PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 2800 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3048.30 | 271.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 3078.90 | 271.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3085.40 | 310.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Pidilite Industries Ltd - strike price 2800 expiring on 30SEP2025
Delta for 2800 CE is 0.00
Historical price for 2800 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 271.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 271.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 310.85, 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
| PIDILITIND 30SEP2025 2800 PE | |||||||
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Delta: -0.03
Vega: 0.40
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 2.1 | 0.1 | 29.31 | 8 | -1 | 59 |
| 14 Sept | 3078.90 | 1.15 | -1.6 | 22.41 | 6 | -4 | 77 |
| 17 Aug | 3085.40 | 10.55 | 0.3 | 23.18 | 10 | 5 | 29 |
For Pidilite Industries Ltd - strike price 2800 expiring on 30SEP2025
Delta for 2800 PE is -0.03
Historical price for 2800 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was 29.31, the open interest changed by -1 which decreased total open position to 59
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 1.15, which was -1.6 lower than the previous day. The implied volatity was 22.41, the open interest changed by -4 which decreased total open position to 77
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 10.55, which was 0.3 higher than the previous day. The implied volatity was 23.18, the open interest changed by 5 which increased total open position to 29
