Historical option data for NESTLEIND
08 Jun 2026 10:32 AM IST
| NESTLEIND 30-Jun-2026 (22d) 1420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.01
Theta: -0.75
Gamma: 0.00512
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 1400.00 | 23.85 | 5.85 (32.50%) | 22.08 | 203 | -31 | 200 | |||||||||
| 5 Jun | 1386.20 | 17.7 | -0.3 (-1.67%) | 18.94 | 200 | 25 | 231 | |||||||||
| 4 Jun | 1382.90 | 17.35 | -5.65 (-24.57%) | 20.69 | 178 | -2 | 205 | |||||||||
| 3 Jun | 1391.50 | 21.65 | -3.35 (-13.40%) | 21.16 | 1,600 | 74 | 209 | |||||||||
| 2 Jun | 1398.70 | 25.05 | 3.05 (13.86%) | 20.68 | 138 | 24 | 136 | |||||||||
| 1 Jun | 1391.80 | 22.65 | -26.35 (-53.78%) | 19.6 | 218 | -25 | 112 | |||||||||
| 29 May | 1421.50 | 50 | 8 (19.05%) | 22.58 | 130 | 4 | 138 | |||||||||
| 27 May | 1427.50 | 43.95 | -1.05 (-2.33%) | 20.48 | 140 | 4 | 136 | |||||||||
| 26 May | 1428.60 | 44.85 | 6.85 (18.03%) | 20.06 | 267 | 24 | 131 | |||||||||
| 25 May | 1413.60 | 38.15 | -6.85 (-15.22%) | 20.45 | 115 | 19 | 103 | |||||||||
| 22 May | 1423.10 | 44.6 | 9.6 (27.43%) | 20.97 | 120 | 75 | 85 | |||||||||
| 21 May | 1406.50 | 35.1 | -7.9 (-18.37%) | 20.23 | 21 | 8 | 11 | |||||||||
| 20 May | 1420.10 | 43 | -53 (-55.21%) | 20.61 | 3 | 1 | 3 | |||||||||
| 19 May | 1431.40 | 96 | 0 (0.00%) | - | 1 | 0 | 2 | |||||||||
| 18 May | 1431.70 | 96 | 0 (0.00%) | - | 1 | 0 | 2 | |||||||||
| 15 May | 1430.50 | 96 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 14 May | 1459.60 | 96 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 1468.90 | 96 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 12 May | 1468.60 | 96 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 11 May | 1481.90 | 96 | 8 (9.09%) | 0 | 1 | 1 | 2 | |||||||||
| 8 May | 1482.40 | 88 | 0 (0.00%) | 19.77 | 0 | 0 | 1 | |||||||||
| 7 May | 1476.00 | 88 | 83.4 (1813.04%) | 19.77 | 1 | 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 1420 expiring on 30JUN2026
Delta for 1420 CE is 0.43
Historical price for 1420 CE is as follows
On 8 Jun NESTLEIND was trading at 1400.00. The strike last trading price was 23.85, which was 5.85 higher than the previous day. The implied volatity was 22.08, the open interest changed by -31 which decreased total open position to 200
On 5 Jun NESTLEIND was trading at 1386.20. The strike last trading price was 17.7, which was -0.3 lower than the previous day. The implied volatity was 18.94, the open interest changed by 25 which increased total open position to 231
On 4 Jun NESTLEIND was trading at 1382.90. The strike last trading price was 17.35, which was -5.65 lower than the previous day. The implied volatity was 20.69, the open interest changed by -2 which decreased total open position to 205
On 3 Jun NESTLEIND was trading at 1391.50. The strike last trading price was 21.65, which was -3.35 lower than the previous day. The implied volatity was 21.16, the open interest changed by 74 which increased total open position to 209
On 2 Jun NESTLEIND was trading at 1398.70. The strike last trading price was 25.05, which was 3.05 higher than the previous day. The implied volatity was 20.68, the open interest changed by 24 which increased total open position to 136
On 1 Jun NESTLEIND was trading at 1391.80. The strike last trading price was 22.65, which was -26.35 lower than the previous day. The implied volatity was 19.6, the open interest changed by -25 which decreased total open position to 112
On 29 May NESTLEIND was trading at 1421.50. The strike last trading price was 50, which was 8 higher than the previous day. The implied volatity was 22.58, the open interest changed by 4 which increased total open position to 138
On 27 May NESTLEIND was trading at 1427.50. The strike last trading price was 43.95, which was -1.05 lower than the previous day. The implied volatity was 20.48, the open interest changed by 4 which increased total open position to 136
On 26 May NESTLEIND was trading at 1428.60. The strike last trading price was 44.85, which was 6.85 higher than the previous day. The implied volatity was 20.06, the open interest changed by 24 which increased total open position to 131
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 38.15, which was -6.85 lower than the previous day. The implied volatity was 20.45, the open interest changed by 19 which increased total open position to 103
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 44.6, which was 9.6 higher than the previous day. The implied volatity was 20.97, the open interest changed by 75 which increased total open position to 85
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 35.1, which was -7.9 lower than the previous day. The implied volatity was 20.23, the open interest changed by 8 which increased total open position to 11
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 43, which was -53 lower than the previous day. The implied volatity was 20.61, the open interest changed by 1 which increased total open position to 3
On 19 May NESTLEIND was trading at 1431.40. The strike last trading price was 96, 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 96, 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 96, 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 96, 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 96, 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 96, 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 96, which was 8 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 8 May NESTLEIND was trading at 1482.40. The strike last trading price was 88, which was 0 lower than the previous day. The implied volatity was 19.77, the open interest changed by 0 which decreased total open position to 1
