Historical option data for NESTLEIND
05 Jun 2026 11:52 AM IST
| NESTLEIND 30-Jun-2026 (25d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.01
Theta: -0.66
Gamma: 0.00522
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 1379.70 | 23.2 | -2.8 (-10.77%) | 20.66 | 420 | 86 | 605 | |||||||||
| 4 Jun | 1382.90 | 25.7 | -6.3 (-19.69%) | 20.31 | 927 | 22 | 520 | |||||||||
| 3 Jun | 1391.50 | 31 | -4 (-11.43%) | 21.83 | 1,863 | -30 | 501 | |||||||||
| 2 Jun | 1398.70 | 34.9 | 1.9 (5.76%) | 20.5 | 1,152 | 68 | 531 | |||||||||
| 1 Jun | 1391.80 | 31.8 | -24.2 (-43.21%) | 19.79 | 587 | 262 | 464 | |||||||||
| 29 May | 1421.50 | 52 | -3 (-5.45%) | 23.64 | 47 | -1 | 203 | |||||||||
| 27 May | 1427.50 | 55.4 | -0.6 (-1.07%) | 21.19 | 128 | 42 | 204 | |||||||||
| 26 May | 1428.60 | 57.35 | 8.35 (17.04%) | 20.16 | 133 | 4 | 162 | |||||||||
| 25 May | 1413.60 | 49.3 | -6.7 (-11.96%) | 20.63 | 128 | 26 | 158 | |||||||||
| 22 May | 1423.10 | 57 | 12 (26.67%) | 21.09 | 137 | 27 | 136 | |||||||||
| 21 May | 1406.50 | 44.75 | -11.25 (-20.09%) | 20.23 | 43 | 21 | 109 | |||||||||
| 20 May | 1420.10 | 55.2 | -9.8 (-15.08%) | 20.88 | 75 | 12 | 89 | |||||||||
| 19 May | 1431.40 | 64.6 | -3.4 (-5.00%) | 22.39 | 79 | 74 | 79 | |||||||||
| 18 May | 1431.70 | 67.6 | -14.4 (-17.56%) | 22.43 | 4 | 2 | 4 | |||||||||
| 15 May | 1430.50 | 82 | -6 (-6.82%) | 22.45 | 2 | 1 | 2 | |||||||||
| 14 May | 1459.60 | 88 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 1468.90 | 88 | 82 (1366.67%) | 18.06 | 1 | 0 | 0 | |||||||||
| 12 May | 1468.60 | 0 | -6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1481.90 | 0 | -6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1482.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1476.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1486.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1477.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1457.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1458.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1465.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1410.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1395.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1379.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1294.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1285.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1257.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1400 expiring on 30JUN2026
Delta for 1400 CE is 0.43
Historical price for 1400 CE is as follows
On 5 Jun NESTLEIND was trading at 1379.70. The strike last trading price was 23.2, which was -2.8 lower than the previous day. The implied volatity was 20.66, the open interest changed by 86 which increased total open position to 605
On 4 Jun NESTLEIND was trading at 1382.90. The strike last trading price was 25.7, which was -6.3 lower than the previous day. The implied volatity was 20.31, the open interest changed by 22 which increased total open position to 520
On 3 Jun NESTLEIND was trading at 1391.50. The strike last trading price was 31, which was -4 lower than the previous day. The implied volatity was 21.83, the open interest changed by -30 which decreased total open position to 501
On 2 Jun NESTLEIND was trading at 1398.70. The strike last trading price was 34.9, which was 1.9 higher than the previous day. The implied volatity was 20.5, the open interest changed by 68 which increased total open position to 531
On 1 Jun NESTLEIND was trading at 1391.80. The strike last trading price was 31.8, which was -24.2 lower than the previous day. The implied volatity was 19.79, the open interest changed by 262 which increased total open position to 464
On 29 May NESTLEIND was trading at 1421.50. The strike last trading price was 52, which was -3 lower than the previous day. The implied volatity was 23.64, the open interest changed by -1 which decreased total open position to 203
On 27 May NESTLEIND was trading at 1427.50. The strike last trading price was 55.4, which was -0.6 lower than the previous day. The implied volatity was 21.19, the open interest changed by 42 which increased total open position to 204
On 26 May NESTLEIND was trading at 1428.60. The strike last trading price was 57.35, which was 8.35 higher than the previous day. The implied volatity was 20.16, the open interest changed by 4 which increased total open position to 162
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 49.3, which was -6.7 lower than the previous day. The implied volatity was 20.63, the open interest changed by 26 which increased total open position to 158
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 57, which was 12 higher than the previous day. The implied volatity was 21.09, the open interest changed by 27 which increased total open position to 136
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 44.75, which was -11.25 lower than the previous day. The implied volatity was 20.23, the open interest changed by 21 which increased total open position to 109
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 55.2, which was -9.8 lower than the previous day. The implied volatity was 20.88, the open interest changed by 12 which increased total open position to 89
