Historical option data for NESTLEIND
04 Jun 2026 04:10 PM IST
| NESTLEIND 30-Jun-2026 (25d) 1410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0.01
Theta: -0.64
Gamma: 0.00517
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Jun | 1382.90 | 21.45 | -4.55 (-17.50%) | 20.22 | 211 | 6 | 141 | |||||||||
| 3 Jun | 1391.50 | 25.45 | -4.55 (-15.17%) | 21.11 | 578 | 34 | 138 | |||||||||
| 2 Jun | 1398.70 | 29.75 | 1.75 (6.25%) | 20.35 | 179 | 8 | 104 | |||||||||
| 1 Jun | 1391.80 | 27.45 | -29.55 (-51.84%) | 20.71 | 154 | 37 | 96 | |||||||||
| 29 May | 1421.50 | 52.7 | 4.7 (9.79%) | 22.26 | 21 | 7 | 60 | |||||||||
| 27 May | 1427.50 | 48.55 | -2.45 (-4.80%) | 19.93 | 9 | -1 | 54 | |||||||||
| 26 May | 1428.60 | 51.25 | 8.25 (19.19%) | 20.92 | 66 | 17 | 55 | |||||||||
| 25 May | 1413.60 | 43.2 | -0.8 (-1.82%) | 19.64 | 12 | 5 | 38 | |||||||||
| 22 May | 1423.10 | 44.4 | 3.4 (8.29%) | 19.19 | 29 | 11 | 33 | |||||||||
| 21 May | 1406.50 | 40.6 | -43.4 (-51.67%) | 20.28 | 22 | 21 | 21 | |||||||||
| 20 May | 1420.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 1431.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1431.70 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1430.50 | 0 | -84 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1459.60 | 0 | -84 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1468.90 | 0 | -84 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1468.60 | 0 | -84 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1481.90 | 0 | -84 (-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 | |||||||||
For Nestle India Limited - strike price 1410 expiring on 30JUN2026
Delta for 1410 CE is 0.41
Historical price for 1410 CE is as follows
On 4 Jun NESTLEIND was trading at 1382.90. The strike last trading price was 21.45, which was -4.55 lower than the previous day. The implied volatity was 20.22, the open interest changed by 6 which increased total open position to 141
On 3 Jun NESTLEIND was trading at 1391.50. The strike last trading price was 25.45, which was -4.55 lower than the previous day. The implied volatity was 21.11, the open interest changed by 34 which increased total open position to 138
On 2 Jun NESTLEIND was trading at 1398.70. The strike last trading price was 29.75, which was 1.75 higher than the previous day. The implied volatity was 20.35, the open interest changed by 8 which increased total open position to 104
On 1 Jun NESTLEIND was trading at 1391.80. The strike last trading price was 27.45, which was -29.55 lower than the previous day. The implied volatity was 20.71, the open interest changed by 37 which increased total open position to 96
On 29 May NESTLEIND was trading at 1421.50. The strike last trading price was 52.7, which was 4.7 higher than the previous day. The implied volatity was 22.26, the open interest changed by 7 which increased total open position to 60
On 27 May NESTLEIND was trading at 1427.50. The strike last trading price was 48.55, which was -2.45 lower than the previous day. The implied volatity was 19.93, the open interest changed by -1 which decreased total open position to 54
On 26 May NESTLEIND was trading at 1428.60. The strike last trading price was 51.25, which was 8.25 higher than the previous day. The implied volatity was 20.92, the open interest changed by 17 which increased total open position to 55
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 43.2, which was -0.8 lower than the previous day. The implied volatity was 19.64, the open interest changed by 5 which increased total open position to 38
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 44.4, which was 3.4 higher than the previous day. The implied volatity was 19.19, the open interest changed by 11 which increased total open position to 33
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 40.6, which was -43.4 lower than the previous day. The implied volatity was 20.28, the open interest changed by 21 which increased total open position to 21
On 20 May NESTLEIND was trading at 1420.10. 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 19 May NESTLEIND was trading at 1431.40. 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 18 May NESTLEIND was trading at 1431.70. 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 May NESTLEIND was trading at 1430.50. The strike last trading price was 0, which was -84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NESTLEIND was trading at 1459.60. The strike last trading price was 0, which was -84 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NESTLEIND was trading at 1468.90. The strike last trading price was 0, which was -84 lower than the previous day. The implied volatity was 0, 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 -84 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 -84 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
| NESTLEIND 30-Jun-2026 (25d) 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.01
Theta: -0.26
Gamma: 0.00656
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Jun | 1382.90 | 35.95 | 3.15 (9.60%) | 15.24 | 55 | 6 | 71 |
| 3 Jun | 1391.50 | 32.6 | 3.25 (11.07%) | 16.18 | 54 | 1 | 66 |
| 2 Jun | 1398.70 | 29.35 | -4.3 (-12.78%) | 16.68 | 35 | 0 | 64 |
| 1 Jun | 1391.80 | 33.75 | 13.75 (68.75%) | 17.33 | 88 | 10 | 65 |
| 29 May | 1421.50 | 18.9 | -3.05 (-13.90%) | 20.67 | 43 | 15 | 56 |
| 27 May | 1427.50 | 21.95 | -0.9 (-3.94%) | 18.53 | 17 | 8 | 41 |
| 26 May | 1428.60 | 22.85 | -6 (-20.80%) | 19.72 | 39 | 6 | 34 |
| 25 May | 1413.60 | 28.45 | 1.55 (5.76%) | 20.12 | 22 | 3 | 28 |
| 22 May | 1423.10 | 26.9 | -10.35 (-27.79%) | 20.15 | 29 | 19 | 24 |
