Historical option data for NESTLEIND
25 May 2026 04:10 PM IST
| NESTLEIND 26-May-2026 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0
Theta: -1.76
Gamma: 0.00461
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 1413.60 | 1.1 | -1.9 (-63.33%) | 36.95 | 534 | -19 | 503 | |||||||||
| 22 May | 1423.10 | 2.55 | 0.55 (27.50%) | 21.4 | 463 | -14 | 523 | |||||||||
| 21 May | 1406.50 | 2.1 | -1.9 (-47.50%) | 24.42 | 206 | -2 | 537 | |||||||||
| 20 May | 1420.10 | 4.05 | -3.55 (-46.71%) | 21.3 | 391 | -56 | 540 | |||||||||
| 19 May | 1431.40 | 7.45 | -1.85 (-19.89%) | 22.9 | 577 | 35 | 617 | |||||||||
| 18 May | 1431.70 | 8.55 | -2.6 (-23.32%) | 23.35 | 510 | 23 | 576 | |||||||||
| 15 May | 1430.50 | 11.55 | -10.4 (-47.38%) | 22.19 | 2,041 | 173 | 555 | |||||||||
| 14 May | 1459.60 | 22.75 | -4.8 (-17.42%) | 20.18 | 948 | 57 | 383 | |||||||||
| 13 May | 1468.90 | 27.05 | -1.2 (-4.25%) | 0 | 356 | -15 | 328 | |||||||||
| 12 May | 1468.60 | 29.15 | -11.1 (-27.58%) | 20.28 | 193 | 1 | 342 | |||||||||
| 11 May | 1481.90 | 40.2 | 1 (2.55%) | 0 | 85 | -16 | 340 | |||||||||
| 8 May | 1482.40 | 38.3 | 2.6 (7.28%) | 21.04 | 222 | -38 | 355 | |||||||||
| 7 May | 1476.00 | 35.85 | -10.6 (-22.82%) | 18.68 | 210 | -30 | 395 | |||||||||
| 6 May | 1486.10 | 47.8 | 6.55 (15.88%) | 22.75 | 391 | -27 | 426 | |||||||||
| 5 May | 1477.80 | 39.7 | 7.9 (24.84%) | 21.22 | 1,033 | 33 | 433 | |||||||||
| 4 May | 1457.10 | 32.3 | -2.45 (-7.05%) | 21.81 | 792 | 8 | 400 | |||||||||
| 30 Apr | 1458.60 | 36.4 | -2.7 (-6.91%) | 20.71 | 1,062 | 38 | 430 | |||||||||
| 29 Apr | 1465.60 | 37.75 | 8.15 (27.53%) | 21.39 | 2,213 | 26 | 392 | |||||||||
| 28 Apr | 1440.00 | 28.9 | 5.95 (25.93%) | 21.99 | 717 | -29 | 368 | |||||||||
| 27 Apr | 1417.30 | 22.7 | -4.6 (-16.85%) | 24.83 | 451 | -17 | 396 | |||||||||
| 24 Apr | 1421.30 | 25.9 | 1.9 (7.92%) | 23.59 | 444 | 32 | 416 | |||||||||
| 23 Apr | 1410.50 | 23.5 | 2.15 (10.07%) | 24.3 | 502 | -19 | 389 | |||||||||
| 22 Apr | 1395.80 | 21 | 0.55 (2.69%) | 25.61 | 1,241 | 54 | 407 | |||||||||
| 21 Apr | 1379.90 | 24.05 | 19.85 (472.62%) | 26.78 | 1,135 | 349 | 350 | |||||||||
For Nestle India Limited - strike price 1460 expiring on 26MAY2026
Delta for 1460 CE is 0.08
Historical price for 1460 CE is as follows
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 1.1, which was -1.9 lower than the previous day. The implied volatity was 36.95, the open interest changed by -19 which decreased total open position to 503
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 2.55, which was 0.55 higher than the previous day. The implied volatity was 21.4, the open interest changed by -14 which decreased total open position to 523
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 2.1, which was -1.9 lower than the previous day. The implied volatity was 24.42, the open interest changed by -2 which decreased total open position to 537
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 4.05, which was -3.55 lower than the previous day. The implied volatity was 21.3, the open interest changed by -56 which decreased total open position to 540
On 19 May NESTLEIND was trading at 1431.40. The strike last trading price was 7.45, which was -1.85 lower than the previous day. The implied volatity was 22.9, the open interest changed by 35 which increased total open position to 617
On 18 May NESTLEIND was trading at 1431.70. The strike last trading price was 8.55, which was -2.6 lower than the previous day. The implied volatity was 23.35, the open interest changed by 23 which increased total open position to 576
On 15 May NESTLEIND was trading at 1430.50. The strike last trading price was 11.55, which was -10.4 lower than the previous day. The implied volatity was 22.19, the open interest changed by 173 which increased total open position to 555
On 14 May NESTLEIND was trading at 1459.60. The strike last trading price was 22.75, which was -4.8 lower than the previous day. The implied volatity was 20.18, the open interest changed by 57 which increased total open position to 383
On 13 May NESTLEIND was trading at 1468.90. The strike last trading price was 27.05, which was -1.2 lower than the previous day. The implied volatity was 0, the open interest changed by -15 which decreased total open position to 328
On 12 May NESTLEIND was trading at 1468.60. The strike last trading price was 29.15, which was -11.1 lower than the previous day. The implied volatity was 20.28, the open interest changed by 1 which increased total open position to 342
On 11 May NESTLEIND was trading at 1481.90. The strike last trading price was 40.2, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by -16 which decreased total open position to 340
On 8 May NESTLEIND was trading at 1482.40. The strike last trading price was 38.3, which was 2.6 higher than the previous day. The implied volatity was 21.04, the open interest changed by -38 which decreased total open position to 355
