NESTLEIND
Nestle India Limited
Historical option data for NESTLEIND
06 May 2026 04:10 PM IST
| NESTLEIND 26-May-2026 (19d) 1450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.01
Theta: -0.64
Gamma: 0.00453
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 1486.10 | 55.2 | 6.950000000000003 (14.40%) | 20.32 | 349 | 41 | 598 | |||||||||
| 5 May | 1477.80 | 45.6 | 8.899999999999999 (24.25%) | 21.64 | 871 | 63 | 554 | |||||||||
| 4 May | 1457.10 | 37.35 | -2.9499999999999957 (-7.32%) | 21.28 | 481 | 103 | 495 | |||||||||
| 30 Apr | 1458.60 | 41.95 | -3.1999999999999957 (-7.09%) | 20.91 | 1,309 | 68 | 460 | |||||||||
| 29 Apr | 1465.60 | 42.75 | 8.25 (23.91%) | 21.79 | 1,650 | -5 | 395 | |||||||||
| 28 Apr | 1440.00 | 33.2 | 6.450000000000003 (24.11%) | 21.89 | 1,129 | 103 | 402 | |||||||||
| 27 Apr | 1417.30 | 26.3 | -5.149999999999999 (-16.38%) | 24.17 | 417 | 80 | 298 | |||||||||
| 24 Apr | 1421.30 | 30 | 2.8500000000000014 (10.50%) | 23.8 | 541 | -7 | 216 | |||||||||
| 23 Apr | 1410.50 | 27.35 | 3.3500000000000014 (13.96%) | 24.61 | 226 | -18 | 210 | |||||||||
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| 22 Apr | 1395.80 | 23.6 | -0.6499999999999986 (-2.68%) | 25.13 | 678 | 226 | 230 | |||||||||
| 21 Apr | 1379.90 | 25 | 24.4 (4066.67%) | 25.43 | 5 | 4 | 4 | |||||||||
For Nestle India Limited - strike price 1450 expiring on 26MAY2026
Delta for 1450 CE is 0.74
Historical price for 1450 CE is as follows
On 6 May NESTLEIND was trading at 1486.10. The strike last trading price was 55.2, which was 6.950000000000003 higher than the previous day. The implied volatity was 20.32, the open interest changed by 41 which increased total open position to 598
On 5 May NESTLEIND was trading at 1477.80. The strike last trading price was 45.6, which was 8.899999999999999 higher than the previous day. The implied volatity was 21.64, the open interest changed by 63 which increased total open position to 554
On 4 May NESTLEIND was trading at 1457.10. The strike last trading price was 37.35, which was -2.9499999999999957 lower than the previous day. The implied volatity was 21.28, the open interest changed by 103 which increased total open position to 495
On 30 Apr NESTLEIND was trading at 1458.60. The strike last trading price was 41.95, which was -3.1999999999999957 lower than the previous day. The implied volatity was 20.91, the open interest changed by 68 which increased total open position to 460
On 29 Apr NESTLEIND was trading at 1465.60. The strike last trading price was 42.75, which was 8.25 higher than the previous day. The implied volatity was 21.79, the open interest changed by -5 which decreased total open position to 395
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 33.2, which was 6.450000000000003 higher than the previous day. The implied volatity was 21.89, the open interest changed by 103 which increased total open position to 402
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 26.3, which was -5.149999999999999 lower than the previous day. The implied volatity was 24.17, the open interest changed by 80 which increased total open position to 298
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 30, which was 2.8500000000000014 higher than the previous day. The implied volatity was 23.8, the open interest changed by -7 which decreased total open position to 216
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 27.35, which was 3.3500000000000014 higher than the previous day. The implied volatity was 24.61, the open interest changed by -18 which decreased total open position to 210
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 23.6, which was -0.6499999999999986 lower than the previous day. The implied volatity was 25.13, the open interest changed by 226 which increased total open position to 230
On 21 Apr NESTLEIND was trading at 1379.90. The strike last trading price was 25, which was 24.4 higher than the previous day. The implied volatity was 25.43, the open interest changed by 4 which increased total open position to 4
| NESTLEIND 26-May-2026 (19d) 1450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.01
Theta: -0.49
Gamma: 0.00484
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 1486.10 | 14.7 | -4.350000000000001 (-22.83%) | 20.81 | 648 | 94 | 581 |
| 5 May | 1477.80 | 20.3 | -6.849999999999998 (-25.23%) | 22.66 | 774 | 127 | 486 |
| 4 May | 1457.10 | 27.35 | -1.6999999999999993 (-5.85%) | 23.17 | 479 | -19 | 359 |
| 30 Apr | 1458.60 | 27.4 | -0.8000000000000007 (-2.84%) | 22.85 | 1,022 | -6 | 372 |
| 29 Apr | 1465.60 | 30.05 | -11.499999999999996 (-27.68%) | 23.97 | 1,154 | 241 | 380 |
| 28 Apr | 1440.00 | 42.7 | -13.699999999999996 (-24.29%) | 25.94 | 293 | 140 | 141 |
| 27 Apr | 1417.30 | 56.4 | 56.4 (-78.29%) | 25.87 | 0 | 0 | 1 |
| 24 Apr | 1421.30 | 56.4 | -203.35 (-78.29%) | 25.87 | 1 | 0 | 0 |
| 23 Apr | 1410.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 1395.80 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1379.90 | 0 | 0 | - | 0 | 0 | 0 |
For Nestle India Limited - strike price 1450 expiring on 26MAY2026
Delta for 1450 PE is -0.31
Historical price for 1450 PE is as follows
On 6 May NESTLEIND was trading at 1486.10. The strike last trading price was 14.7, which was -4.350000000000001 lower than the previous day. The implied volatity was 20.81, the open interest changed by 94 which increased total open position to 581
On 5 May NESTLEIND was trading at 1477.80. The strike last trading price was 20.3, which was -6.849999999999998 lower than the previous day. The implied volatity was 22.66, the open interest changed by 127 which increased total open position to 486
On 4 May NESTLEIND was trading at 1457.10. The strike last trading price was 27.35, which was -1.6999999999999993 lower than the previous day. The implied volatity was 23.17, the open interest changed by -19 which decreased total open position to 359
On 30 Apr NESTLEIND was trading at 1458.60. The strike last trading price was 27.4, which was -0.8000000000000007 lower than the previous day. The implied volatity was 22.85, the open interest changed by -6 which decreased total open position to 372
On 29 Apr NESTLEIND was trading at 1465.60. The strike last trading price was 30.05, which was -11.499999999999996 lower than the previous day. The implied volatity was 23.97, the open interest changed by 241 which increased total open position to 380
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 42.7, which was -13.699999999999996 lower than the previous day. The implied volatity was 25.94, the open interest changed by 140 which increased total open position to 141
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 56.4, which was 56.4 higher than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 1
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 56.4, which was -203.35 lower than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NESTLEIND was trading at 1410.50. 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 22 Apr NESTLEIND was trading at 1395.80. 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 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
