PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3020 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 | |||||||||
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| 21 Sept | 3048.30 | 69 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 3078.90 | 92 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3085.40 | 60.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Pidilite Industries Ltd - strike price 3020 expiring on 30SEP2025
Delta for 3020 CE is 0.00
Historical price for 3020 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 69, 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 92, 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 60.15, 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 3020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 1.88
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 21.15 | 0.8 | 19.56 | 149 | -41 | 111 |
| 14 Sept | 3078.90 | 18.5 | -3.45 | 17.43 | 57 | 12 | 78 |
| 17 Aug | 3085.40 | 179.7 | 0 | 2.49 | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 3020 expiring on 30SEP2025
Delta for 3020 PE is -0.31
Historical price for 3020 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 21.15, which was 0.8 higher than the previous day. The implied volatity was 19.56, the open interest changed by -41 which decreased total open position to 111
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 18.5, which was -3.45 lower than the previous day. The implied volatity was 17.43, the open interest changed by 12 which increased total open position to 78
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 179.7, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
