NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
30 Apr 2026 11:50 PM IST
| NESTLEIND 26-May-2026 (25d) 1430 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.01
Theta: -0.61
Gamma: 0.00449
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 1458.60 | 52 | -4.649999999999999 | 20.23 | 85 | -7 | 206 | |||||||||
| 29 Apr | 1465.60 | 55.7 | 11.600000000000001 | 21.59 | 257 | -70 | 212 | |||||||||
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| 28 Apr | 1440.00 | 43.5 | 8.600000000000001 | 22.5 | 646 | 129 | 282 | |||||||||
| 27 Apr | 1417.30 | 34.85 | -5.649999999999999 | 24.42 | 449 | 97 | 149 | |||||||||
| 24 Apr | 1421.30 | 41 | 6 | 24.92 | 140 | 40 | 51 | |||||||||
| 23 Apr | 1410.50 | 35 | 3.3500000000000014 | 23.88 | 2 | 1 | 10 | |||||||||
| 22 Apr | 1395.80 | 30.4 | 29.5 | 25.06 | 14 | 8 | 8 | |||||||||
| 21 Apr | 1379.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nestle India Limited - strike price 1430 expiring on 26MAY2026
Delta for 1430 CE is 0.68
Historical price for 1430 CE is as follows
On 30 Apr NESTLEIND was trading at 1458.60. The strike last trading price was 52, which was -4.649999999999999 lower than the previous day. The implied volatity was 20.23, the open interest changed by -7 which decreased total open position to 206
On 29 Apr NESTLEIND was trading at 1465.60. The strike last trading price was 55.7, which was 11.600000000000001 higher than the previous day. The implied volatity was 21.59, the open interest changed by -70 which decreased total open position to 212
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 43.5, which was 8.600000000000001 higher than the previous day. The implied volatity was 22.5, the open interest changed by 129 which increased total open position to 282
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 34.85, which was -5.649999999999999 lower than the previous day. The implied volatity was 24.42, the open interest changed by 97 which increased total open position to 149
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 41, which was 6 higher than the previous day. The implied volatity was 24.92, the open interest changed by 40 which increased total open position to 51
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 35, which was 3.3500000000000014 higher than the previous day. The implied volatity was 23.88, the open interest changed by 1 which increased total open position to 10
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 30.4, which was 29.5 higher than the previous day. The implied volatity was 25.06, the open interest changed by 8 which increased total open position to 8
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
| NESTLEIND 26-May-2026 (25d) 1430 PE | |||||||
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Delta: -0.32
Vega: 0.01
Theta: -0.5
Gamma: 0.00386
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 1458.60 | 20.2 | -0.6999999999999993 | 23.66 | 323 | -13 | 307 |
| 29 Apr | 1465.60 | 22.35 | -9.599999999999998 | 23.75 | 321 | 38 | 323 |
| 28 Apr | 1440.00 | 32.4 | -11.600000000000001 | 25.52 | 719 | 149 | 288 |
| 27 Apr | 1417.30 | 45.05 | 0.9499999999999957 | 25.17 | 347 | 131 | 139 |
| 24 Apr | 1421.30 | 44.1 | -15.5 | 24.98 | 24 | 7 | 8 |
| 23 Apr | 1410.50 | 59.6 | 59.6 | 25.47 | 0 | 0 | 1 |
| 22 Apr | 1395.80 | 59.6 | -180.70000000000002 | 25.47 | 2 | 1 | 1 |
| 21 Apr | 1379.90 | 0 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1430 expiring on 26MAY2026
Delta for 1430 PE is -0.32
Historical price for 1430 PE is as follows
On 30 Apr NESTLEIND was trading at 1458.60. The strike last trading price was 20.2, which was -0.6999999999999993 lower than the previous day. The implied volatity was 23.66, the open interest changed by -13 which decreased total open position to 307
On 29 Apr NESTLEIND was trading at 1465.60. The strike last trading price was 22.35, which was -9.599999999999998 lower than the previous day. The implied volatity was 23.75, the open interest changed by 38 which increased total open position to 323
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 32.4, which was -11.600000000000001 lower than the previous day. The implied volatity was 25.52, the open interest changed by 149 which increased total open position to 288
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 45.05, which was 0.9499999999999957 higher than the previous day. The implied volatity was 25.17, the open interest changed by 131 which increased total open position to 139
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 44.1, which was -15.5 lower than the previous day. The implied volatity was 24.98, the open interest changed by 7 which increased total open position to 8
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 59.6, which was 59.6 higher than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 1
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 59.6, which was -180.70000000000002 lower than the previous day. The implied volatity was 25.47, the open interest changed by 1 which increased total open position to 1
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
