PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3100 CE | ||||||||||||||||
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Delta: 0.37
Vega: 2.01
Theta: -1.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3048.30 | 23 | -3.45 | 17.04 | 1,164 | 28 | 1,227 | |||||||||
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| 14 Sept | 3078.90 | 42 | -2.5 | 16.07 | 1,219 | 108 | 565 | |||||||||
| 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 0.37
Historical price for 3100 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 23, which was -3.45 lower than the previous day. The implied volatity was 17.04, the open interest changed by 28 which increased total open position to 1227
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 42, which was -2.5 lower than the previous day. The implied volatity was 16.07, the open interest changed by 108 which increased total open position to 565
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: -0.59
Vega: 2.07
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 67 | 10.55 | 23.56 | 33 | -12 | 343 |
| 14 Sept | 3078.90 | 49.9 | -4.8 | 17.56 | 239 | 47 | 339 |
| 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 -0.59
Historical price for 3100 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 67, which was 10.55 higher than the previous day. The implied volatity was 23.56, the open interest changed by -12 which decreased total open position to 343
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 49.9, which was -4.8 lower than the previous day. The implied volatity was 17.56, the open interest changed by 47 which increased total open position to 339
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
