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Historical option data for NESTLEIND

22 Jun 2026 04:10 PM IST
NESTLEIND 30-Jun-2026 (7d) 1410 CE
Delta: 0.43
Vega: 0.01
Theta: -1.06
Gamma: 0.00946
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 1401.90 12.8 -8.2 (-39.05%) 19.6 877 -11 507
19 Jun 1414.80 20.5 3.5 (20.59%) 15.14 1,390 -120 520
18 Jun 1400.40 16.5 -5.5 (-25.00%) 19.41 1,441 84 639
17 Jun 1407.30 21.3 5.3 (33.13%) 20.45 3,256 328 556
16 Jun 1391.70 15 2 (15.38%) 20.32 1,809 -47 228
15 Jun 1374.70 12.65 -1.35 (-9.64%) 22.24 642 77 274
12 Jun 1375.70 13.9 -21.1 (-60.29%) 20.96 1,049 32 196
11 Jun 1422.50 35.5 -9.5 (-21.11%) 20.45 47 -6 163
10 Jun 1438.30 45.5 18.5 (68.52%) 19.66 397 -129 170
9 Jun 1410.40 26.9 1.9 (7.60%) 18.14 516 93 304
8 Jun 1398.90 24.45 2.45 (11.14%) 19.72 667 62 212
5 Jun 1386.20 21.1 0.1 (0.48%) 18.64 133 8 150
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 0.43

Historical price for 1410 CE is as follows

On 22 Jun NESTLEIND was trading at 1401.90. The strike last trading price was 12.8, which was -8.2 lower than the previous day. The implied volatity was 19.6, the open interest changed by -11 which decreased total open position to 507


On 19 Jun NESTLEIND was trading at 1414.80. The strike last trading price was 20.5, which was 3.5 higher than the previous day. The implied volatity was 15.14, the open interest changed by -120 which decreased total open position to 520


On 18 Jun NESTLEIND was trading at 1400.40. The strike last trading price was 16.5, which was -5.5 lower than the previous day. The implied volatity was 19.41, the open interest changed by 84 which increased total open position to 639


On 17 Jun NESTLEIND was trading at 1407.30. The strike last trading price was 21.3, which was 5.3 higher than the previous day. The implied volatity was 20.45, the open interest changed by 328 which increased total open position to 556


On 16 Jun NESTLEIND was trading at 1391.70. The strike last trading price was 15, which was 2 higher than the previous day. The implied volatity was 20.32, the open interest changed by -47 which decreased total open position to 228


On 15 Jun NESTLEIND was trading at 1374.70. The strike last trading price was 12.65, which was -1.35 lower than the previous day. The implied volatity was 22.24, the open interest changed by 77 which increased total open position to 274


On 12 Jun NESTLEIND was trading at 1375.70. The strike last trading price was 13.9, which was -21.1 lower than the previous day. The implied volatity was 20.96, the open interest changed by 32 which increased total open position to 196


On 11 Jun NESTLEIND was trading at 1422.50. The strike last trading price was 35.5, which was -9.5 lower than the previous day. The implied volatity was 20.45, the open interest changed by -6 which decreased total open position to 163


On 10 Jun NESTLEIND was trading at 1438.30. The strike last trading price was 45.5, which was 18.5 higher than the previous day. The implied volatity was 19.66, the open interest changed by -129 which decreased total open position to 170


On 9 Jun NESTLEIND was trading at 1410.40. The strike last trading price was 26.9, which was 1.9 higher than the previous day. The implied volatity was 18.14, the open interest changed by 93 which increased total open position to 304


On 8 Jun NESTLEIND was trading at 1398.90. The strike last trading price was 24.45, which was 2.45 higher than the previous day. The implied volatity was 19.72, the open interest changed by 62 which increased total open position to 212


On 5 Jun NESTLEIND was trading at 1386.20. The strike last trading price was 21.1, which was 0.1 higher than the previous day. The implied volatity was 18.64, the open interest changed by 8 which increased total open position to 150


