PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
24 Dec 2025 04:12 PM IST
| PIDILITIND 27-JAN-2026 1500 CE | ||||||||||||||||
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Delta: 0.29
Vega: 1.52
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1446.60 | 13 | -6.2 | 16.28 | 175 | 59 | 173 | |||||||||
| 23 Dec | 1462.10 | 19.5 | 0.35 | 16.51 | 128 | 35 | 111 | |||||||||
| 22 Dec | 1459.20 | 18.6 | -1.6 | 16.65 | 84 | 13 | 77 | |||||||||
| 19 Dec | 1458.30 | 20.85 | 2.15 | 16.59 | 34 | 3 | 63 | |||||||||
| 18 Dec | 1451.60 | 18.5 | -0.75 | 16.83 | 38 | -3 | 60 | |||||||||
| 17 Dec | 1450.70 | 19 | -8.2 | 16.75 | 53 | 41 | 62 | |||||||||
| 16 Dec | 1473.10 | 27.2 | -6.2 | 17.08 | 12 | 6 | 21 | |||||||||
| 15 Dec | 1479.40 | 33.4 | 3.4 | 18.20 | 7 | 2 | 15 | |||||||||
| 12 Dec | 1476.80 | 30 | 2.5 | - | 0 | 0 | 13 | |||||||||
| 11 Dec | 1467.40 | 30 | 2.5 | 17.96 | 1 | 0 | 12 | |||||||||
| 10 Dec | 1455.70 | 27.5 | -3.5 | - | 0 | 0 | 12 | |||||||||
| 9 Dec | 1459.80 | 27.5 | -3.5 | 17.15 | 19 | 10 | 12 | |||||||||
| 8 Dec | 1456.10 | 31 | -5.2 | 18.64 | 1 | 0 | 1 | |||||||||
| 5 Dec | 1475.10 | 36.2 | 0 | 16.62 | 1 | 0 | 0 | |||||||||
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| 4 Dec | 1484.70 | 36.2 | 0.4 | 14.90 | 1 | 0 | 1 | |||||||||
| 3 Dec | 1478.60 | 35.8 | -9.2 | 15.33 | 1 | 0 | 0 | |||||||||
| 2 Dec | 1468.90 | 45 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
| 1 Dec | 1468.60 | 45 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
| 28 Nov | 1469.80 | 45 | 0 | 0.20 | 0 | 0 | 0 | |||||||||
| 26 Nov | 1484.40 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
For Pidilite Industries Ltd - strike price 1500 expiring on 27JAN2026
Delta for 1500 CE is 0.29
Historical price for 1500 CE is as follows
On 24 Dec PIDILITIND was trading at 1446.60. The strike last trading price was 13, which was -6.2 lower than the previous day. The implied volatity was 16.28, the open interest changed by 59 which increased total open position to 173
On 23 Dec PIDILITIND was trading at 1462.10. The strike last trading price was 19.5, which was 0.35 higher than the previous day. The implied volatity was 16.51, the open interest changed by 35 which increased total open position to 111
On 22 Dec PIDILITIND was trading at 1459.20. The strike last trading price was 18.6, which was -1.6 lower than the previous day. The implied volatity was 16.65, the open interest changed by 13 which increased total open position to 77
On 19 Dec PIDILITIND was trading at 1458.30. The strike last trading price was 20.85, which was 2.15 higher than the previous day. The implied volatity was 16.59, the open interest changed by 3 which increased total open position to 63
On 18 Dec PIDILITIND was trading at 1451.60. The strike last trading price was 18.5, which was -0.75 lower than the previous day. The implied volatity was 16.83, the open interest changed by -3 which decreased total open position to 60
On 17 Dec PIDILITIND was trading at 1450.70. The strike last trading price was 19, which was -8.2 lower than the previous day. The implied volatity was 16.75, the open interest changed by 41 which increased total open position to 62
On 16 Dec PIDILITIND was trading at 1473.10. The strike last trading price was 27.2, which was -6.2 lower than the previous day. The implied volatity was 17.08, the open interest changed by 6 which increased total open position to 21
On 15 Dec PIDILITIND was trading at 1479.40. The strike last trading price was 33.4, which was 3.4 higher than the previous day. The implied volatity was 18.20, the open interest changed by 2 which increased total open position to 15
On 12 Dec PIDILITIND was trading at 1476.80. The strike last trading price was 30, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 11 Dec PIDILITIND was trading at 1467.40. The strike last trading price was 30, which was 2.5 higher than the previous day. The implied volatity was 17.96, the open interest changed by 0 which decreased total open position to 12
On 10 Dec PIDILITIND was trading at 1455.70. The strike last trading price was 27.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 9 Dec PIDILITIND was trading at 1459.80. The strike last trading price was 27.5, which was -3.5 lower than the previous day. The implied volatity was 17.15, the open interest changed by 10 which increased total open position to 12
On 8 Dec PIDILITIND was trading at 1456.10. The strike last trading price was 31, which was -5.2 lower than the previous day. The implied volatity was 18.64, the open interest changed by 0 which decreased total open position to 1
On 5 Dec PIDILITIND was trading at 1475.10. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 16.62, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PIDILITIND was trading at 1484.70. The strike last trading price was 36.2, which was 0.4 higher than the previous day. The implied volatity was 14.90, the open interest changed by 0 which decreased total open position to 1
