Related Pages for PIDILITIND
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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 30SEP2025 3120 CE
Delta: 0.30
Vega: 1.83
Theta: -1.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3048.30 16.65 -3.65 17.09 154 -13 283
14 Sept 3078.90 33.75 -2.4 16.29 217 -8 250

For Pidilite Industries Ltd - strike price 3120 expiring on 30SEP2025

Delta for 3120 CE is 0.30

Historical price for 3120 CE is as follows

On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 16.65, which was -3.65 lower than the previous day. The implied volatity was 17.09, the open interest changed by -13 which decreased total open position to 283


On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 33.75, which was -2.4 lower than the previous day. The implied volatity was 16.29, the open interest changed by -8 which decreased total open position to 250


PIDILITIND 30SEP2025 3120 PE
Delta: -0.65
Vega: 1.98
Theta: -1.59
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3048.30 80.5 10.45 24.00 4 0 72
14 Sept 3078.90 62.3 -4 18.07 69 8 78

For Pidilite Industries Ltd - strike price 3120 expiring on 30SEP2025

Delta for 3120 PE is -0.65

Historical price for 3120 PE is as follows

On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 80.5, which was 10.45 higher than the previous day. The implied volatity was 24.00, the open interest changed by 0 which decreased total open position to 72


On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 62.3, which was -4 lower than the previous day. The implied volatity was 18.07, the open interest changed by 8 which increased total open position to 78