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 3200 CE
Delta: 0.12
Vega: 1.07
Theta: -1.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3048.30 6.3 -0.3 20.22 549 -20 1,045
14 Sept 3078.90 13.5 -1.2 17.55 638 0 876

For Pidilite Industries Ltd - strike price 3200 expiring on 30SEP2025

Delta for 3200 CE is 0.12

Historical price for 3200 CE is as follows

On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 6.3, which was -0.3 lower than the previous day. The implied volatity was 20.22, the open interest changed by -20 which decreased total open position to 1045


On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 13.5, which was -1.2 lower than the previous day. The implied volatity was 17.55, the open interest changed by 0 which decreased total open position to 876


PIDILITIND 30SEP2025 3200 PE
Delta: -0.79
Vega: 1.55
Theta: -1.38
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3048.30 149.1 11.05 29.49 11 -7 103
14 Sept 3078.90 122.5 -12.85 20.32 4 3 106

For Pidilite Industries Ltd - strike price 3200 expiring on 30SEP2025

Delta for 3200 PE is -0.79

Historical price for 3200 PE is as follows

On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 149.1, which was 11.05 higher than the previous day. The implied volatity was 29.49, the open interest changed by -7 which decreased total open position to 103


On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 122.5, which was -12.85 lower than the previous day. The implied volatity was 20.32, the open interest changed by 3 which increased total open position to 106