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Historical option data for NESTLEIND

25 Jun 2026 12:09 PM IST
NESTLEIND 30-Jun-2026 (5d) 1420 CE
Delta: 0.26
Vega: 0.01
Theta: -0.95
Gamma: 0.01094
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 1399.50 4.6 1.6 (53.33%) 17.29 617 -4 427
24 Jun 1382.60 2.95 -3.05 (-50.83%) 19.64 546 -65 452
23 Jun 1392.20 5.85 -4.15 (-41.50%) 19.68 978 -50 517
22 Jun 1401.90 9.5 -6.5 (-40.63%) 20.55 1,621 189 572
19 Jun 1414.80 16 3 (23.08%) 16.1 823 -67 382
18 Jun 1400.40 12.5 -4.5 (-26.47%) 19.36 573 86 449
17 Jun 1407.30 16.6 4.6 (38.33%) 20.18 1,240 66 359
16 Jun 1391.70 11.75 1.75 (17.50%) 20.78 1,058 -40 295
15 Jun 1374.70 9.9 -2.1 (-17.50%) 22.25 1,054 -18 335
12 Jun 1375.70 11 -18 (-62.07%) 20.96 2,478 138 351
11 Jun 1422.50 29.3 -9.7 (-24.87%) 20.88 345 19 214
10 Jun 1438.30 37.95 15.95 (72.50%) 19.28 557 -79 196
9 Jun 1410.40 22 2 (10.00%) 17.76 477 41 276
8 Jun 1398.90 20 2 (11.11%) 19.42 823 3 234
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 0.26

Historical price for 1420 CE is as follows

On 25 Jun NESTLEIND was trading at 1399.50. The strike last trading price was 4.6, which was 1.6 higher than the previous day. The implied volatity was 17.29, the open interest changed by -4 which decreased total open position to 427


On 24 Jun NESTLEIND was trading at 1382.60. The strike last trading price was 2.95, which was -3.05 lower than the previous day. The implied volatity was 19.64, the open interest changed by -65 which decreased total open position to 452


On 23 Jun NESTLEIND was trading at 1392.20. The strike last trading price was 5.85, which was -4.15 lower than the previous day. The implied volatity was 19.68, the open interest changed by -50 which decreased total open position to 517


On 22 Jun NESTLEIND was trading at 1401.90. The strike last trading price was 9.5, which was -6.5 lower than the previous day. The implied volatity was 20.55, the open interest changed by 189 which increased total open position to 572


On 19 Jun NESTLEIND was trading at 1414.80. The strike last trading price was 16, which was 3 higher than the previous day. The implied volatity was 16.1, the open interest changed by -67 which decreased total open position to 382


On 18 Jun NESTLEIND was trading at 1400.40. The strike last trading price was 12.5, which was -4.5 lower than the previous day. The implied volatity was 19.36, the open interest changed by 86 which increased total open position to 449


On 17 Jun NESTLEIND was trading at 1407.30. The strike last trading price was 16.6, which was 4.6 higher than the previous day. The implied volatity was 20.18, the open interest changed by 66 which increased total open position to 359


On 16 Jun NESTLEIND was trading at 1391.70. The strike last trading price was 11.75, which was 1.75 higher than the previous day. The implied volatity was 20.78, the open interest changed by -40 which decreased total open position to 295


On 15 Jun NESTLEIND was trading at 1374.70. The strike last trading price was 9.9, which was -2.1 lower than the previous day. The implied volatity was 22.25, the open interest changed by -18 which decreased total open position to 335


On 12 Jun NESTLEIND was trading at 1375.70. The strike last trading price was 11, which was -18 lower than the previous day. The implied volatity was 20.96, the open interest changed by 138 which increased total open position to 351


On 11 Jun NESTLEIND was trading at 1422.50. The strike last trading price was 29.3, which was -9.7 lower than the previous day. The implied volatity was 20.88, the open interest changed by 19 which increased total open position to 214


On 10 Jun NESTLEIND was trading at 1438.30. The strike last trading price was 37.95, which was 15.95 higher than the previous day. The implied volatity was 19.28, the open interest changed by -79 which decreased total open position to 196


On 9 Jun NESTLEIND was trading at 1410.40. The strike last trading price was 22, which was 2 higher than the previous day. The implied volatity was 17.76, the open interest changed by 41 which increased total open position to 276


On 8 Jun NESTLEIND was trading at 1398.90. The strike last trading price was 20, which was 2 higher than the previous day. The implied volatity was 19.42, the open interest changed by 3 which increased total open position to 234


