PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3040 CE | ||||||||||||||||
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Delta: 0.65
Vega: 1.97
Theta: -1.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3048.30 | 48.6 | -8.15 | 15.14 | 61 | 5 | 61 | |||||||||
| 14 Sept | 3078.90 | 74.6 | -1.55 | 15.06 | 31 | 5 | 44 | |||||||||
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| 17 Aug | 3085.40 | 115 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Pidilite Industries Ltd - strike price 3040 expiring on 30SEP2025
Delta for 3040 CE is 0.65
Historical price for 3040 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 48.6, which was -8.15 lower than the previous day. The implied volatity was 15.14, the open interest changed by 5 which increased total open position to 61
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 74.6, which was -1.55 lower than the previous day. The implied volatity was 15.06, the open interest changed by 5 which increased total open position to 44
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 115, 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
| PIDILITIND 30SEP2025 3040 PE | |||||||
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Delta: -0.38
Vega: 2.02
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 27 | 0.5 | 18.91 | 98 | 0 | 150 |
| 14 Sept | 3078.90 | 24.35 | -1.75 | 17.42 | 103 | 21 | 133 |
| 17 Aug | 3085.40 | 132.25 | 0 | 2.05 | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 3040 expiring on 30SEP2025
Delta for 3040 PE is -0.38
Historical price for 3040 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 27, which was 0.5 higher than the previous day. The implied volatity was 18.91, the open interest changed by 0 which decreased total open position to 150
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 24.35, which was -1.75 lower than the previous day. The implied volatity was 17.42, the open interest changed by 21 which increased total open position to 133
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 132.25, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
