PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 2.11
Theta: -1.93
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3048.30 | 29.3 | -5.45 | 16.20 | 576 | 94 | 342 | |||||||||
| 14 Sept | 3078.90 | 52.5 | -1.15 | 16.17 | 270 | -22 | 98 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 3085.40 | 141.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Pidilite Industries Ltd - strike price 3080 expiring on 30SEP2025
Delta for 3080 CE is 0.46
Historical price for 3080 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 29.3, which was -5.45 lower than the previous day. The implied volatity was 16.20, the open interest changed by 94 which increased total open position to 342
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 52.5, which was -1.15 lower than the previous day. The implied volatity was 16.17, the open interest changed by -22 which decreased total open position to 98
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 141.85, 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 3080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 2.11
Theta: -1.42
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 47.1 | 2.5 | 19.56 | 16 | -5 | 146 |
| 14 Sept | 3078.90 | 39.9 | -4.3 | 17.45 | 104 | 7 | 108 |
| 17 Aug | 3085.40 | 152.5 | 0 | 1.14 | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 3080 expiring on 30SEP2025
Delta for 3080 PE is -0.53
Historical price for 3080 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 47.1, which was 2.5 higher than the previous day. The implied volatity was 19.56, the open interest changed by -5 which decreased total open position to 146
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 39.9, which was -4.3 lower than the previous day. The implied volatity was 17.45, the open interest changed by 7 which increased total open position to 108
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 152.5, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
