Historical option data for NESTLEIND
27 May 2026 04:10 PM IST
| NESTLEIND 30-Jun-2026 (33d) 1430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.02
Theta: -0.6
Gamma: 0.00446
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 1427.50 | 38 | -1 (-2.56%) | 20.34 | 207 | -4 | 114 | |||||||||
| 26 May | 1428.60 | 38.75 | 5.75 (17.42%) | 19.14 | 220 | -4 | 118 | |||||||||
| 25 May | 1413.60 | 33 | -7 (-17.50%) | 19.64 | 319 | 44 | 122 | |||||||||
| 22 May | 1423.10 | 40.15 | 6.15 (18.09%) | 20.97 | 257 | 62 | 81 | |||||||||
| 21 May | 1406.50 | 34.35 | -0.65 (-1.86%) | 20.73 | 16 | 15 | 19 | |||||||||
| 20 May | 1420.10 | 35.4 | -24.6 (-41.00%) | 20.15 | 1 | 1 | 4 | |||||||||
| 19 May | 1431.40 | 59.6 | -0.4 (-0.67%) | 28.52 | 0 | 0 | 3 | |||||||||
| 18 May | 1431.70 | 59.55 | -12.45 (-17.29%) | 28.52 | 3 | 1 | 1 | |||||||||
| 15 May | 1430.50 | 0 | -72 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1459.60 | 0 | -72 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1468.90 | 0 | -72 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1468.60 | 0 | -72 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1481.90 | 0 | -72 (-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 1430 expiring on 30JUN2026
Delta for 1430 CE is 0.53
Historical price for 1430 CE is as follows
On 27 May NESTLEIND was trading at 1427.50. The strike last trading price was 38, which was -1 lower than the previous day. The implied volatity was 20.34, the open interest changed by -4 which decreased total open position to 114
On 26 May NESTLEIND was trading at 1428.60. The strike last trading price was 38.75, which was 5.75 higher than the previous day. The implied volatity was 19.14, the open interest changed by -4 which decreased total open position to 118
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 33, which was -7 lower than the previous day. The implied volatity was 19.64, the open interest changed by 44 which increased total open position to 122
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 40.15, which was 6.15 higher than the previous day. The implied volatity was 20.97, the open interest changed by 62 which increased total open position to 81
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 34.35, which was -0.65 lower than the previous day. The implied volatity was 20.73, the open interest changed by 15 which increased total open position to 19
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 35.4, which was -24.6 lower than the previous day. The implied volatity was 20.15, the open interest changed by 1 which increased total open position to 4
On 19 May NESTLEIND was trading at 1431.40. The strike last trading price was 59.6, which was -0.4 lower than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 3
On 18 May NESTLEIND was trading at 1431.70. The strike last trading price was 59.55, which was -12.45 lower than the previous day. The implied volatity was 28.52, the open interest changed by 1 which increased total open position to 1
On 15 May NESTLEIND was trading at 1430.50. The strike last trading price was 0, which was -72 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 -72 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 -72 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 -72 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 -72 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
| NESTLEIND 30-Jun-2026 (33d) 1430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.02
Theta: -0.34
Gamma: 0.00494
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 1427.50 | 29.45 | -2.4 (-7.54%) | 18.36 | 152 | 4 | 87 |
| 26 May | 1428.60 | 31.6 | -6.85 (-17.82%) | 19.77 | 61 | 20 | 86 |
| 25 May | 1413.60 | 37.85 | 1.7 (4.70%) | 19.96 | 66 | 11 | 66 |
| 22 May | 1423.10 | 36.5 | -9.5 (-20.65%) | 19.96 | 80 | 48 | 55 |
| 21 May | 1406.50 | 46 | 5.65 (14.00%) | 19.75 | 2 | 1 | 7 |
| 20 May | 1420.10 | 40.35 | -7.8 (-16.20%) | 21.43 | 6 | 5 | 5 |
| 19 May | 1431.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1431.70 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1430.50 | 0 | -48.15 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1459.60 | 0 | -48.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1468.90 | 0 | -48.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1468.60 | 0 | -48.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1481.90 | 0 | -48.15 (-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 1430 expiring on 30JUN2026
Delta for 1430 PE is -0.46
Historical price for 1430 PE is as follows
On 27 May NESTLEIND was trading at 1427.50. The strike last trading price was 29.45, which was -2.4 lower than the previous day. The implied volatity was 18.36, the open interest changed by 4 which increased total open position to 87
On 26 May NESTLEIND was trading at 1428.60. The strike last trading price was 31.6, which was -6.85 lower than the previous day. The implied volatity was 19.77, the open interest changed by 20 which increased total open position to 86
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 37.85, which was 1.7 higher than the previous day. The implied volatity was 19.96, the open interest changed by 11 which increased total open position to 66
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 36.5, which was -9.5 lower than the previous day. The implied volatity was 19.96, the open interest changed by 48 which increased total open position to 55
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 46, which was 5.65 higher than the previous day. The implied volatity was 19.75, the open interest changed by 1 which increased total open position to 7
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 40.35, which was -7.8 lower than the previous day. The implied volatity was 21.43, the open interest changed by 5 which increased total open position to 5
On 19 May NESTLEIND was trading at 1431.40. 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 18 May NESTLEIND was trading at 1431.70. 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 15 May NESTLEIND was trading at 1430.50. The strike last trading price was 0, which was -48.15 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 -48.15 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 -48.15 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 -48.15 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 -48.15 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
