PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.68
Theta: -0.75
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3048.30 | 3.4 | -1.2 | 22.70 | 67 | -44 | 125 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 3078.90 | 7.15 | -0.25 | 19.00 | 46 | -7 | 192 | |||||||||
For Pidilite Industries Ltd - strike price 3260 expiring on 30SEP2025
Delta for 3260 CE is 0.07
Historical price for 3260 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 3.4, which was -1.2 lower than the previous day. The implied volatity was 22.70, the open interest changed by -44 which decreased total open position to 125
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 7.15, which was -0.25 lower than the previous day. The implied volatity was 19.00, the open interest changed by -7 which decreased total open position to 192
| PIDILITIND 30SEP2025 3260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 371.7 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 3078.90 | 371.7 | 0 | - | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 3260 expiring on 30SEP2025
Delta for 3260 PE is -
Historical price for 3260 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 371.7, which was 0 lower than the previous day. The implied volatity was -, 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 371.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
