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Historical option data for PIDILITIND

01 Jun 2026 04:10 PM IST
PIDILITIND 30-Jun-2026 (28d) 1470 CE
Delta: 0.46
Vega: 0.02
Theta: -0.76
Gamma: 0.00398
Date Close Ltp Change IV Volume OI Chg OI
1 Jun 1457.20 34.05 -18.95 (-35.75%) 24.27 102 4 69
29 May 1482.80 52.35 1.35 (2.65%) 22.29 117 25 64
27 May 1480.70 52.5 3.5 (7.14%) 23.84 28 5 39
26 May 1478.50 47.9 -10.1 (-17.41%) 22.19 49 35 36
25 May 1477.20 58.15 23.15 (66.14%) 24.39 1 0 0
22 May 1478.40 0 0 - 0 0 0
18 May 1450.20 0 -34.75 (-100.00%) - 0 0 0
15 May 1467.70 0 -34.75 (-100.00%) - 0 0 0
14 May 1483.80 0 -34.75 (-100.00%) 0 0 0 0
13 May 1445.60 0 -34.75 (-100.00%) 0 0 0 0
12 May 1453.00 0 -34.75 (-100.00%) 0 0 0 0
11 May 1437.20 0 -34.75 (-100.00%) 0 0 0 0
8 May 1476.00 0 0 - 0 0 0
7 May 1450.40 0 0 - 0 0 0
6 May 1421.50 0 0 - 0 0 0
5 May 1364.20 0 0 - 0 0 0
4 May 1364.60 0 0 - 0 0 0
30 Apr 1375.70 0 0 - 0 0 0
29 Apr 1389.00 0 0 - 0 0 0


For Pidilite Industries Ltd - strike price 1470 expiring on 30JUN2026

Delta for 1470 CE is 0.46

Historical price for 1470 CE is as follows

On 1 Jun PIDILITIND was trading at 1457.20. The strike last trading price was 34.05, which was -18.95 lower than the previous day. The implied volatity was 24.27, the open interest changed by 4 which increased total open position to 69


On 29 May PIDILITIND was trading at 1482.80. The strike last trading price was 52.35, which was 1.35 higher than the previous day. The implied volatity was 22.29, the open interest changed by 25 which increased total open position to 64


On 27 May PIDILITIND was trading at 1480.70. The strike last trading price was 52.5, which was 3.5 higher than the previous day. The implied volatity was 23.84, the open interest changed by 5 which increased total open position to 39


On 26 May PIDILITIND was trading at 1478.50. The strike last trading price was 47.9, which was -10.1 lower than the previous day. The implied volatity was 22.19, the open interest changed by 35 which increased total open position to 36


On 25 May PIDILITIND was trading at 1477.20. The strike last trading price was 58.15, which was 23.15 higher than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 0


On 22 May PIDILITIND was trading at 1478.40. The strike last trading price was 0, 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 18 May PIDILITIND was trading at 1450.20. The strike last trading price was 0, which was -34.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May PIDILITIND was trading at 1467.70. The strike last trading price was 0, which was -34.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May PIDILITIND was trading at 1483.80. The strike last trading price was 0, which was -34.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May PIDILITIND was trading at 1445.60. The strike last trading price was 0, which was -34.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May PIDILITIND was trading at 1453.00. The strike last trading price was 0, which was -34.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May PIDILITIND was trading at 1437.20. The strike last trading price was 0, which was -34.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May PIDILITIND was trading at 1476.00. The strike last trading price was 0, 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 7 May PIDILITIND was trading at 1450.40. The strike last trading price was 0, 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 6 May PIDILITIND was trading at 1421.50. The strike last trading price was 0, 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 5 May PIDILITIND was trading at 1364.20. The strike last trading price was 0, 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 4 May PIDILITIND was trading at 1364.60. The strike last trading price was 0, 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 30 Apr PIDILITIND was trading at 1375.70. The strike last trading price was 0, 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 29 Apr PIDILITIND was trading at 1389.00. The strike last trading price was 0, 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


