Historical option data for NESTLEIND
29 Jun 2026 10:50 AM IST
| NESTLEIND 28-Jul-2026 (27d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.02
Theta: -0.68
Gamma: 0.00417
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1416.10 | 48.95 | 5.95 (13.84%) | 22.84 | 558 | -7 | 353 | |||||||||
| 25 Jun | 1402.60 | 45 | 14 (45.16%) | 21.29 | 852 | 156 | 371 | |||||||||
| 24 Jun | 1382.60 | 30.8 | -4.6 (-12.99%) | 21.17 | 185 | 90 | 215 | |||||||||
| 23 Jun | 1392.20 | 34 | -8.3 (-19.62%) | 20.16 | 149 | 36 | 125 | |||||||||
| 22 Jun | 1401.90 | 41 | -6.75 (-14.14%) | 21.37 | 81 | 22 | 87 | |||||||||
| 19 Jun | 1414.80 | 46.55 | 1.8 (4.02%) | 17.41 | 98 | -7 | 68 | |||||||||
| 18 Jun | 1400.40 | 45.1 | -4.9 (-9.80%) | 22.03 | 44 | 28 | 80 | |||||||||
| 17 Jun | 1407.30 | 50 | 9.05 (22.10%) | 21.82 | 77 | -18 | 52 | |||||||||
| 16 Jun | 1391.70 | 40 | 3.25 (8.84%) | 21.71 | 131 | -10 | 69 | |||||||||
| 15 Jun | 1374.70 | 35.3 | -3.8 (-9.72%) | 22.75 | 129 | 50 | 79 | |||||||||
| 12 Jun | 1375.70 | 39 | -24.95 (-39.01%) | 23.17 | 23 | 17 | 27 | |||||||||
| 11 Jun | 1422.50 | 63 | -10.5 (-14.29%) | 22.4 | 6 | 2 | 10 | |||||||||
| 10 Jun | 1438.30 | 73.5 | 19.9 (37.13%) | 21.16 | 7 | 3 | 8 | |||||||||
| 9 Jun | 1410.40 | 53.6 | 3.6 (7.20%) | 20.67 | 4 | 1 | 4 | |||||||||
| 8 Jun | 1398.90 | 49.05 | 7.05 (16.79%) | 21.88 | 4 | 1 | 2 | |||||||||
| 5 Jun | 1386.20 | 42 | -4 (-8.70%) | 19.29 | 1 | 1 | 1 | |||||||||
| 4 Jun | 1382.90 | 46 | -59 (-56.19%) | 23.19 | 2 | 1 | 1 | |||||||||
For Nestle India Limited - strike price 1400 expiring on 28JUL2026
Delta for 1400 CE is 0.61
Historical price for 1400 CE is as follows
On 29 Jun NESTLEIND was trading at 1416.10. The strike last trading price was 48.95, which was 5.95 higher than the previous day. The implied volatity was 22.84, the open interest changed by -7 which decreased total open position to 353
On 25 Jun NESTLEIND was trading at 1402.60. The strike last trading price was 45, which was 14 higher than the previous day. The implied volatity was 21.29, the open interest changed by 156 which increased total open position to 371
On 24 Jun NESTLEIND was trading at 1382.60. The strike last trading price was 30.8, which was -4.6 lower than the previous day. The implied volatity was 21.17, the open interest changed by 90 which increased total open position to 215
On 23 Jun NESTLEIND was trading at 1392.20. The strike last trading price was 34, which was -8.3 lower than the previous day. The implied volatity was 20.16, the open interest changed by 36 which increased total open position to 125
On 22 Jun NESTLEIND was trading at 1401.90. The strike last trading price was 41, which was -6.75 lower than the previous day. The implied volatity was 21.37, the open interest changed by 22 which increased total open position to 87
On 19 Jun NESTLEIND was trading at 1414.80. The strike last trading price was 46.55, which was 1.8 higher than the previous day. The implied volatity was 17.41, the open interest changed by -7 which decreased total open position to 68
On 18 Jun NESTLEIND was trading at 1400.40. The strike last trading price was 45.1, which was -4.9 lower than the previous day. The implied volatity was 22.03, the open interest changed by 28 which increased total open position to 80
On 17 Jun NESTLEIND was trading at 1407.30. The strike last trading price was 50, which was 9.05 higher than the previous day. The implied volatity was 21.82, the open interest changed by -18 which decreased total open position to 52
On 16 Jun NESTLEIND was trading at 1391.70. The strike last trading price was 40, which was 3.25 higher than the previous day. The implied volatity was 21.71, the open interest changed by -10 which decreased total open position to 69
On 15 Jun NESTLEIND was trading at 1374.70. The strike last trading price was 35.3, which was -3.8 lower than the previous day. The implied volatity was 22.75, the open interest changed by 50 which increased total open position to 79
On 12 Jun NESTLEIND was trading at 1375.70. The strike last trading price was 39, which was -24.95 lower than the previous day. The implied volatity was 23.17, the open interest changed by 17 which increased total open position to 27
On 11 Jun NESTLEIND was trading at 1422.50. The strike last trading price was 63, which was -10.5 lower than the previous day. The implied volatity was 22.4, the open interest changed by 2 which increased total open position to 10
On 10 Jun NESTLEIND was trading at 1438.30. The strike last trading price was 73.5, which was 19.9 higher than the previous day. The implied volatity was 21.16, the open interest changed by 3 which increased total open position to 8
On 9 Jun NESTLEIND was trading at 1410.40. The strike last trading price was 53.6, which was 3.6 higher than the previous day. The implied volatity was 20.67, the open interest changed by 1 which increased total open position to 4
On 8 Jun NESTLEIND was trading at 1398.90. The strike last trading price was 49.05, which was 7.05 higher than the previous day. The implied volatity was 21.88, the open interest changed by 1 which increased total open position to 2