On 19 May NESTLEIND was trading at 1431.40. The strike last trading price was 64.6, which was -3.4 lower than the previous day. The implied volatity was 22.39, the open interest changed by 74 which increased total open position to 79
On 18 May NESTLEIND was trading at 1431.70. The strike last trading price was 67.6, which was -14.4 lower than the previous day. The implied volatity was 22.43, the open interest changed by 2 which increased total open position to 4
On 15 May NESTLEIND was trading at 1430.50. The strike last trading price was 82, which was -6 lower than the previous day. The implied volatity was 22.45, the open interest changed by 1 which increased total open position to 2
On 14 May NESTLEIND was trading at 1459.60. The strike last trading price was 88, 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 1
On 13 May NESTLEIND was trading at 1468.90. The strike last trading price was 88, which was 82 higher than the previous day. The implied volatity was 18.06, the open interest changed by 0 which decreased total open position to 0
On 12 May NESTLEIND was trading at 1468.60. The strike last trading price was 0, which was -6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NESTLEIND was trading at 1481.90. The strike last trading price was 0, which was -6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NESTLEIND was trading at 1482.40. 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 7 May NESTLEIND was trading at 1476.00. 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 6 May NESTLEIND was trading at 1486.10. 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 5 May NESTLEIND was trading at 1477.80. 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 May NESTLEIND was trading at 1457.10. 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 30 Apr NESTLEIND was trading at 1458.60. 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 29 Apr NESTLEIND was trading at 1465.60. 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 23 Apr NESTLEIND was trading at 1410.50. 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 22 Apr NESTLEIND was trading at 1395.80. 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 21 Apr NESTLEIND was trading at 1379.90. 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 20 Apr NESTLEIND was trading at 1294.00. 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 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
| NESTLEIND 30-Jun-2026 (25d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.01
Theta: -0.34
Gamma: 0.00633
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 1379.70 | 32.9 | 2.55 (8.40%) | 16.87 | 108 | 15 | 304 |
| 4 Jun | 1382.90 | 29.9 | 2.6 (9.52%) | 15.4 | 363 | -24 | 288 |
| 3 Jun | 1391.50 | 28.45 | 3.9 (15.89%) | 17.22 | 593 | -58 | 312 |
| 2 Jun | 1398.70 | 24.3 | -4.2 (-14.74%) | 17.51 | 726 | 17 | 370 |
| 1 Jun | 1391.80 | 28.05 | 11.3 (67.46%) | 18.16 | 985 | 105 | 355 |
| 29 May | 1421.50 | 17 | -1.2 (-6.59%) | 21.77 | 143 | 8 | 249 |
| 27 May | 1427.50 | 17.5 | -2.8 (-13.79%) | 18.14 | 212 | 8 | 244 |
| 26 May | 1428.60 | 20.1 | -4.55 (-18.46%) | 20.76 | 189 | 32 | 236 |
| 25 May | 1413.60 | 24.45 | 0.25 (1.03%) | 20.24 | 291 | 50 | 204 |
| 22 May | 1423.10 | 24.1 | -9.65 (-28.59%) | 20.62 | 90 | 28 | 154 |
| 21 May | 1406.50 | 33.6 | 7 (26.32%) | 22.27 | 94 | 6 | 126 |
| 20 May | 1420.10 | 26.45 | 3.45 (15.00%) | 20.56 | 68 | -3 | 120 |
| 19 May | 1431.40 | 23 | -3 (-11.54%) | 20.4 | 116 | 51 | 122 |
| 18 May | 1431.70 | 26 | 0.25 (0.97%) | 22.22 | 23 | 2 | 72 |
| 15 May | 1430.50 | 25.8 | 6.65 (34.73%) | 21.87 | 13 | 3 | 70 |
| 14 May | 1459.60 | 19.15 | 1.2 (6.69%) | 21.96 | 12 | 3 | 67 |
| 13 May | 1468.90 | 17.55 | -0.25 (-1.40%) | 0 | 70 | -1 | 64 |
| 12 May | 1468.60 | 17.8 | 1.4 (8.54%) | 0 | 6 | -1 | 65 |
| 11 May | 1481.90 | 17.05 | 0.5 (3.02%) | 0 | 25 | 14 | 66 |
| 8 May | 1482.40 | 16.8 | -1.7 (-9.19%) | 22.99 | 32 | 17 | 51 |
| 7 May | 1476.00 | 18.5 | 2 (12.12%) | 23.28 | 24 | 7 | 35 |
| 6 May | 1486.10 | 16.4 | -4.35 (-20.96%) | 22.78 | 37 | 16 | 27 |
| 5 May | 1477.80 | 21 | -3 (-12.50%) | 23.75 | 18 | 10 | 11 |
| 4 May | 1457.10 | 24 | -182.1 (-88.36%) | 22.91 | 1 | 0 | 0 |
| 30 Apr | 1458.60 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1465.60 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 1410.50 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 1395.80 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1379.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 1294.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1285.60 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1257.40 | 0 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1400 expiring on 30JUN2026
Delta for 1400 PE is -0.59
Historical price for 1400 PE is as follows
On 5 Jun NESTLEIND was trading at 1379.70. The strike last trading price was 32.9, which was 2.55 higher than the previous day. The implied volatity was 16.87, the open interest changed by 15 which increased total open position to 304
On 4 Jun NESTLEIND was trading at 1382.90. The strike last trading price was 29.9, which was 2.6 higher than the previous day. The implied volatity was 15.4, the open interest changed by -24 which decreased total open position to 288
On 3 Jun NESTLEIND was trading at 1391.50. The strike last trading price was 28.45, which was 3.9 higher than the previous day. The implied volatity was 17.22, the open interest changed by -58 which decreased total open position to 312
