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PIDILITIND
Pidilite Industries Ltd
3038 -10.30 (-0.34%)

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Historical option data for PIDILITIND

21 Sep 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
PIDILITIND 28OCT2025 3100 CE
Delta: 0.50
Vega: 3.99
Theta: -1.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3048.30 67.65 -4.15 17.80 61 4 109
14 Sept 3078.90 95.15 8.95 19.53 7 3 21

For Pidilite Industries Ltd - strike price 3100 expiring on 28OCT2025

Delta for 3100 CE is 0.50

Historical price for 3100 CE is as follows

On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 67.65, which was -4.15 lower than the previous day. The implied volatity was 17.80, the open interest changed by 4 which increased total open position to 109


On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 95.15, which was 8.95 higher than the previous day. The implied volatity was 19.53, the open interest changed by 3 which increased total open position to 21


PIDILITIND 28OCT2025 3100 PE
Delta: -0.50
Vega: 3.99
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3048.30 85 -1.75 20.39 5 3 62
14 Sept 3078.90 70.35 -46.1 18.47 15 15 12

For Pidilite Industries Ltd - strike price 3100 expiring on 28OCT2025

Delta for 3100 PE is -0.50

Historical price for 3100 PE is as follows

On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 85, which was -1.75 lower than the previous day. The implied volatity was 20.39, the open interest changed by 3 which increased total open position to 62


On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 70.35, which was -46.1 lower than the previous day. The implied volatity was 18.47, the open interest changed by 15 which increased total open position to 12