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Historical option data for PIDILITIND

18 Jun 2026 09:29 AM IST
PIDILITIND 30-Jun-2026 (12d) 1520 CE
Delta: 0.89
Vega: 0.01
Theta: -0.44
Gamma: 0.0036
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 1578.00 65.5 -0.5 (-0.76%) 17.81 24 0 160
17 Jun 1578.20 65.5 5.5 (9.17%) 17.81 24 -4 163
16 Jun 1571.20 60 -2 (-3.23%) 20.1 16 -2 167
15 Jun 1571.00 61.45 18.45 (42.91%) 19.29 143 -27 169
12 Jun 1535.50 40 17 (73.91%) 23.89 1,755 -156 196
11 Jun 1498.80 24.65 -6.35 (-20.48%) 22.39 570 -45 354
10 Jun 1506.50 30.5 12.5 (69.44%) 23.92 3,797 322 395
9 Jun 1481.80 17.9 5.9 (49.17%) 22.39 78 -12 73
8 Jun 1459.80 11.4 -5.6 (-32.94%) 21.86 70 12 86
5 Jun 1476.60 16.05 -2.95 (-15.53%) 20.56 527 22 74
4 Jun 1471.10 19.35 0.35 (1.84%) 22.38 20 1 52
3 Jun 1469.20 18.4 1.4 (8.24%) 22.4 28 -8 51
2 Jun 1454.60 16.8 0.8 (5.00%) 23.99 28 -4 58
1 Jun 1457.20 16.35 -9.65 (-37.12%) 23.19 76 -16 61
29 May 1482.80 26.15 -0.85 (-3.15%) 19.37 75 22 70
27 May 1480.70 27.9 -1.1 (-3.79%) 22.79 67 12 47
26 May 1478.50 29.3 -0.7 (-2.33%) 23.38 20 5 36
25 May 1477.20 30.4 0.4 (1.33%) 23.71 41 25 31
22 May 1478.40 30 0 (0.00%) 23.6 6 0 6
21 May 1472.80 30 21 (233.33%) 23.6 6 0 0
18 May 1450.20 0 -9.4 (-100.00%) - 0 0 0
15 May 1467.70 0 -9.4 (-100.00%) - 0 0 0
14 May 1483.80 0 -9.4 (-100.00%) 0 0 0 0
13 May 1445.60 0 -9.4 (-100.00%) 0 0 0 0
12 May 1453.00 0 -9.4 (-100.00%) 0 0 0 0
11 May 1437.20 0 -9.4 (-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 1520 expiring on 30JUN2026

Delta for 1520 CE is 0.89

Historical price for 1520 CE is as follows

On 18 Jun PIDILITIND was trading at 1578.00. The strike last trading price was 65.5, which was -0.5 lower than the previous day. The implied volatity was 17.81, the open interest changed by 0 which decreased total open position to 160


On 17 Jun PIDILITIND was trading at 1578.20. The strike last trading price was 65.5, which was 5.5 higher than the previous day. The implied volatity was 17.81, the open interest changed by -4 which decreased total open position to 163


On 16 Jun PIDILITIND was trading at 1571.20. The strike last trading price was 60, which was -2 lower than the previous day. The implied volatity was 20.1, the open interest changed by -2 which decreased total open position to 167


On 15 Jun PIDILITIND was trading at 1571.00. The strike last trading price was 61.45, which was 18.45 higher than the previous day. The implied volatity was 19.29, the open interest changed by -27 which decreased total open position to 169


On 12 Jun PIDILITIND was trading at 1535.50. The strike last trading price was 40, which was 17 higher than the previous day. The implied volatity was 23.89, the open interest changed by -156 which decreased total open position to 196


On 11 Jun PIDILITIND was trading at 1498.80. The strike last trading price was 24.65, which was -6.35 lower than the previous day. The implied volatity was 22.39, the open interest changed by -45 which decreased total open position to 354


On 10 Jun PIDILITIND was trading at 1506.50. The strike last trading price was 30.5, which was 12.5 higher than the previous day. The implied volatity was 23.92, the open interest changed by 322 which increased total open position to 395


On 9 Jun PIDILITIND was trading at 1481.80. The strike last trading price was 17.9, which was 5.9 higher than the previous day. The implied volatity was 22.39, the open interest changed by -12 which decreased total open position to 73


On 8 Jun PIDILITIND was trading at 1459.80. The strike last trading price was 11.4, which was -5.6 lower than the previous day. The implied volatity was 21.86, the open interest changed by 12 which increased total open position to 86


On 5 Jun PIDILITIND was trading at 1476.60. The strike last trading price was 16.05, which was -2.95 lower than the previous day. The implied volatity was 20.56, the open interest changed by 22 which increased total open position to 74


On 4 Jun PIDILITIND was trading at 1471.10. The strike last trading price was 19.35, which was 0.35 higher than the previous day. The implied volatity was 22.38, the open interest changed by 1 which increased total open position to 52


On 3 Jun PIDILITIND was trading at 1469.20. The strike last trading price was 18.4, which was 1.4 higher than the previous day. The implied volatity was 22.4, the open interest changed by -8 which decreased total open position to 51


On 2 Jun PIDILITIND was trading at 1454.60. The strike last trading price was 16.8, which was 0.8 higher than the previous day. The implied volatity was 23.99, the open interest changed by -4 which decreased total open position to 58


On 1 Jun PIDILITIND was trading at 1457.20. The strike last trading price was 16.35, which was -9.65 lower than the previous day. The implied volatity was 23.19, the open interest changed by -16 which decreased total open position to 61