On 7 May NESTLEIND was trading at 1476.00. The strike last trading price was 88, which was 83.4 higher than the previous day. The implied volatity was 19.77, 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 (22d) 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.01
Theta: -0.36
Gamma: 0.0061
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 1400.00 | 38.85 | -1.8 (-4.43%) | 17.61 | 20 | 4 | 99 |
| 5 Jun | 1386.20 | 40.95 | -0.15 (-0.36%) | 18.7 | 35 | -17 | 96 |
| 4 Jun | 1382.90 | 41.1 | 5.05 (14.01%) | 16.01 | 27 | 0 | 112 |
| 3 Jun | 1391.50 | 36.05 | 1.6 (4.64%) | 16 | 89 | -17 | 113 |
| 2 Jun | 1398.70 | 34.75 | -4.65 (-11.80%) | 15.48 | 28 | 2 | 131 |
| 1 Jun | 1391.80 | 39.25 | 15.35 (64.23%) | 17.54 | 81 | -2 | 131 |
| 29 May | 1421.50 | 28.5 | 2.55 (9.83%) | 17.34 | 116 | 14 | 133 |
| 27 May | 1427.50 | 24.85 | -2.65 (-9.64%) | 18.28 | 164 | 16 | 118 |
| 26 May | 1428.60 | 27.4 | -6.3 (-18.69%) | 20.52 | 306 | 2 | 101 |
| 25 May | 1413.60 | 33 | 0.85 (2.64%) | 19.12 | 136 | 17 | 99 |
| 22 May | 1423.10 | 32.45 | -10.9 (-25.14%) | 20.6 | 91 | 57 | 79 |
| 21 May | 1406.50 | 44.4 | 9 (25.42%) | 22.62 | 14 | 9 | 22 |
| 20 May | 1420.10 | 35.4 | 2.7 (8.26%) | 21.24 | 10 | 3 | 12 |
| 19 May | 1431.40 | 32.7 | 32.7 (-85.42%) | 20.89 | 0 | 0 | 9 |
| 18 May | 1431.70 | 32.7 | -191.65 (-85.42%) | 20.89 | 12 | 10 | 10 |
| 15 May | 1430.50 | 0 | -224.35 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1459.60 | 0 | -224.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1468.90 | 0 | -224.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1468.60 | 0 | -224.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1481.90 | 0 | -224.35 (-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 1420 expiring on 30JUN2026
Delta for 1420 PE is -0.65
Historical price for 1420 PE is as follows
On 8 Jun NESTLEIND was trading at 1400.00. The strike last trading price was 38.85, which was -1.8 lower than the previous day. The implied volatity was 17.61, the open interest changed by 4 which increased total open position to 99
On 5 Jun NESTLEIND was trading at 1386.20. The strike last trading price was 40.95, which was -0.15 lower than the previous day. The implied volatity was 18.7, the open interest changed by -17 which decreased total open position to 96
On 4 Jun NESTLEIND was trading at 1382.90. The strike last trading price was 41.1, which was 5.05 higher than the previous day. The implied volatity was 16.01, the open interest changed by 0 which decreased total open position to 112
On 3 Jun NESTLEIND was trading at 1391.50. The strike last trading price was 36.05, which was 1.6 higher than the previous day. The implied volatity was 16, the open interest changed by -17 which decreased total open position to 113
On 2 Jun NESTLEIND was trading at 1398.70. The strike last trading price was 34.75, which was -4.65 lower than the previous day. The implied volatity was 15.48, the open interest changed by 2 which increased total open position to 131
On 1 Jun NESTLEIND was trading at 1391.80. The strike last trading price was 39.25, which was 15.35 higher than the previous day. The implied volatity was 17.54, the open interest changed by -2 which decreased total open position to 131
On 29 May NESTLEIND was trading at 1421.50. The strike last trading price was 28.5, which was 2.55 higher than the previous day. The implied volatity was 17.34, the open interest changed by 14 which increased total open position to 133
On 27 May NESTLEIND was trading at 1427.50. The strike last trading price was 24.85, which was -2.65 lower than the previous day. The implied volatity was 18.28, the open interest changed by 16 which increased total open position to 118
On 26 May NESTLEIND was trading at 1428.60. The strike last trading price was 27.4, which was -6.3 lower than the previous day. The implied volatity was 20.52, the open interest changed by 2 which increased total open position to 101
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 33, which was 0.85 higher than the previous day. The implied volatity was 19.12, the open interest changed by 17 which increased total open position to 99
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 32.45, which was -10.9 lower than the previous day. The implied volatity was 20.6, the open interest changed by 57 which increased total open position to 79
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 44.4, which was 9 higher than the previous day. The implied volatity was 22.62, the open interest changed by 9 which increased total open position to 22
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 35.4, which was 2.7 higher than the previous day. The implied volatity was 21.24, the open interest changed by 3 which increased total open position to 12
On 19 May NESTLEIND was trading at 1431.40. The strike last trading price was 32.7, which was 32.7 higher than the previous day. The implied volatity was 20.89, the open interest changed by 0 which decreased total open position to 9
On 18 May NESTLEIND was trading at 1431.70. The strike last trading price was 32.7, which was -191.65 lower than the previous day. The implied volatity was 20.89, the open interest changed by 10 which increased total open position to 10
On 15 May NESTLEIND was trading at 1430.50. The strike last trading price was 0, which was -224.35 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 -224.35 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 -224.35 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 -224.35 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 -224.35 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
