PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
28 Sep 2025 10:09 PM IST
| PIDILITIND 28-OCT-2025 1500 CE | ||||||||||||||||
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Delta: 0.48
Vega: 1.75
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 1474.80 | 29.3 | -10.75 | 18.65 | 283 | 35 | 286 | |||||||||
For Pidilite Industries Ltd - strike price 1500 expiring on 28OCT2025
Delta for 1500 CE is 0.48
Historical price for 1500 CE is as follows
On 28 Sept PIDILITIND was trading at 1474.80. The strike last trading price was 29.3, which was -10.75 lower than the previous day. The implied volatity was 18.65, the open interest changed by 35 which increased total open position to 286
| PIDILITIND 28OCT2025 1500 PE | |||||||
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Delta: -0.52
Vega: 1.75
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1474.80 | 42.5 | 10.05 | 22.20 | 39 | -5 | 167 |
For Pidilite Industries Ltd - strike price 1500 expiring on 28OCT2025
Delta for 1500 PE is -0.52
Historical price for 1500 PE is as follows
On 28 Sept PIDILITIND was trading at 1474.80. The strike last trading price was 42.5, which was 10.05 higher than the previous day. The implied volatity was 22.20, the open interest changed by -5 which decreased total open position to 167