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 (7d) 1410 PE
Delta: -0.59
Vega: 0.01
Theta: -0.73
Gamma: 0.01047
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 1401.90 19.85 5.5 (38.33%) 17.54 457 57 296
19 Jun 1414.80 14.35 -7.35 (-33.87%) 19.02 342 -41 239
18 Jun 1400.40 22.05 3.7 (20.16%) 17.61 283 -40 281
17 Jun 1407.30 18.6 -7.95 (-29.94%) 15.98 487 121 323
16 Jun 1391.70 27.35 -12.9 (-32.05%) 15.33 467 60 202
15 Jun 1374.70 40.4 -1.25 (-3.00%) 17.65 183 -16 143
12 Jun 1375.70 41.95 26.75 (175.99%) 19.69 1,062 26 159
11 Jun 1422.50 15.6 2.8 (21.87%) 16.91 170 13 134
10 Jun 1438.30 13.35 -7.85 (-37.03%) 19.71 538 54 126
9 Jun 1410.40 21.15 -6.75 (-24.19%) 17.16 141 13 72
8 Jun 1398.90 29.4 -4.2 (-12.50%) 18.79 40 0 58
5 Jun 1386.20 34.15 -1.65 (-4.61%) 14.39 25 -14 57
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 -0.59

Historical price for 1410 PE is as follows

On 22 Jun NESTLEIND was trading at 1401.90. The strike last trading price was 19.85, which was 5.5 higher than the previous day. The implied volatity was 17.54, the open interest changed by 57 which increased total open position to 296


On 19 Jun NESTLEIND was trading at 1414.80. The strike last trading price was 14.35, which was -7.35 lower than the previous day. The implied volatity was 19.02, the open interest changed by -41 which decreased total open position to 239


On 18 Jun NESTLEIND was trading at 1400.40. The strike last trading price was 22.05, which was 3.7 higher than the previous day. The implied volatity was 17.61, the open interest changed by -40 which decreased total open position to 281


On 17 Jun NESTLEIND was trading at 1407.30. The strike last trading price was 18.6, which was -7.95 lower than the previous day. The implied volatity was 15.98, the open interest changed by 121 which increased total open position to 323


On 16 Jun NESTLEIND was trading at 1391.70. The strike last trading price was 27.35, which was -12.9 lower than the previous day. The implied volatity was 15.33, the open interest changed by 60 which increased total open position to 202


On 15 Jun NESTLEIND was trading at 1374.70. The strike last trading price was 40.4, which was -1.25 lower than the previous day. The implied volatity was 17.65, the open interest changed by -16 which decreased total open position to 143


On 12 Jun NESTLEIND was trading at 1375.70. The strike last trading price was 41.95, which was 26.75 higher than the previous day. The implied volatity was 19.69, the open interest changed by 26 which increased total open position to 159


On 11 Jun NESTLEIND was trading at 1422.50. The strike last trading price was 15.6, which was 2.8 higher than the previous day. The implied volatity was 16.91, the open interest changed by 13 which increased total open position to 134


On 10 Jun NESTLEIND was trading at 1438.30. The strike last trading price was 13.35, which was -7.85 lower than the previous day. The implied volatity was 19.71, the open interest changed by 54 which increased total open position to 126


On 9 Jun NESTLEIND was trading at 1410.40. The strike last trading price was 21.15, which was -6.75 lower than the previous day. The implied volatity was 17.16, the open interest changed by 13 which increased total open position to 72


On 8 Jun NESTLEIND was trading at 1398.90. The strike last trading price was 29.4, which was -4.2 lower than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 58


On 5 Jun NESTLEIND was trading at 1386.20. The strike last trading price was 34.15, which was -1.65 lower than the previous day. The implied volatity was 14.39, the open interest changed by -14 which decreased total open position to 57


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