PIDILITIND 30-Jun-2026 (28d) 1470 PE
Delta: -0.52
Vega: 0.02
Theta: -0.46
Gamma: 0.00455
Date Close Ltp Change IV Volume OI Chg OI
1 Jun 1457.20 38.6 11.5 (42.44%) 21.22 152 23 84
29 May 1482.80 27.15 -0.15 (-0.55%) 21.44 75 30 62
27 May 1480.70 27 -9.25 (-25.52%) 19.75 43 13 33
26 May 1478.50 36.25 0.7 (1.97%) 22.79 46 16 20
25 May 1477.20 34.95 0.45 (1.30%) 24.74 5 2 3
22 May 1478.40 34.5 -63 (-64.62%) 22.66 1 1 1
18 May 1450.20 0 -97.5 (-100.00%) - 0 0 0
15 May 1467.70 0 -97.5 (-100.00%) - 0 0 0
14 May 1483.80 0 -97.5 (-100.00%) 0 0 0 0
13 May 1445.60 0 -97.5 (-100.00%) 0 0 0 0
12 May 1453.00 0 -97.5 (-100.00%) 0 0 0 0
11 May 1437.20 0 -97.5 (-100.00%) 0 0 0 0
8 May 1476.00 0 0 - 0 0 0
7 May 1450.40 0 0 - 0 0 0
6 May 1421.50 0 0 - 0 0 0
5 May 1364.20 0 0 - 0 0 0
4 May 1364.60 0 0 - 0 0 0
30 Apr 1375.70 0 0 - 0 0 0
29 Apr 1389.00 0 0 - 0 0 0


For Pidilite Industries Ltd - strike price 1470 expiring on 30JUN2026

Delta for 1470 PE is -0.52

Historical price for 1470 PE is as follows

On 1 Jun PIDILITIND was trading at 1457.20. The strike last trading price was 38.6, which was 11.5 higher than the previous day. The implied volatity was 21.22, the open interest changed by 23 which increased total open position to 84


On 29 May PIDILITIND was trading at 1482.80. The strike last trading price was 27.15, which was -0.15 lower than the previous day. The implied volatity was 21.44, the open interest changed by 30 which increased total open position to 62


On 27 May PIDILITIND was trading at 1480.70. The strike last trading price was 27, which was -9.25 lower than the previous day. The implied volatity was 19.75, the open interest changed by 13 which increased total open position to 33


On 26 May PIDILITIND was trading at 1478.50. The strike last trading price was 36.25, which was 0.7 higher than the previous day. The implied volatity was 22.79, the open interest changed by 16 which increased total open position to 20


On 25 May PIDILITIND was trading at 1477.20. The strike last trading price was 34.95, which was 0.45 higher than the previous day. The implied volatity was 24.74, the open interest changed by 2 which increased total open position to 3


On 22 May PIDILITIND was trading at 1478.40. The strike last trading price was 34.5, which was -63 lower than the previous day. The implied volatity was 22.66, the open interest changed by 1 which increased total open position to 1


On 18 May PIDILITIND was trading at 1450.20. The strike last trading price was 0, which was -97.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May PIDILITIND was trading at 1467.70. The strike last trading price was 0, which was -97.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May PIDILITIND was trading at 1483.80. The strike last trading price was 0, which was -97.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May PIDILITIND was trading at 1445.60. The strike last trading price was 0, which was -97.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May PIDILITIND was trading at 1453.00. The strike last trading price was 0, which was -97.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May PIDILITIND was trading at 1437.20. The strike last trading price was 0, which was -97.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May PIDILITIND was trading at 1476.00. The strike last trading price was 0, 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 7 May PIDILITIND was trading at 1450.40. The strike last trading price was 0, 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 6 May PIDILITIND was trading at 1421.50. The strike last trading price was 0, 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 5 May PIDILITIND was trading at 1364.20. The strike last trading price was 0, 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 4 May PIDILITIND was trading at 1364.60. The strike last trading price was 0, 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 30 Apr PIDILITIND was trading at 1375.70. The strike last trading price was 0, 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 29 Apr PIDILITIND was trading at 1389.00. The strike last trading price was 0, 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