NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
29 Apr 2026 11:25 AM IST
| NESTLEIND 26-May-2026 (27d) 1420 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.01
Theta: -0.66
Gamma: 0.00414
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 29 Apr | 1448.90 | 54.85 | 4.550000000000004 | 22.02 | 210 | -79 | 316 | |||||||||
| 28 Apr | 1440.00 | 48.5 | 8.700000000000003 | 21.37 | 840 | -80 | 399 | |||||||||
| 27 Apr | 1417.30 | 39.5 | -5.549999999999997 | 25.36 | 857 | -17 | 487 | |||||||||
| 24 Apr | 1421.30 | 43 | 3.049999999999997 | 23.46 | 783 | 64 | 492 | |||||||||
| 23 Apr | 1410.50 | 39.45 | 4.350000000000001 | 24.17 | 294 | 42 | 430 | |||||||||
| 22 Apr | 1395.80 | 35.4 | 2.549999999999997 | 25.67 | 873 | 360 | 388 | |||||||||
| 21 Apr | 1379.90 | 37.75 | 6.399999999999999 | 26.41 | 53 | 26 | 26 | |||||||||
For Nestle India Limited - strike price 1420 expiring on 26MAY2026
Delta for 1420 CE is 0.67
Historical price for 1420 CE is as follows
On 29 Apr NESTLEIND was trading at 1448.90. The strike last trading price was 54.85, which was 4.550000000000004 higher than the previous day. The implied volatity was 22.02, the open interest changed by -79 which decreased total open position to 316
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 48.5, which was 8.700000000000003 higher than the previous day. The implied volatity was 21.37, the open interest changed by -80 which decreased total open position to 399
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 39.5, which was -5.549999999999997 lower than the previous day. The implied volatity was 25.36, the open interest changed by -17 which decreased total open position to 487
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 43, which was 3.049999999999997 higher than the previous day. The implied volatity was 23.46, the open interest changed by 64 which increased total open position to 492
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 39.45, which was 4.350000000000001 higher than the previous day. The implied volatity was 24.17, the open interest changed by 42 which increased total open position to 430
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 35.4, which was 2.549999999999997 higher than the previous day. The implied volatity was 25.67, the open interest changed by 360 which increased total open position to 388
On 21 Apr NESTLEIND was trading at 1379.90. The strike last trading price was 37.75, which was 6.399999999999999 higher than the previous day. The implied volatity was 26.41, the open interest changed by 26 which increased total open position to 26
| NESTLEIND 26-May-2026 (27d) 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.01
Theta: -0.5
Gamma: 0.00387
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 1448.90 | 22.6 | -5.099999999999998 | 23.89 | 265 | 65 | 424 |
| 28 Apr | 1440.00 | 27.95 | -11.3 | 24.78 | 712 | 155 | 360 |
| 27 Apr | 1417.30 | 39.8 | 0.44999999999999574 | 24.27 | 531 | 51 | 203 |
| 24 Apr | 1421.30 | 40 | -4.450000000000003 | 25.79 | 415 | -2 | 152 |
| 23 Apr | 1410.50 | 44.05 | -9.200000000000003 | 24.75 | 63 | 3 | 155 |
| 22 Apr | 1395.80 | 52.9 | -55.050000000000004 | 25.04 | 312 | 153 | 153 |
| 21 Apr | 1379.90 | 0 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1420 expiring on 26MAY2026
Delta for 1420 PE is -0.34
Historical price for 1420 PE is as follows
On 29 Apr NESTLEIND was trading at 1448.90. The strike last trading price was 22.6, which was -5.099999999999998 lower than the previous day. The implied volatity was 23.89, the open interest changed by 65 which increased total open position to 424
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 27.95, which was -11.3 lower than the previous day. The implied volatity was 24.78, the open interest changed by 155 which increased total open position to 360
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 39.8, which was 0.44999999999999574 higher than the previous day. The implied volatity was 24.27, the open interest changed by 51 which increased total open position to 203
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 40, which was -4.450000000000003 lower than the previous day. The implied volatity was 25.79, the open interest changed by -2 which decreased total open position to 152
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 44.05, which was -9.200000000000003 lower than the previous day. The implied volatity was 24.75, the open interest changed by 3 which increased total open position to 155
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 52.9, which was -55.050000000000004 lower than the previous day. The implied volatity was 25.04, the open interest changed by 153 which increased total open position to 153
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
