PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Sep 2025 04:13 PM IST
| PIDILITIND 30SEP2025 3440 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.36
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3048.30 | 2.1 | 1.1 | 34.44 | 3 | -1 | 30 | |||||||||
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| 14 Sept | 3078.90 | 2.25 | -0.75 | 25.49 | 9 | -2 | 35 | |||||||||
For Pidilite Industries Ltd - strike price 3440 expiring on 30SEP2025
Delta for 3440 CE is 0.03
Historical price for 3440 CE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 2.1, which was 1.1 higher than the previous day. The implied volatity was 34.44, the open interest changed by -1 which decreased total open position to 30
On 14 Sept PIDILITIND was trading at 3078.90. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 25.49, the open interest changed by -2 which decreased total open position to 35
| PIDILITIND 30SEP2025 3440 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 | 401.65 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 3078.90 | 401.65 | 0 | - | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 3440 expiring on 30SEP2025
Delta for 3440 PE is -
Historical price for 3440 PE is as follows
On 21 Sept PIDILITIND was trading at 3048.30. The strike last trading price was 401.65, 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 401.65, 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
