NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
04 May 2026 04:10 PM IST
| NESTLEIND 26-May-2026 (21d) 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.01
Theta: -0.74
Gamma: 0.00491
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 May | 1457.10 | 43.25 | -2.75 (-5.98%) | 21.35 | 279 | 14 | 691 | |||||||||
| 30 Apr | 1458.60 | 47.45 | -3.1999999999999957 (-6.32%) | 21.3 | 407 | 8 | 685 | |||||||||
| 29 Apr | 1465.60 | 49.15 | 10 (25.54%) | 21.4 | 963 | -60 | 676 | |||||||||
| 28 Apr | 1440.00 | 38 | 7.350000000000001 (23.98%) | 23.8 | 1,804 | 218 | 741 | |||||||||
| 27 Apr | 1417.30 | 30.25 | -5.450000000000003 (-15.27%) | 25.04 | 1,136 | 280 | 522 | |||||||||
| 24 Apr | 1421.30 | 34 | 2.6999999999999993 (8.63%) | 23.72 | 447 | -22 | 243 | |||||||||
| 23 Apr | 1410.50 | 30.65 | 3.25 (11.86%) | 24.31 | 188 | -25 | 265 | |||||||||
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| 22 Apr | 1395.80 | 27.25 | 1.3000000000000007 (5.01%) | 25.35 | 786 | 171 | 291 | |||||||||
| 21 Apr | 1379.90 | 30.8 | 4.75 (18.23%) | 26.9 | 369 | 123 | 123 | |||||||||
For Nestle India Limited - strike price 1440 expiring on 26MAY2026
Delta for 1440 CE is 0.63
Historical price for 1440 CE is as follows
On 4 May NESTLEIND was trading at 1457.10. The strike last trading price was 43.25, which was -2.75 lower than the previous day. The implied volatity was 21.35, the open interest changed by 14 which increased total open position to 691
On 30 Apr NESTLEIND was trading at 1458.60. The strike last trading price was 47.45, which was -3.1999999999999957 lower than the previous day. The implied volatity was 21.3, the open interest changed by 8 which increased total open position to 685
On 29 Apr NESTLEIND was trading at 1465.60. The strike last trading price was 49.15, which was 10 higher than the previous day. The implied volatity was 21.4, the open interest changed by -60 which decreased total open position to 676
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 38, which was 7.350000000000001 higher than the previous day. The implied volatity was 23.8, the open interest changed by 218 which increased total open position to 741
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 30.25, which was -5.450000000000003 lower than the previous day. The implied volatity was 25.04, the open interest changed by 280 which increased total open position to 522
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 34, which was 2.6999999999999993 higher than the previous day. The implied volatity was 23.72, the open interest changed by -22 which decreased total open position to 243
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 30.65, which was 3.25 higher than the previous day. The implied volatity was 24.31, the open interest changed by -25 which decreased total open position to 265
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 27.25, which was 1.3000000000000007 higher than the previous day. The implied volatity was 25.35, the open interest changed by 171 which increased total open position to 291
On 21 Apr NESTLEIND was trading at 1379.90. The strike last trading price was 30.8, which was 4.75 higher than the previous day. The implied volatity was 26.9, the open interest changed by 123 which increased total open position to 123
| NESTLEIND 26-May-2026 (21d) 1440 PE | |||||||
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Delta: -0.38
Vega: 0.01
Theta: -0.58
Gamma: 0.00462
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 May | 1457.10 | 23 | -1.6499999999999986 (-6.69%) | 22.97 | 331 | -120 | 487 |
| 30 Apr | 1458.60 | 23 | -1.25 (-5.15%) | 22.64 | 1,122 | -118 | 489 |
| 29 Apr | 1465.60 | 25.9 | -10.800000000000004 (-29.43%) | 24.01 | 1,289 | 254 | 609 |
| 28 Apr | 1440.00 | 37.15 | -12.399999999999999 (-25.03%) | 25.6 | 855 | 223 | 356 |
| 27 Apr | 1417.30 | 50.55 | -3.3500000000000014 (-6.22%) | 23.99 | 442 | 114 | 132 |
| 24 Apr | 1421.30 | 53.9 | -11.350000000000001 (-17.39%) | 25.94 | 12 | 4 | 18 |
| 23 Apr | 1410.50 | 65.25 | 65.25 (-9.88%) | 24.68 | 0 | 0 | 14 |
| 22 Apr | 1395.80 | 65.25 | -7.150000000000006 (-9.88%) | 24.68 | 44 | 14 | 15 |
| 21 Apr | 1379.90 | 67.25 | -55.099999999999994 (-45.03%) | 26.3 | 2 | 0 | 0 |
For Nestle India Limited - strike price 1440 expiring on 26MAY2026
Delta for 1440 PE is -0.38
Historical price for 1440 PE is as follows
On 4 May NESTLEIND was trading at 1457.10. The strike last trading price was 23, which was -1.6499999999999986 lower than the previous day. The implied volatity was 22.97, the open interest changed by -120 which decreased total open position to 487
On 30 Apr NESTLEIND was trading at 1458.60. The strike last trading price was 23, which was -1.25 lower than the previous day. The implied volatity was 22.64, the open interest changed by -118 which decreased total open position to 489
On 29 Apr NESTLEIND was trading at 1465.60. The strike last trading price was 25.9, which was -10.800000000000004 lower than the previous day. The implied volatity was 24.01, the open interest changed by 254 which increased total open position to 609
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 37.15, which was -12.399999999999999 lower than the previous day. The implied volatity was 25.6, the open interest changed by 223 which increased total open position to 356
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 50.55, which was -3.3500000000000014 lower than the previous day. The implied volatity was 23.99, the open interest changed by 114 which increased total open position to 132
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 53.9, which was -11.350000000000001 lower than the previous day. The implied volatity was 25.94, the open interest changed by 4 which increased total open position to 18
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 65.25, which was 65.25 higher than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 14
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 65.25, which was -7.150000000000006 lower than the previous day. The implied volatity was 24.68, the open interest changed by 14 which increased total open position to 15
On 21 Apr NESTLEIND was trading at 1379.90. The strike last trading price was 67.25, which was -55.099999999999994 lower than the previous day. The implied volatity was 26.3, the open interest changed by 0 which decreased total open position to 0
