Historical option data for NESTLEIND
26 May 2026 04:10 PM IST
| NESTLEIND 30-Jun-2026 (34d) 1420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.02
Theta: -0.57
Gamma: 0.00435
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1428.60 | 44.85 | 6.85 (18.03%) | 20.06 | 267 | 24 | 131 | |||||||||
| 25 May | 1413.60 | 38.15 | -6.85 (-15.22%) | 20.45 | 115 | 19 | 103 | |||||||||
| 22 May | 1423.10 | 44.6 | 9.6 (27.43%) | 20.97 | 120 | 75 | 85 | |||||||||
| 21 May | 1406.50 | 35.1 | -7.9 (-18.37%) | 20.23 | 21 | 8 | 11 | |||||||||
| 20 May | 1420.10 | 43 | -53 (-55.21%) | 20.61 | 3 | 1 | 3 | |||||||||
| 19 May | 1431.40 | 96 | 0 (0.00%) | - | 1 | 0 | 2 | |||||||||
| 18 May | 1431.70 | 96 | 0 (0.00%) | - | 1 | 0 | 2 | |||||||||
| 15 May | 1430.50 | 96 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 14 May | 1459.60 | 96 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 1468.90 | 96 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 12 May | 1468.60 | 96 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 11 May | 1481.90 | 96 | 8 (9.09%) | 0 | 1 | 1 | 2 | |||||||||
| 8 May | 1482.40 | 88 | 0 (0.00%) | 19.77 | 0 | 0 | 1 | |||||||||
| 7 May | 1476.00 | 88 | 83.4 (1813.04%) | 19.77 | 1 | 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 1420 expiring on 30JUN2026
Delta for 1420 CE is 0.59
Historical price for 1420 CE is as follows
On 26 May NESTLEIND was trading at 1428.60. The strike last trading price was 44.85, which was 6.85 higher than the previous day. The implied volatity was 20.06, the open interest changed by 24 which increased total open position to 131
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 38.15, which was -6.85 lower than the previous day. The implied volatity was 20.45, the open interest changed by 19 which increased total open position to 103
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 44.6, which was 9.6 higher than the previous day. The implied volatity was 20.97, the open interest changed by 75 which increased total open position to 85
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 35.1, which was -7.9 lower than the previous day. The implied volatity was 20.23, the open interest changed by 8 which increased total open position to 11
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 43, which was -53 lower than the previous day. The implied volatity was 20.61, the open interest changed by 1 which increased total open position to 3
On 19 May NESTLEIND was trading at 1431.40. The strike last trading price was 96, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 May NESTLEIND was trading at 1431.70. The strike last trading price was 96, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May NESTLEIND was trading at 1430.50. The strike last trading price was 96, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May NESTLEIND was trading at 1459.60. The strike last trading price was 96, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 13 May NESTLEIND was trading at 1468.90. The strike last trading price was 96, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May NESTLEIND was trading at 1468.60. The strike last trading price was 96, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 11 May NESTLEIND was trading at 1481.90. The strike last trading price was 96, which was 8 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 8 May NESTLEIND was trading at 1482.40. The strike last trading price was 88, which was 0 lower than the previous day. The implied volatity was 19.77, the open interest changed by 0 which decreased total open position to 1
On 7 May NESTLEIND was trading at 1476.00. The strike last trading price was 88, which was 83.4 higher than the previous day. The implied volatity was 19.77, 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 (34d) 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0.02
Theta: -0.37
Gamma: 0.00424
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1428.60 | 27.4 | -6.3 (-18.69%) | 20.52 | 306 | 2 | 101 |
| 25 May | 1413.60 | 33 | 0.85 (2.64%) | 19.12 | 136 | 17 | 99 |
| 22 May | 1423.10 | 32.45 | -10.9 (-25.14%) | 20.6 | 91 | 57 | 79 |
| 21 May | 1406.50 | 44.4 | 9 (25.42%) | 22.62 | 14 | 9 | 22 |
| 20 May | 1420.10 | 35.4 | 2.7 (8.26%) | 21.24 | 10 | 3 | 12 |
| 19 May | 1431.40 | 32.7 | 32.7 (-85.42%) | 20.89 | 0 | 0 | 9 |
| 18 May | 1431.70 | 32.7 | -191.65 (-85.42%) | 20.89 | 12 | 10 | 10 |
| 15 May | 1430.50 | 0 | -224.35 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1459.60 | 0 | -224.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1468.90 | 0 | -224.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1468.60 | 0 | -224.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1481.90 | 0 | -224.35 (-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 1420 expiring on 30JUN2026
Delta for 1420 PE is -0.4
Historical price for 1420 PE is as follows
On 26 May NESTLEIND was trading at 1428.60. The strike last trading price was 27.4, which was -6.3 lower than the previous day. The implied volatity was 20.52, the open interest changed by 2 which increased total open position to 101
On 25 May NESTLEIND was trading at 1413.60. The strike last trading price was 33, which was 0.85 higher than the previous day. The implied volatity was 19.12, the open interest changed by 17 which increased total open position to 99
On 22 May NESTLEIND was trading at 1423.10. The strike last trading price was 32.45, which was -10.9 lower than the previous day. The implied volatity was 20.6, the open interest changed by 57 which increased total open position to 79
On 21 May NESTLEIND was trading at 1406.50. The strike last trading price was 44.4, which was 9 higher than the previous day. The implied volatity was 22.62, the open interest changed by 9 which increased total open position to 22
On 20 May NESTLEIND was trading at 1420.10. The strike last trading price was 35.4, which was 2.7 higher than the previous day. The implied volatity was 21.24, the open interest changed by 3 which increased total open position to 12
On 19 May NESTLEIND was trading at 1431.40. The strike last trading price was 32.7, which was 32.7 higher than the previous day. The implied volatity was 20.89, the open interest changed by 0 which decreased total open position to 9
On 18 May NESTLEIND was trading at 1431.70. The strike last trading price was 32.7, which was -191.65 lower than the previous day. The implied volatity was 20.89, the open interest changed by 10 which increased total open position to 10
On 15 May NESTLEIND was trading at 1430.50. The strike last trading price was 0, which was -224.35 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 -224.35 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 -224.35 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 -224.35 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 -224.35 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