| 21 May | 1406.50 | 37.25 | 2.7 (7.81%) | 21.99 | 5 | 0 | 5 |
| 20 May | 1420.10 | 34.55 | 2.2 (6.80%) | 21.98 | 7 | 3 | 5 |
| 19 May | 1431.40 | 30.6 | 0 (0.00%) | - | 2 | 0 | 2 |
| 18 May | 1431.70 | 30.6 | 0 (0.00%) | - | 2 | 0 | 2 |
| 15 May | 1430.50 | 32.35 | 0 (0.00%) | - | 0 | 0 | 2 |
| 14 May | 1459.60 | 32.35 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 13 May | 1468.90 | 32.35 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 1468.60 | 32.35 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 1481.90 | 32.35 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 1482.40 | 32.35 | 1.75 (5.72%) | - | 0 | 0 | 2 |
| 7 May | 1476.00 | 32.35 | 1.75 (5.72%) | - | 0 | 0 | 2 |
| 6 May | 1486.10 | 32.35 | 1.75 (5.72%) | - | 0 | 0 | 2 |
| 5 May | 1477.80 | 32.35 | 1.75 (5.72%) | - | 0 | 0 | 2 |
| 4 May | 1457.10 | 32.35 | 1.75 (5.72%) | - | 0 | 0 | 2 |
| 30 Apr | 1458.60 | 32.35 | 1.75 (5.72%) | 25.07 | 0 | 0 | 2 |
| 29 Apr | 1465.60 | 32.35 | -7.3 (-18.41%) | 25.07 | 2 | 0 | 0 |
For Nestle India Limited - strike price 1410 expiring on 30JUN2026
Delta for 1410 PE is -0.65
Historical price for 1410 PE is as follows
On 4 Jun NESTLEIND was trading at 1382.90. The strike last trading price was 35.95, which was 3.15 higher than the previous day. The implied volatity was 15.24, the open interest changed by 6 which increased total open position to 71
On 3 Jun NESTLEIND was trading at 1391.50. The strike last trading price was 32.6, which was 3.25 higher than the previous day. The implied volatity was 16.18, the open interest changed by 1 which increased total open position to 66
On 2 Jun NESTLEIND was trading at 1398.70. The strike last trading price was 29.35, which was -4.3 lower than the previous day. The implied volatity was 16.68, the open interest changed by 0 which decreased total open position to 64
On 1 Jun NESTLEIND was trading at 1391.80. The strike last trading price was 33.75, which was 13.75 higher than the previous day. The implied volatity was 17.33, the open interest changed by 10 which increased total open position to 65
On 29 May NESTLEIND was trading at 1421.50. The strike last trading price was 18.9, which was -3.05 lower than the previous day. The implied volatity was 20.67, the open interest changed by 15 which increased total open position to 56
On 27 May NESTLEIND was trading at 1427.50. The strike last trading price was 21.95, which was -0.9 lower than the previous day. The implied volatity was 18.53, the open interest changed by 8 which increased total open position to 41
On 26 May NESTLEIND was trading at 1428.60. The strike last trading price was 22.85, which was -6 lower than the previous day. The implied volatity was 19.72, the open interest changed by 6 which increased total open position to 34
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 28.45, which was 1.55 higher than the previous day. The implied volatity was 20.12, the open interest changed by 3 which increased total open position to 28
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 26.9, which was -10.35 lower than the previous day. The implied volatity was 20.15, the open interest changed by 19 which increased total open position to 24
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 37.25, which was 2.7 higher than the previous day. The implied volatity was 21.99, the open interest changed by 0 which decreased total open position to 5
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 34.55, which was 2.2 higher than the previous day. The implied volatity was 21.98, the open interest changed by 3 which increased total open position to 5
On 19 May NESTLEIND was trading at 1431.40. The strike last trading price was 30.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 May NESTLEIND was trading at 1431.70. The strike last trading price was 30.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May NESTLEIND was trading at 1430.50. The strike last trading price was 32.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May NESTLEIND was trading at 1459.60. The strike last trading price was 32.35, 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 2
On 13 May NESTLEIND was trading at 1468.90. The strike last trading price was 32.35, 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 2
On 12 May NESTLEIND was trading at 1468.60. The strike last trading price was 32.35, 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 2
On 11 May NESTLEIND was trading at 1481.90. The strike last trading price was 32.35, 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 2
On 8 May NESTLEIND was trading at 1482.40. The strike last trading price was 32.35, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May NESTLEIND was trading at 1476.00. The strike last trading price was 32.35, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 May NESTLEIND was trading at 1486.10. The strike last trading price was 32.35, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 May NESTLEIND was trading at 1477.80. The strike last trading price was 32.35, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May NESTLEIND was trading at 1457.10. The strike last trading price was 32.35, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr NESTLEIND was trading at 1458.60. The strike last trading price was 32.35, which was 1.75 higher than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 2
On 29 Apr NESTLEIND was trading at 1465.60. The strike last trading price was 32.35, which was -7.3 lower than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 0