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 (5d) 1420 PE
Delta: -0.71
Vega: 0.01
Theta: -0.83
Gamma: 0.01112
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 1399.50 22.95 -13.6 (-37.21%) 18 50 3 308
24 Jun 1382.60 36.35 6.55 (21.98%) 12.91 70 17 325
23 Jun 1392.20 28.85 3.1 (12.04%) 16.46 117 -3 308
22 Jun 1401.90 27.2 8.2 (43.16%) 18.57 645 -68 312
19 Jun 1414.80 18.4 -9.55 (-34.17%) 18.43 36 -7 378
18 Jun 1400.40 27.8 4.1 (17.30%) 17.22 242 7 385
17 Jun 1407.30 23.55 -9.5 (-28.74%) 16.18 235 70 378
16 Jun 1391.70 33.05 -14.65 (-30.71%) 15.65 145 0 308
15 Jun 1374.70 47.15 -1.2 (-2.48%) 17.09 225 31 307
12 Jun 1375.70 48.8 29.45 (152.20%) 19.58 2,564 117 278
11 Jun 1422.50 19.65 3.2 (19.45%) 16.64 244 -5 157
10 Jun 1438.30 16.8 -8.95 (-34.76%) 19.43 509 39 161
9 Jun 1410.40 26.15 -7.9 (-23.20%) 17 209 17 124
8 Jun 1398.90 35 -5.65 (-13.90%) 19.01 120 8 103
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 -0.71

Historical price for 1420 PE is as follows

On 25 Jun NESTLEIND was trading at 1399.50. The strike last trading price was 22.95, which was -13.6 lower than the previous day. The implied volatity was 18, the open interest changed by 3 which increased total open position to 308


On 24 Jun NESTLEIND was trading at 1382.60. The strike last trading price was 36.35, which was 6.55 higher than the previous day. The implied volatity was 12.91, the open interest changed by 17 which increased total open position to 325


On 23 Jun NESTLEIND was trading at 1392.20. The strike last trading price was 28.85, which was 3.1 higher than the previous day. The implied volatity was 16.46, the open interest changed by -3 which decreased total open position to 308


On 22 Jun NESTLEIND was trading at 1401.90. The strike last trading price was 27.2, which was 8.2 higher than the previous day. The implied volatity was 18.57, the open interest changed by -68 which decreased total open position to 312


On 19 Jun NESTLEIND was trading at 1414.80. The strike last trading price was 18.4, which was -9.55 lower than the previous day. The implied volatity was 18.43, the open interest changed by -7 which decreased total open position to 378


On 18 Jun NESTLEIND was trading at 1400.40. The strike last trading price was 27.8, which was 4.1 higher than the previous day. The implied volatity was 17.22, the open interest changed by 7 which increased total open position to 385


On 17 Jun NESTLEIND was trading at 1407.30. The strike last trading price was 23.55, which was -9.5 lower than the previous day. The implied volatity was 16.18, the open interest changed by 70 which increased total open position to 378


On 16 Jun NESTLEIND was trading at 1391.70. The strike last trading price was 33.05, which was -14.65 lower than the previous day. The implied volatity was 15.65, the open interest changed by 0 which decreased total open position to 308


On 15 Jun NESTLEIND was trading at 1374.70. The strike last trading price was 47.15, which was -1.2 lower than the previous day. The implied volatity was 17.09, the open interest changed by 31 which increased total open position to 307


On 12 Jun NESTLEIND was trading at 1375.70. The strike last trading price was 48.8, which was 29.45 higher than the previous day. The implied volatity was 19.58, the open interest changed by 117 which increased total open position to 278


On 11 Jun NESTLEIND was trading at 1422.50. The strike last trading price was 19.65, which was 3.2 higher than the previous day. The implied volatity was 16.64, the open interest changed by -5 which decreased total open position to 157


On 10 Jun NESTLEIND was trading at 1438.30. The strike last trading price was 16.8, which was -8.95 lower than the previous day. The implied volatity was 19.43, the open interest changed by 39 which increased total open position to 161


On 9 Jun NESTLEIND was trading at 1410.40. The strike last trading price was 26.15, which was -7.9 lower than the previous day. The implied volatity was 17, the open interest changed by 17 which increased total open position to 124


On 8 Jun NESTLEIND was trading at 1398.90. The strike last trading price was 35, which was -5.65 lower than the previous day. The implied volatity was 19.01, the open interest changed by 8 which increased total open position to 103


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