We present results of multiband optical photometry of the black hole X-ray binary system V404 Cygni obtained using Wheaton College Observatorys 0.3m telescope, along with strictly simultaneous INTEGRAL and Swift observations during 2015 June 25.15--26.33 UT, and 2015 June 27.10--27.34 UT. These observations were made during the 2015 June outburst of the source when it was going through an epoch of violent activity in all wavelengths ranging from radio to $gamma$-rays. The multiwavelength variability timescale favors a compact emission region, most likely originating in a jet outflow, for both observing epochs presented in this work. The simultaneous INTEGRAL/Imager on Board the Integral Satellite (IBIS) 20--40 keV light curve obtained during the June 27 observing run correlates very strongly with the optical light curve, with no detectable delay between the optical bands as well as between the optical and hard X-rays. The average slope of the dereddened spectral energy distribution was roughly flat between the $I_C$- and $V$-bands during the June 27 run, even though the optical and X-ray flux varied by $>$25$times$ during the run, ruling out an irradiation origin for the optical and suggesting that the optically thick to optically thin jet synchrotron break during the observations was at a frequency larger than that of $V$-band, which is quite extreme for X-ray binaries. These observations suggest that the optical emission originated very close to the base of the jet. A strong H$alpha$ emission line, probably originating in a quasi-spherical nebula around the source, also contributes significantly in the $R_C$-band. Our data, in conjunction with contemporaneous data at other wavelengths presented by other groups, strongly suggest that the jet-base was extremely compact and energetic during this phase of the outburst.
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