NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
29 Apr 2026 10:05 AM IST
| NESTLEIND 26-May-2026 (27d) 1410 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.01
Theta: -0.6
Gamma: 0.00376
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 1454.00 | 65.15 | 9.900000000000006 | 22.08 | 16 | -5 | 182 | |||||||||
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| 28 Apr | 1440.00 | 55.85 | 9.850000000000001 | 21.36 | 312 | -50 | 189 | |||||||||
| 27 Apr | 1417.30 | 44.5 | -6.049999999999997 | 24.35 | 177 | 82 | 240 | |||||||||
| 24 Apr | 1421.30 | 51 | 5.75 | 24.81 | 64 | 6 | 159 | |||||||||
| 23 Apr | 1410.50 | 45.25 | 5.200000000000003 | 24.62 | 93 | 18 | 153 | |||||||||
| 22 Apr | 1395.80 | 39.5 | 2.549999999999997 | 26.04 | 297 | 63 | 135 | |||||||||
| 21 Apr | 1379.90 | 42 | 40.65 | 26.33 | 140 | 72 | 72 | |||||||||
For Nestle India Limited - strike price 1410 expiring on 26MAY2026
Delta for 1410 CE is 0.73
Historical price for 1410 CE is as follows
On 29 Apr NESTLEIND was trading at 1454.00. The strike last trading price was 65.15, which was 9.900000000000006 higher than the previous day. The implied volatity was 22.08, the open interest changed by -5 which decreased total open position to 182
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 55.85, which was 9.850000000000001 higher than the previous day. The implied volatity was 21.36, the open interest changed by -50 which decreased total open position to 189
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 44.5, which was -6.049999999999997 lower than the previous day. The implied volatity was 24.35, the open interest changed by 82 which increased total open position to 240
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 51, which was 5.75 higher than the previous day. The implied volatity was 24.81, the open interest changed by 6 which increased total open position to 159
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 45.25, which was 5.200000000000003 higher than the previous day. The implied volatity was 24.62, the open interest changed by 18 which increased total open position to 153
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 39.5, which was 2.549999999999997 higher than the previous day. The implied volatity was 26.04, the open interest changed by 63 which increased total open position to 135
On 21 Apr NESTLEIND was trading at 1379.90. The strike last trading price was 42, which was 40.65 higher than the previous day. The implied volatity was 26.33, the open interest changed by 72 which increased total open position to 72
| NESTLEIND 26-May-2026 (27d) 1410 PE | |||||||
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Delta: -0.28
Vega: 0.01
Theta: -0.47
Gamma: 0.00344
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 1454.00 | 17.95 | -6.050000000000001 | 24.59 | 36 | 5 | 164 |
| 28 Apr | 1440.00 | 24.35 | -10.5 | 24.73 | 354 | 51 | 159 |
| 27 Apr | 1417.30 | 35.1 | 0.5500000000000043 | 25.3 | 180 | 49 | 106 |
| 24 Apr | 1421.30 | 34.5 | -5.100000000000001 | 26.03 | 42 | 11 | 59 |
| 23 Apr | 1410.50 | 39.95 | -7.449999999999996 | 25.19 | 23 | 2 | 48 |
| 22 Apr | 1395.80 | 45.85 | -175.1 | 24.2 | 192 | 47 | 47 |
| 21 Apr | 1379.90 | 0 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1410 expiring on 26MAY2026
Delta for 1410 PE is -0.28
Historical price for 1410 PE is as follows
On 29 Apr NESTLEIND was trading at 1454.00. The strike last trading price was 17.95, which was -6.050000000000001 lower than the previous day. The implied volatity was 24.59, the open interest changed by 5 which increased total open position to 164
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 24.35, which was -10.5 lower than the previous day. The implied volatity was 24.73, the open interest changed by 51 which increased total open position to 159
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 35.1, which was 0.5500000000000043 higher than the previous day. The implied volatity was 25.3, the open interest changed by 49 which increased total open position to 106
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 34.5, which was -5.100000000000001 lower than the previous day. The implied volatity was 26.03, the open interest changed by 11 which increased total open position to 59
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 39.95, which was -7.449999999999996 lower than the previous day. The implied volatity was 25.19, the open interest changed by 2 which increased total open position to 48
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 45.85, which was -175.1 lower than the previous day. The implied volatity was 24.2, the open interest changed by 47 which increased total open position to 47
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
