Historical option data for NESTLEIND
29 Jun 2026 10:50 AM IST
| NESTLEIND 28-Jul-2026 (27d) 1420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.02
Theta: -0.72
Gamma: 0.00425
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1416.10 | 38.8 | 4.8 (14.12%) | 23.25 | 459 | 129 | 169 | |||||||||
| 25 Jun | 1402.60 | 36.25 | -56.75 (-61.02%) | 22.2 | 61 | 29 | 29 | |||||||||
For Nestle India Limited - strike price 1420 expiring on 28JUL2026
Delta for 1420 CE is 0.53
Historical price for 1420 CE is as follows
On 29 Jun NESTLEIND was trading at 1416.10. The strike last trading price was 38.8, which was 4.8 higher than the previous day. The implied volatity was 23.25, the open interest changed by 129 which increased total open position to 169
On 25 Jun NESTLEIND was trading at 1402.60. The strike last trading price was 36.25, which was -56.75 lower than the previous day. The implied volatity was 22.2, the open interest changed by 29 which increased total open position to 29
| NESTLEIND 28-Jul-2026 (27d) 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.02
Theta: -0.59
Gamma: 0.00374
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1416.10 | 40.8 | -4.55 (-10.03%) | 26.42 | 63 | 12 | 86 |
| 25 Jun | 1402.60 | 45.35 | -7.35 (-13.95%) | 25.75 | 87 | 74 | 74 |
For Nestle India Limited - strike price 1420 expiring on 28JUL2026
Delta for 1420 PE is -0.47
Historical price for 1420 PE is as follows
On 29 Jun NESTLEIND was trading at 1416.10. The strike last trading price was 40.8, which was -4.55 lower than the previous day. The implied volatity was 26.42, the open interest changed by 12 which increased total open position to 86
On 25 Jun NESTLEIND was trading at 1402.60. The strike last trading price was 45.35, which was -7.35 lower than the previous day. The implied volatity was 25.75, the open interest changed by 74 which increased total open position to 74