On 7 May NESTLEIND was trading at 1476.00. The strike last trading price was 35.85, which was -10.6 lower than the previous day. The implied volatity was 18.68, the open interest changed by -30 which decreased total open position to 395
On 6 May NESTLEIND was trading at 1486.10. The strike last trading price was 47.8, which was 6.55 higher than the previous day. The implied volatity was 22.75, the open interest changed by -27 which decreased total open position to 426
On 5 May NESTLEIND was trading at 1477.80. The strike last trading price was 39.7, which was 7.9 higher than the previous day. The implied volatity was 21.22, the open interest changed by 33 which increased total open position to 433
On 4 May NESTLEIND was trading at 1457.10. The strike last trading price was 32.3, which was -2.45 lower than the previous day. The implied volatity was 21.81, the open interest changed by 8 which increased total open position to 400
On 30 Apr NESTLEIND was trading at 1458.60. The strike last trading price was 36.4, which was -2.7 lower than the previous day. The implied volatity was 20.71, the open interest changed by 38 which increased total open position to 430
On 29 Apr NESTLEIND was trading at 1465.60. The strike last trading price was 37.75, which was 8.15 higher than the previous day. The implied volatity was 21.39, the open interest changed by 26 which increased total open position to 392
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 28.9, which was 5.95 higher than the previous day. The implied volatity was 21.99, the open interest changed by -29 which decreased total open position to 368
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 22.7, which was -4.6 lower than the previous day. The implied volatity was 24.83, the open interest changed by -17 which decreased total open position to 396
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 25.9, which was 1.9 higher than the previous day. The implied volatity was 23.59, the open interest changed by 32 which increased total open position to 416
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 23.5, which was 2.15 higher than the previous day. The implied volatity was 24.3, the open interest changed by -19 which decreased total open position to 389
On 22 Apr NESTLEIND was trading at 1395.80. The strike last trading price was 21, which was 0.55 higher than the previous day. The implied volatity was 25.61, the open interest changed by 54 which increased total open position to 407
On 21 Apr NESTLEIND was trading at 1379.90. The strike last trading price was 24.05, which was 19.85 higher than the previous day. The implied volatity was 26.78, the open interest changed by 349 which increased total open position to 350
| NESTLEIND 26-May-2026 1460 PE | |||||||
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Delta: -0.88
Vega: 0
Theta: -2.44
Gamma: 0.00577
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 1413.60 | 43.85 | 9.95 (29.35%) | 40.59 | 93 | -7 | 731 |
| 22 May | 1423.10 | 33.05 | -21.45 (-39.36%) | 21.15 | 60 | -2 | 738 |
| 21 May | 1406.50 | 54.5 | 11.1 (25.58%) | 30.53 | 32 | -7 | 740 |
| 20 May | 1420.10 | 41.95 | 5.95 (16.53%) | 23.09 | 66 | -9 | 747 |
| 19 May | 1431.40 | 36.1 | 1.1 (3.14%) | 21.85 | 84 | -1 | 757 |
| 18 May | 1431.70 | 35.7 | -0.3 (-0.83%) | 18.25 | 178 | -10 | 760 |
| 15 May | 1430.50 | 33.7 | 12.65 (60.10%) | 16.62 | 1,526 | 272 | 774 |
| 14 May | 1459.60 | 19.85 | 0.7 (3.66%) | 19.63 | 1,146 | -11 | 504 |
| 13 May | 1468.90 | 19.2 | -2.3 (-10.70%) | 0 | 794 | 23 | 513 |
| 12 May | 1468.60 | 20.1 | 2.75 (15.85%) | 21.69 | 399 | -11 | 491 |
| 11 May | 1481.90 | 17.55 | 0.15 (0.86%) | 21.24 | 294 | -8 | 502 |
| 8 May | 1482.40 | 18.05 | -3.95 (-17.95%) | 20.31 | 293 | -1 | 511 |
| 7 May | 1476.00 | 20.65 | 3.2 (18.34%) | 22.76 | 408 | -72 | 512 |
| 6 May | 1486.10 | 17.75 | -4.9 (-21.63%) | 20.47 | 839 | 82 | 584 |
| 5 May | 1477.80 | 23.5 | -8.2 (-25.87%) | 22.35 | 788 | 76 | 512 |
| 4 May | 1457.10 | 31.25 | -2.15 (-6.44%) | 22.41 | 764 | 79 | 436 |
| 30 Apr | 1458.60 | 31.7 | -0.95 (-2.91%) | 23.21 | 1,211 | -32 | 325 |
| 29 Apr | 1465.60 | 34.2 | -13.2 (-27.85%) | 23.69 | 1,031 | 310 | 358 |
| 28 Apr | 1440.00 | 48.55 | -12.65 (-20.67%) | 25.41 | 119 | -23 | 48 |
| 27 Apr | 1417.30 | 63 | -1.9 (-2.93%) | 23.77 | 45 | 32 | 70 |
| 24 Apr | 1421.30 | 64.9 | -7.1 (-9.86%) | 25.25 | 15 | 8 | 38 |
| 23 Apr | 1410.50 | 72 | -65.4 (-47.60%) | 27.03 | 30 | 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 1460 expiring on 26MAY2026
Delta for 1460 PE is -0.88
Historical price for 1460 PE is as follows
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 43.85, which was 9.95 higher than the previous day. The implied volatity was 40.59, the open interest changed by -7 which decreased total open position to 731
