PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.52
Theta: -0.61
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3048.30 | 2.45 | -0.1 | 24.52 | 683 | 33 | 1,405 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 3078.90 | 5 | -0.3 | 20.21 | 327 | 151 | 1,317 | |||||||||
For Pidilite Industries Ltd - strike price 3300 expiring on 30SEP2025
Delta for 3300 CE is 0.05
Historical price for 3300 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 2.45, which was -0.1 lower than the previous day. The implied volatity was 24.52, the open interest changed by 33 which increased total open position to 1405
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 5, which was -0.3 lower than the previous day. The implied volatity was 20.21, the open interest changed by 151 which increased total open position to 1317
| PIDILITIND 30SEP2025 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 166.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3078.90 | 166.35 | 0 | 0.00 | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 3300 expiring on 30SEP2025
Delta for 3300 PE is 0.00
Historical price for 3300 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 166.35, 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 166.35, 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
