PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
17 Aug 2025 12:57 AM IST
| PIDILITIND 30SEP2025 3100 CE | ||||||||||||||||
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Delta: 0.57
Vega: 4.35
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 3085.40 | 79 | 7 | 15.11 | 3 | 1 | 13 | |||||||||
For Pidilite Industries Ltd - strike price 3100 expiring on 30SEP2025
Delta for 3100 CE is 0.57
Historical price for 3100 CE is as follows
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 79, which was 7 higher than the previous day. The implied volatity was 15.11, the open interest changed by 1 which increased total open position to 13
| PIDILITIND 30SEP2025 3100 PE | |||||||
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Delta: -0.44
Vega: 4.37
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 3085.40 | 80.4 | -19.7 | 20.88 | 1 | 1 | 1 |
For Pidilite Industries Ltd - strike price 3100 expiring on 30SEP2025
Delta for 3100 PE is -0.44
Historical price for 3100 PE is as follows
On 17 Aug PIDILITIND was trading at 3085.40. The strike last trading price was 80.4, which was -19.7 lower than the previous day. The implied volatity was 20.88, the open interest changed by 1 which increased total open position to 1
