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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 3140 CE
Delta: 0.24
Vega: 1.64
Theta: -1.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3048.30 13 -1.75 17.91 263 -22 364
14 Sept 3078.90 26.6 -2.05 16.41 271 -38 409

For Pidilite Industries Ltd - strike price 3140 expiring on 30SEP2025

Delta for 3140 CE is 0.24

Historical price for 3140 CE is as follows

On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 13, which was -1.75 lower than the previous day. The implied volatity was 17.91, the open interest changed by -22 which decreased total open position to 364


On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 26.6, which was -2.05 lower than the previous day. The implied volatity was 16.41, the open interest changed by -38 which decreased total open position to 409


PIDILITIND 30SEP2025 3140 PE
Delta: -0.71
Vega: 1.81
Theta: -1.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3048.30 91.9 7.45 22.73 1 0 91
14 Sept 3078.90 75.8 -3.4 18.57 43 -2 94

For Pidilite Industries Ltd - strike price 3140 expiring on 30SEP2025

Delta for 3140 PE is -0.71

Historical price for 3140 PE is as follows

On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 91.9, which was 7.45 higher than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 91


On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 75.8, which was -3.4 lower than the previous day. The implied volatity was 18.57, the open interest changed by -2 which decreased total open position to 94