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 33.05, which was -21.45 lower than the previous day. The implied volatity was 21.15, the open interest changed by -2 which decreased total open position to 738
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 54.5, which was 11.1 higher than the previous day. The implied volatity was 30.53, the open interest changed by -7 which decreased total open position to 740
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 41.95, which was 5.95 higher than the previous day. The implied volatity was 23.09, the open interest changed by -9 which decreased total open position to 747
On 19 May NESTLEIND was trading at 1431.40. The strike last trading price was 36.1, which was 1.1 higher than the previous day. The implied volatity was 21.85, the open interest changed by -1 which decreased total open position to 757
On 18 May NESTLEIND was trading at 1431.70. The strike last trading price was 35.7, which was -0.3 lower than the previous day. The implied volatity was 18.25, the open interest changed by -10 which decreased total open position to 760
On 15 May NESTLEIND was trading at 1430.50. The strike last trading price was 33.7, which was 12.65 higher than the previous day. The implied volatity was 16.62, the open interest changed by 272 which increased total open position to 774
On 14 May NESTLEIND was trading at 1459.60. The strike last trading price was 19.85, which was 0.7 higher than the previous day. The implied volatity was 19.63, the open interest changed by -11 which decreased total open position to 504
On 13 May NESTLEIND was trading at 1468.90. The strike last trading price was 19.2, which was -2.3 lower than the previous day. The implied volatity was 0, the open interest changed by 23 which increased total open position to 513
On 12 May NESTLEIND was trading at 1468.60. The strike last trading price was 20.1, which was 2.75 higher than the previous day. The implied volatity was 21.69, the open interest changed by -11 which decreased total open position to 491
On 11 May NESTLEIND was trading at 1481.90. The strike last trading price was 17.55, which was 0.15 higher than the previous day. The implied volatity was 21.24, the open interest changed by -8 which decreased total open position to 502
On 8 May NESTLEIND was trading at 1482.40. The strike last trading price was 18.05, which was -3.95 lower than the previous day. The implied volatity was 20.31, the open interest changed by -1 which decreased total open position to 511
On 7 May NESTLEIND was trading at 1476.00. The strike last trading price was 20.65, which was 3.2 higher than the previous day. The implied volatity was 22.76, the open interest changed by -72 which decreased total open position to 512
On 6 May NESTLEIND was trading at 1486.10. The strike last trading price was 17.75, which was -4.9 lower than the previous day. The implied volatity was 20.47, the open interest changed by 82 which increased total open position to 584
On 5 May NESTLEIND was trading at 1477.80. The strike last trading price was 23.5, which was -8.2 lower than the previous day. The implied volatity was 22.35, the open interest changed by 76 which increased total open position to 512
On 4 May NESTLEIND was trading at 1457.10. The strike last trading price was 31.25, which was -2.15 lower than the previous day. The implied volatity was 22.41, the open interest changed by 79 which increased total open position to 436
On 30 Apr NESTLEIND was trading at 1458.60. The strike last trading price was 31.7, which was -0.95 lower than the previous day. The implied volatity was 23.21, the open interest changed by -32 which decreased total open position to 325
On 29 Apr NESTLEIND was trading at 1465.60. The strike last trading price was 34.2, which was -13.2 lower than the previous day. The implied volatity was 23.69, the open interest changed by 310 which increased total open position to 358
On 28 Apr NESTLEIND was trading at 1440.00. The strike last trading price was 48.55, which was -12.65 lower than the previous day. The implied volatity was 25.41, the open interest changed by -23 which decreased total open position to 48
On 27 Apr NESTLEIND was trading at 1417.30. The strike last trading price was 63, which was -1.9 lower than the previous day. The implied volatity was 23.77, the open interest changed by 32 which increased total open position to 70
On 24 Apr NESTLEIND was trading at 1421.30. The strike last trading price was 64.9, which was -7.1 lower than the previous day. The implied volatity was 25.25, the open interest changed by 8 which increased total open position to 38
On 23 Apr NESTLEIND was trading at 1410.50. The strike last trading price was 72, which was -65.4 lower than the previous day. The implied volatity was 27.03, 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
