PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3400 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.27
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3048.30 | 1.15 | -0.65 | 28.60 | 22 | -8 | 192 | |||||||||
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| 14 Sept | 3078.90 | 2.35 | -0.4 | 23.34 | 61 | 20 | 238 | |||||||||
For Pidilite Industries Ltd - strike price 3400 expiring on 30SEP2025
Delta for 3400 CE is 0.02
Historical price for 3400 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 28.60, the open interest changed by -8 which decreased total open position to 192
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 2.35, which was -0.4 lower than the previous day. The implied volatity was 23.34, the open interest changed by 20 which increased total open position to 238
| PIDILITIND 30SEP2025 3400 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3048.30 | 369.05 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 3078.90 | 369.05 | 0 | - | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 3400 expiring on 30SEP2025
Delta for 3400 PE is -
Historical price for 3400 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 369.05, 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 369.05, 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