On 29 May PIDILITIND was trading at 1482.80. The strike last trading price was 26.15, which was -0.85 lower than the previous day. The implied volatity was 19.37, the open interest changed by 22 which increased total open position to 70


On 27 May PIDILITIND was trading at 1480.70. The strike last trading price was 27.9, which was -1.1 lower than the previous day. The implied volatity was 22.79, the open interest changed by 12 which increased total open position to 47


On 26 May PIDILITIND was trading at 1478.50. The strike last trading price was 29.3, which was -0.7 lower than the previous day. The implied volatity was 23.38, the open interest changed by 5 which increased total open position to 36


On 25 May PIDILITIND was trading at 1477.20. The strike last trading price was 30.4, which was 0.4 higher than the previous day. The implied volatity was 23.71, the open interest changed by 25 which increased total open position to 31


On 22 May PIDILITIND was trading at 1478.40. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 23.6, the open interest changed by 0 which decreased total open position to 6


On 21 May PIDILITIND was trading at 1472.80. The strike last trading price was 30, which was 21 higher than the previous day. The implied volatity was 23.6, 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 -9.4 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 -9.4 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 -9.4 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 -9.4 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 -9.4 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 -9.4 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 (12d) 1520 PE
Delta: -0.13
Vega: 0.01
Theta: -0.31
Gamma: 0.00379
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 1578.00 3.85 -0.15 (-3.75%) 19.34 6 0 146
17 Jun 1578.20 4.1 -2.5 (-37.88%) 19.57 72 6 145
16 Jun 1571.20 6.95 -2.35 (-25.27%) 21.02 51 -3 140
15 Jun 1571.00 9.3 -9.75 (-51.18%) 22.56 243 8 143
12 Jun 1535.50 20.7 -16.45 (-44.28%) 19.92 738 8 135
11 Jun 1498.80 37.15 2.8 (8.15%) 21.11 60 -1 127
10 Jun 1506.50 34.15 -25.85 (-43.08%) 21.31 1,158 126 128
9 Jun 1481.80 60 60 - 2 0 2
8 Jun 1459.80 60 60 - 2 0 2
5 Jun 1476.60 60 60 - 2 0 2
4 Jun 1471.10 60 60 - 2 0 2
3 Jun 1469.20 60 60 - 2 0 2
2 Jun 1454.60 60 60 - 2 0 2
1 Jun 1457.20 60 60 - 2 0 2
29 May 1482.80 60 60 - 2 0 2
27 May 1480.70 60 60 (-72.37%) 22 2 0 2
26 May 1478.50 60 -157.15 (-72.37%) 22 2 1 1
25 May 1477.20 0 0 - 0 0 0
22 May 1478.40 0 0 - 0 0 0
21 May 1472.80 0 0 - 0 0 0
18 May 1450.20 0 -217.15 (-100.00%) - 0 0 0
15 May 1467.70 0 -217.15 (-100.00%) - 0 0 0
14 May 1483.80 0 -217.15 (-100.00%) 0 0 0 0
13 May 1445.60 0 -217.15 (-100.00%) 0 0 0 0
12 May 1453.00 0 -217.15 (-100.00%) 0 0 0 0
11 May 1437.20 0 -217.15 (-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 1520 expiring on 30JUN2026

Delta for 1520 PE is -0.13

Historical price for 1520 PE is as follows

On 18 Jun PIDILITIND was trading at 1578.00. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 19.34, the open interest changed by 0 which decreased total open position to 146


On 17 Jun PIDILITIND was trading at 1578.20. The strike last trading price was 4.1, which was -2.5 lower than the previous day. The implied volatity was 19.57, the open interest changed by 6 which increased total open position to 145


On 16 Jun PIDILITIND was trading at 1571.20. The strike last trading price was 6.95, which was -2.35 lower than the previous day. The implied volatity was 21.02, the open interest changed by -3 which decreased total open position to 140


On 15 Jun PIDILITIND was trading at 1571.00. The strike last trading price was 9.3, which was -9.75 lower than the previous day. The implied volatity was 22.56, the open interest changed by 8 which increased total open position to 143


On 12 Jun PIDILITIND was trading at 1535.50. The strike last trading price was 20.7, which was -16.45 lower than the previous day. The implied volatity was 19.92, the open interest changed by 8 which increased total open position to 135


On 11 Jun PIDILITIND was trading at 1498.80. The strike last trading price was 37.15, which was 2.8 higher than the previous day. The implied volatity was 21.11, the open interest changed by -1 which decreased total open position to 127


On 10 Jun PIDILITIND was trading at 1506.50. The strike last trading price was 34.15, which was -25.85 lower than the previous day. The implied volatity was 21.31, the open interest changed by 126 which increased total open position to 128


On 9 Jun PIDILITIND was trading at 1481.80. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Jun PIDILITIND was trading at 1459.80. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Jun PIDILITIND was trading at 1476.60. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Jun PIDILITIND was trading at 1471.10. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Jun PIDILITIND was trading at 1469.20. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Jun PIDILITIND was trading at 1454.60. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 Jun PIDILITIND was trading at 1457.20. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 29 May PIDILITIND was trading at 1482.80. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 May PIDILITIND was trading at 1480.70. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was 22, the open interest changed by 0 which decreased total open position to 2


On 26 May PIDILITIND was trading at 1478.50. The strike last trading price was 60, which was -157.15 lower than the previous day. The implied volatity was 22, the open interest changed by 1 which increased total open position to 1


On 25 May PIDILITIND was trading at 1477.20. 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 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 21 May PIDILITIND was trading at 1472.80. 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 -217.15 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 -217.15 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 -217.15 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 -217.15 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 -217.15 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 -217.15 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