PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3060 CE | ||||||||||||||||
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Delta: 0.55
Vega: 2.10
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3048.30 | 39.7 | -4.9 | 16.50 | 375 | 84 | 181 | |||||||||
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| 14 Sept | 3078.90 | 62.55 | -2.15 | 15.54 | 75 | -10 | 63 | |||||||||
| 17 Aug | 3085.40 | 48.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Pidilite Industries Ltd - strike price 3060 expiring on 30SEP2025
Delta for 3060 CE is 0.55
Historical price for 3060 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 39.7, which was -4.9 lower than the previous day. The implied volatity was 16.50, the open interest changed by 84 which increased total open position to 181
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 62.55, which was -2.15 lower than the previous day. The implied volatity was 15.54, the open interest changed by -10 which decreased total open position to 63
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 48.65, 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 3060 PE | |||||||
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Delta: -0.46
Vega: 2.11
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 37.45 | 1.8 | 19.80 | 249 | -8 | 118 |
| 14 Sept | 3078.90 | 32.8 | -2 | 17.94 | 56 | 4 | 94 |
| 17 Aug | 3085.40 | 207.8 | 0 | 1.54 | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 3060 expiring on 30SEP2025
Delta for 3060 PE is -0.46
Historical price for 3060 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 37.45, which was 1.8 higher than the previous day. The implied volatity was 19.80, the open interest changed by -8 which decreased total open position to 118
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 32.8, which was -2 lower than the previous day. The implied volatity was 17.94, the open interest changed by 4 which increased total open position to 94
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 207.8, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
