PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3000 CE | ||||||||||||||||
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Delta: 0.82
Vega: 1.42
Theta: -1.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3048.30 | 77.1 | -6.2 | 14.87 | 41 | 5 | 90 | |||||||||
| 14 Sept | 3078.90 | 104.15 | -1.65 | 14.52 | 56 | 13 | 83 | |||||||||
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| 17 Aug | 3085.40 | 181.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Pidilite Industries Ltd - strike price 3000 expiring on 30SEP2025
Delta for 3000 CE is 0.82
Historical price for 3000 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 77.1, which was -6.2 lower than the previous day. The implied volatity was 14.87, the open interest changed by 5 which increased total open position to 90
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 104.15, which was -1.65 lower than the previous day. The implied volatity was 14.52, the open interest changed by 13 which increased total open position to 83
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 181.75, 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 3000 PE | |||||||
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Delta: -0.24
Vega: 1.64
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 14.25 | -0.35 | 18.87 | 182 | -7 | 658 |
| 14 Sept | 3078.90 | 14.15 | -2.2 | 17.64 | 273 | -54 | 670 |
| 17 Aug | 3085.40 | 37 | -3 | 19.63 | 1 | 1 | 5 |
For Pidilite Industries Ltd - strike price 3000 expiring on 30SEP2025
Delta for 3000 PE is -0.24
Historical price for 3000 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 14.25, which was -0.35 lower than the previous day. The implied volatity was 18.87, the open interest changed by -7 which decreased total open position to 658
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 14.15, which was -2.2 lower than the previous day. The implied volatity was 17.64, the open interest changed by -54 which decreased total open position to 670
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 37, which was -3 lower than the previous day. The implied volatity was 19.63, the open interest changed by 1 which increased total open position to 5
