PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3220 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.90
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3048.30 | 4.9 | -0.25 | 20.85 | 86 | 10 | 139 | |||||||||
| 14 Sept | 3078.90 | 10.8 | -0.45 | 17.98 | 43 | -4 | 150 | |||||||||
For Pidilite Industries Ltd - strike price 3220 expiring on 30SEP2025
Delta for 3220 CE is 0.10
Historical price for 3220 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 4.9, which was -0.25 lower than the previous day. The implied volatity was 20.85, the open interest changed by 10 which increased total open position to 139
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 10.8, which was -0.45 lower than the previous day. The implied volatity was 17.98, the open interest changed by -4 which decreased total open position to 150
| PIDILITIND 30SEP2025 3220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 135.2 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3078.90 | 145.85 | 0 | 0.00 | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 3220 expiring on 30SEP2025
Delta for 3220 PE is 0.00
Historical price for 3220 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 135.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 145.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