On 2 Jun NESTLEIND was trading at 1398.70. The strike last trading price was 24.3, which was -4.2 lower than the previous day. The implied volatity was 17.51, the open interest changed by 17 which increased total open position to 370
On 1 Jun NESTLEIND was trading at 1391.80. The strike last trading price was 28.05, which was 11.3 higher than the previous day. The implied volatity was 18.16, the open interest changed by 105 which increased total open position to 355
On 29 May NESTLEIND was trading at 1421.50. The strike last trading price was 17, which was -1.2 lower than the previous day. The implied volatity was 21.77, the open interest changed by 8 which increased total open position to 249
On 27 May NESTLEIND was trading at 1427.50. The strike last trading price was 17.5, which was -2.8 lower than the previous day. The implied volatity was 18.14, the open interest changed by 8 which increased total open position to 244
On 26 May NESTLEIND was trading at 1428.60. The strike last trading price was 20.1, which was -4.55 lower than the previous day. The implied volatity was 20.76, the open interest changed by 32 which increased total open position to 236
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 24.45, which was 0.25 higher than the previous day. The implied volatity was 20.24, the open interest changed by 50 which increased total open position to 204
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 24.1, which was -9.65 lower than the previous day. The implied volatity was 20.62, the open interest changed by 28 which increased total open position to 154
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 33.6, which was 7 higher than the previous day. The implied volatity was 22.27, the open interest changed by 6 which increased total open position to 126
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 26.45, which was 3.45 higher than the previous day. The implied volatity was 20.56, the open interest changed by -3 which decreased total open position to 120
On 19 May NESTLEIND was trading at 1431.40. The strike last trading price was 23, which was -3 lower than the previous day. The implied volatity was 20.4, the open interest changed by 51 which increased total open position to 122
On 18 May NESTLEIND was trading at 1431.70. The strike last trading price was 26, which was 0.25 higher than the previous day. The implied volatity was 22.22, the open interest changed by 2 which increased total open position to 72
On 15 May NESTLEIND was trading at 1430.50. The strike last trading price was 25.8, which was 6.65 higher than the previous day. The implied volatity was 21.87, the open interest changed by 3 which increased total open position to 70
On 14 May NESTLEIND was trading at 1459.60. The strike last trading price was 19.15, which was 1.2 higher than the previous day. The implied volatity was 21.96, the open interest changed by 3 which increased total open position to 67
On 13 May NESTLEIND was trading at 1468.90. The strike last trading price was 17.55, which was -0.25 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 64
On 12 May NESTLEIND was trading at 1468.60. The strike last trading price was 17.8, which was 1.4 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 65
On 11 May NESTLEIND was trading at 1481.90. The strike last trading price was 17.05, which was 0.5 higher than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 66
On 8 May NESTLEIND was trading at 1482.40. The strike last trading price was 16.8, which was -1.7 lower than the previous day. The implied volatity was 22.99, the open interest changed by 17 which increased total open position to 51
On 7 May NESTLEIND was trading at 1476.00. The strike last trading price was 18.5, which was 2 higher than the previous day. The implied volatity was 23.28, the open interest changed by 7 which increased total open position to 35
On 6 May NESTLEIND was trading at 1486.10. The strike last trading price was 16.4, which was -4.35 lower than the previous day. The implied volatity was 22.78, the open interest changed by 16 which increased total open position to 27
On 5 May NESTLEIND was trading at 1477.80. The strike last trading price was 21, which was -3 lower than the previous day. The implied volatity was 23.75, the open interest changed by 10 which increased total open position to 11
On 4 May NESTLEIND was trading at 1457.10. The strike last trading price was 24, which was -182.1 lower than the previous day. The implied volatity was 22.91, the open interest changed by 0 which decreased total open position to 0
On 30 Apr NESTLEIND was trading at 1458.60. 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 29 Apr NESTLEIND was trading at 1465.60. 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 23 Apr NESTLEIND was trading at 1410.50. 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 22 Apr NESTLEIND was trading at 1395.80. 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 21 Apr NESTLEIND was trading at 1379.90. 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 20 Apr NESTLEIND was trading at 1294.00. 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 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