On 3 Dec PIDILITIND was trading at 1478.60. The strike last trading price was 35.8, which was -9.2 lower than the previous day. The implied volatity was 15.33, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PIDILITIND was trading at 1468.90. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 1 Dec PIDILITIND was trading at 1468.60. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PIDILITIND was trading at 1469.80. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PIDILITIND was trading at 1484.40. The strike last trading price was 45, 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 27JAN2026 1500 PE | |||||||
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Delta: -0.71
Vega: 1.51
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1446.60 | 53.35 | 6.75 | 15.79 | 19 | 7 | 22 |
| 23 Dec | 1462.10 | 46.6 | -9.15 | 19.04 | 16 | 3 | 12 |
| 22 Dec | 1459.20 | 55.75 | -0.25 | - | 0 | 0 | 9 |
| 19 Dec | 1458.30 | 55.75 | -0.25 | 21.91 | 1 | 0 | 10 |
| 18 Dec | 1451.60 | 56 | 0 | 18.97 | 6 | 0 | 7 |
| 17 Dec | 1450.70 | 56 | 14 | 19.02 | 3 | 2 | 7 |
| 16 Dec | 1473.10 | 42 | -14 | 17.60 | 4 | 2 | 5 |
| 15 Dec | 1479.40 | 56 | 6.65 | - | 0 | 0 | 0 |
| 12 Dec | 1476.80 | 56 | 6.65 | - | 0 | 0 | 3 |
| 11 Dec | 1467.40 | 56 | 6.65 | - | 0 | 0 | 3 |
| 10 Dec | 1455.70 | 56 | 6.65 | - | 0 | 0 | 3 |
| 9 Dec | 1459.80 | 56 | 6.65 | 21.06 | 1 | 0 | 2 |
| 8 Dec | 1456.10 | 49.35 | -13.4 | - | 0 | 0 | 2 |
| 5 Dec | 1475.10 | 49.35 | -13.4 | - | 0 | 0 | 0 |
| 4 Dec | 1484.70 | 49.35 | -13.4 | - | 0 | 0 | 0 |
| 3 Dec | 1478.60 | 49.35 | -13.4 | - | 0 | 2 | 0 |
| 2 Dec | 1468.90 | 49.35 | -13.4 | 19.98 | 4 | 2 | 2 |
| 1 Dec | 1468.60 | 62.75 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1469.80 | 62.75 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 1484.40 | 62.75 | 0 | 0.32 | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 1500 expiring on 27JAN2026
Delta for 1500 PE is -0.71
Historical price for 1500 PE is as follows
On 24 Dec PIDILITIND was trading at 1446.60. The strike last trading price was 53.35, which was 6.75 higher than the previous day. The implied volatity was 15.79, the open interest changed by 7 which increased total open position to 22
On 23 Dec PIDILITIND was trading at 1462.10. The strike last trading price was 46.6, which was -9.15 lower than the previous day. The implied volatity was 19.04, the open interest changed by 3 which increased total open position to 12
On 22 Dec PIDILITIND was trading at 1459.20. The strike last trading price was 55.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Dec PIDILITIND was trading at 1458.30. The strike last trading price was 55.75, which was -0.25 lower than the previous day. The implied volatity was 21.91, the open interest changed by 0 which decreased total open position to 10
On 18 Dec PIDILITIND was trading at 1451.60. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was 18.97, the open interest changed by 0 which decreased total open position to 7
On 17 Dec PIDILITIND was trading at 1450.70. The strike last trading price was 56, which was 14 higher than the previous day. The implied volatity was 19.02, the open interest changed by 2 which increased total open position to 7
On 16 Dec PIDILITIND was trading at 1473.10. The strike last trading price was 42, which was -14 lower than the previous day. The implied volatity was 17.60, the open interest changed by 2 which increased total open position to 5
On 15 Dec PIDILITIND was trading at 1479.40. The strike last trading price was 56, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec PIDILITIND was trading at 1476.80. The strike last trading price was 56, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Dec PIDILITIND was trading at 1467.40. The strike last trading price was 56, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec PIDILITIND was trading at 1455.70. The strike last trading price was 56, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec PIDILITIND was trading at 1459.80. The strike last trading price was 56, which was 6.65 higher than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 2
On 8 Dec PIDILITIND was trading at 1456.10. The strike last trading price was 49.35, which was -13.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec PIDILITIND was trading at 1475.10. The strike last trading price was 49.35, which was -13.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PIDILITIND was trading at 1484.70. The strike last trading price was 49.35, which was -13.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec PIDILITIND was trading at 1478.60. The strike last trading price was 49.35, which was -13.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 2 Dec PIDILITIND was trading at 1468.90. The strike last trading price was 49.35, which was -13.4 lower than the previous day. The implied volatity was 19.98, the open interest changed by 2 which increased total open position to 2
On 1 Dec PIDILITIND was trading at 1468.60. The strike last trading price was 62.75, 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 28 Nov PIDILITIND was trading at 1469.80. The strike last trading price was 62.75, 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 26 Nov PIDILITIND was trading at 1484.40. The strike last trading price was 62.75, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0































































































































































































































