 10 Apr NESTLEIND was trading at 1249.30. The strike last trading price was 4.3, which was 1.9 higher than the previous day. The implied volatity was 23.08, the open interest changed by 0 which decreased total open position to 24
On 9 Apr NESTLEIND was trading at 1228.70. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 22.76, the open interest changed by 5 which increased total open position to 24
On 8 Apr NESTLEIND was trading at 1213.70. The strike last trading price was 2.4, which was -7.15 lower than the previous day. The implied volatity was 25.02, the open interest changed by 5 which increased total open position to 18
On 7 Apr NESTLEIND was trading at 1222.80. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 6 Apr NESTLEIND was trading at 1216.00. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 2 Apr NESTLEIND was trading at 1191.30. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 1 Apr NESTLEIND was trading at 1180.80. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 30 Mar NESTLEIND was trading at 1174.80. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 27 Mar NESTLEIND was trading at 1193.20. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 25 Mar NESTLEIND was trading at 1204.10. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 24 Mar NESTLEIND was trading at 1183.20. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 23 Mar NESTLEIND was trading at 1166.80. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 20 Mar NESTLEIND was trading at 1193.60. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 19 Mar NESTLEIND was trading at 1186.30. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 18 Mar NESTLEIND was trading at 1204.80. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 17 Mar NESTLEIND was trading at 1206.90. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
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 10, which was -42.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 12 Mar NESTLEIND was trading at 1220.80. The strike last trading price was 10, which was -42.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 11 Mar NESTLEIND was trading at 1233.70. The strike last trading price was 10, which was -42.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Mar NESTLEIND was trading at 1241.20. The strike last trading price was 10, which was -42.95 lower than the previous day. The implied volatity was 18.69, the open interest changed by 14 which increased total open position to 14
On 9 Mar NESTLEIND was trading at 1235.80. The strike last trading price was 52.95, which was 0 lower than the previous day. The implied volatity was 4.49, 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 52.95, which was 0 lower than the previous day. The implied volatity was 3.05, 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 52.95, which was 0 lower than the previous day. The implied volatity was 3.4, 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 52.95, which was 0 lower than the previous day. The implied volatity was 3.68, 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 52.95, which was 0 lower than the previous day. The implied volatity was 1.81, 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 52.95, which was 0 lower than the previous day. The implied volatity was 1.03, 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 52.95, 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 52.95, 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 (5d) 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0
Theta: -0.47
Gamma: 0.00319
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 1395.80 | 2.1 | -5.449999999999999 | 27.42 | 2,216 | -252 | 662 |
| 21 Apr | 1379.90 | 6.5 | -48.15 | 36.45 | 12,271 | 1,065 | 1,067 |
| 20 Apr | 1286.40 | 54.65 | 6.899999999999999 | 35.27 | 2 | 0 | 0 |
| 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 | 47.75 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1213.70 | 47.75 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1222.80 | 47.75 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1216.00 | 47.75 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1191.30 | 47.75 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1180.80 | 47.75 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 1174.80 | 47.75 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1193.20 | 47.75 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1204.10 | 47.75 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1183.20 | 47.75 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1166.80 | 47.75 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1193.60 | 47.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1186.30 | 47.75 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1204.80 | 47.75 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1206.90 | 47.75 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1213.40 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 1202.20 | 47.75 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1220.80 | 47.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1233.70 | 47.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1241.20 | 47.75 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 1235.80 | 47.75 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1252.40 | 47.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1250.90 | 47.75 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1245.30 | 47.75 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1279.70 | 47.75 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1291.70 | 47.75 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1318.00 | 47.75 | 0 | 0.52 | 0 | 0 | 0 |
| 25 Feb | 1323.40 | 47.75 | 0 | 0.91 | 0 | 0 | 0 |
For Nestle India Limited - strike price 1330 expiring on 28APR2026
Delta for 1330 PE is -0.09
Historical price for 1330 PE is as follows
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 2.1, which was -5.449999999999999 lower than the previous day. The implied volatity was 27.42, the open interest changed by -252 which decreased total open position to 662
On 21 Apr NESTLEIND was trading at 1379.90. The strike last trading price was 6.5, which was -48.15 lower than the previous day. The implied volatity was 36.45, the open interest changed by 1065 which increased total open position to 1067
On 20 Apr NESTLEIND was trading at 1286.40. The strike last trading price was 54.65, which was 6.899999999999999 higher than the previous day. The implied volatity was 35.27, the open interest changed by 0 which decreased total open position to 0
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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, which was 0 lower than the previous day. The implied volatity was 0.52, 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 47.75, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