On 5 Jun NESTLEIND was trading at 1386.20. The strike last trading price was 42, which was -4 lower than the previous day. The implied volatity was 19.29, the open interest changed by 1 which increased total open position to 1
On 4 Jun NESTLEIND was trading at 1382.90. The strike last trading price was 46, which was -59 lower than the previous day. The implied volatity was 23.19, the open interest changed by 1 which increased total open position to 1
| NESTLEIND 28-Jul-2026 (27d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.02
Theta: -0.55
Gamma: 0.0036
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1416.10 | 29.2 | -7.7 (-20.87%) | 26.17 | 109 | 35 | 172 |
| 25 Jun | 1402.60 | 35.5 | -9.6 (-21.29%) | 25.69 | 201 | 69 | 135 |
| 24 Jun | 1382.60 | 45 | 9 (25.00%) | 23.55 | 44 | 28 | 66 |
| 23 Jun | 1392.20 | 36 | 2 (5.88%) | 22.3 | 16 | 7 | 37 |
| 22 Jun | 1401.90 | 36 | -5 (-12.20%) | 22.59 | 16 | 4 | 30 |
| 19 Jun | 1414.80 | 41 | 41 | - | 1 | 0 | 26 |
| 18 Jun | 1400.40 | 41 | 41 | - | 1 | 0 | 26 |
| 17 Jun | 1407.30 | 41 | 41 (-16.33%) | 25.04 | 1 | 0 | 26 |
| 16 Jun | 1391.70 | 41 | -8 (-16.33%) | 25.04 | 1 | 1 | 26 |
| 15 Jun | 1374.70 | 49 | 49 (68.97%) | 21.4 | 18 | 0 | 25 |
| 12 Jun | 1375.70 | 49 | 20 (68.97%) | 21.4 | 18 | 12 | 25 |
| 11 Jun | 1422.50 | 29 | 2 (7.41%) | 23.11 | 1 | 0 | 12 |
| 10 Jun | 1438.30 | 27 | -10 (-27.03%) | 22.44 | 11 | 10 | 12 |
| 9 Jun | 1410.40 | 36.55 | -8 (-17.96%) | 22.34 | 2 | 2 | 2 |
| 8 Jun | 1398.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 1386.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 1382.90 | 0 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1400 expiring on 28JUL2026
Delta for 1400 PE is -0.38
Historical price for 1400 PE is as follows
On 29 Jun NESTLEIND was trading at 1416.10. The strike last trading price was 29.2, which was -7.7 lower than the previous day. The implied volatity was 26.17, the open interest changed by 35 which increased total open position to 172
On 25 Jun NESTLEIND was trading at 1402.60. The strike last trading price was 35.5, which was -9.6 lower than the previous day. The implied volatity was 25.69, the open interest changed by 69 which increased total open position to 135
On 24 Jun NESTLEIND was trading at 1382.60. The strike last trading price was 45, which was 9 higher than the previous day. The implied volatity was 23.55, the open interest changed by 28 which increased total open position to 66
On 23 Jun NESTLEIND was trading at 1392.20. The strike last trading price was 36, which was 2 higher than the previous day. The implied volatity was 22.3, the open interest changed by 7 which increased total open position to 37
On 22 Jun NESTLEIND was trading at 1401.90. The strike last trading price was 36, which was -5 lower than the previous day. The implied volatity was 22.59, the open interest changed by 4 which increased total open position to 30
On 19 Jun NESTLEIND was trading at 1414.80. The strike last trading price was 41, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 18 Jun NESTLEIND was trading at 1400.40. The strike last trading price was 41, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 17 Jun NESTLEIND was trading at 1407.30. The strike last trading price was 41, which was 41 higher than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 26
On 16 Jun NESTLEIND was trading at 1391.70. The strike last trading price was 41, which was -8 lower than the previous day. The implied volatity was 25.04, the open interest changed by 1 which increased total open position to 26
On 15 Jun NESTLEIND was trading at 1374.70. The strike last trading price was 49, which was 49 higher than the previous day. The implied volatity was 21.4, the open interest changed by 0 which decreased total open position to 25
On 12 Jun NESTLEIND was trading at 1375.70. The strike last trading price was 49, which was 20 higher than the previous day. The implied volatity was 21.4, the open interest changed by 12 which increased total open position to 25
On 11 Jun NESTLEIND was trading at 1422.50. The strike last trading price was 29, which was 2 higher than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 12
On 10 Jun NESTLEIND was trading at 1438.30. The strike last trading price was 27, which was -10 lower than the previous day. The implied volatity was 22.44, the open interest changed by 10 which increased total open position to 12
On 9 Jun NESTLEIND was trading at 1410.40. The strike last trading price was 36.55, which was -8 lower than the previous day. The implied volatity was 22.34, the open interest changed by 2 which increased total open position to 2
On 8 Jun NESTLEIND was trading at 1398.90. 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 5 Jun NESTLEIND was trading at 1386.20. 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 4 Jun NESTLEIND was trading at 1382.90. 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
