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Historical option data for PIDILITIND

24 Jun 2026 04:00 PM IST
PIDILITIND 30-Jun-2026 (6d) 1540 CE
Delta: 0.73
Vega: 0.01
Theta: -1.17
Gamma: 0.00685
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 1579.00 36.6 36.6 (-3.68%) 21.8 46 0 107
23 Jun 1566.70 36.6 -1.4 (-3.68%) 21.8 46 -38 108
22 Jun 1572.20 37.85 -10.15 (-21.15%) 15.16 12 -8 147
19 Jun 1579.90 48.45 3.45 (7.67%) 19.78 12 -5 154
18 Jun 1581.10 44.75 -4.25 (-8.67%) 21.78 20 -2 160
17 Jun 1578.20 49.1 3.1 (6.74%) 18.09 52 -9 162
16 Jun 1571.20 46.35 -0.65 (-1.38%) 20.03 74 11 172
15 Jun 1571.00 47 16 (51.61%) 20.73 482 -160 161
12 Jun 1535.50 29.1 14.1 (94.00%) 23.34 3,406 100 322
11 Jun 1498.80 17.5 -4.5 (-20.45%) 22.83 397 -50 218
10 Jun 1506.50 21.9 9.9 (82.50%) 23.6 3,270 129 267
9 Jun 1481.80 12.1 5.1 (72.86%) 21.23 89 17 135
8 Jun 1459.80 7.2 -4.8 (-40.00%) 21.81 34 5 118
5 Jun 1476.60 11.85 -1.15 (-8.85%) 20.71 54 10 114
4 Jun 1471.10 12.8 -1.2 (-8.57%) 22.19 39 6 105
3 Jun 1469.20 13.55 1.55 (12.92%) 22.73 76 8 96
2 Jun 1454.60 11.8 -0.2 (-1.67%) 23.74 59 13 87
1 Jun 1457.20 12.1 -6.9 (-36.32%) 23.35 81 -7 75
29 May 1482.80 19.4 -1.6 (-7.62%) 19.65 60 11 78
27 May 1480.70 21 0 (0.00%) 22.66 47 12 66
26 May 1478.50 20.9 -3.1 (-12.92%) 23.7 10 6 53
25 May 1477.20 23.2 -2.8 (-10.77%) 24.45 44 33 47
22 May 1478.40 26 5 (23.81%) 24.49 12 10 14
21 May 1472.80 21.05 21.05 (0.24%) 25.24 3 0 4
20 May 1455.60 21.05 0.05 (0.24%) 25.24 3 2 4
19 May 1455.80 21.05 13.05 (163.13%) 24.63 2 1 1
18 May 1450.20 0 -7.6 (-100.00%) - 0 0 0
15 May 1467.70 0 -7.6 (-100.00%) - 0 0 0
14 May 1483.80 0 -7.6 (-100.00%) 0 0 0 0
13 May 1445.60 0 -7.6 (-100.00%) 0 0 0 0
12 May 1453.00 0 -7.6 (-100.00%) 0 0 0 0
11 May 1437.20 0 -7.6 (-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 1540 expiring on 30JUN2026

Delta for 1540 CE is 0.73

Historical price for 1540 CE is as follows

On 24 Jun PIDILITIND was trading at 1579.00. The strike last trading price was 36.6, which was 36.6 higher than the previous day. The implied volatity was 21.8, the open interest changed by 0 which decreased total open position to 107


On 23 Jun PIDILITIND was trading at 1566.70. The strike last trading price was 36.6, which was -1.4 lower than the previous day. The implied volatity was 21.8, the open interest changed by -38 which decreased total open position to 108


On 22 Jun PIDILITIND was trading at 1572.20. The strike last trading price was 37.85, which was -10.15 lower than the previous day. The implied volatity was 15.16, the open interest changed by -8 which decreased total open position to 147


On 19 Jun PIDILITIND was trading at 1579.90. The strike last trading price was 48.45, which was 3.45 higher than the previous day. The implied volatity was 19.78, the open interest changed by -5 which decreased total open position to 154


On 18 Jun PIDILITIND was trading at 1581.10. The strike last trading price was 44.75, which was -4.25 lower than the previous day. The implied volatity was 21.78, the open interest changed by -2 which decreased total open position to 160


On 17 Jun PIDILITIND was trading at 1578.20. The strike last trading price was 49.1, which was 3.1 higher than the previous day. The implied volatity was 18.09, the open interest changed by -9 which decreased total open position to 162


On 16 Jun PIDILITIND was trading at 1571.20. The strike last trading price was 46.35, which was -0.65 lower than the previous day. The implied volatity was 20.03, the open interest changed by 11 which increased total open position to 172


On 15 Jun PIDILITIND was trading at 1571.00. The strike last trading price was 47, which was 16 higher than the previous day. The implied volatity was 20.73, the open interest changed by -160 which decreased total open position to 161


On 12 Jun PIDILITIND was trading at 1535.50. The strike last trading price was 29.1, which was 14.1 higher than the previous day. The implied volatity was 23.34, the open interest changed by 100 which increased total open position to 322


On 11 Jun PIDILITIND was trading at 1498.80. The strike last trading price was 17.5, which was -4.5 lower than the previous day. The implied volatity was 22.83, the open interest changed by -50 which decreased total open position to 218


On 10 Jun PIDILITIND was trading at 1506.50. The strike last trading price was 21.9, which was 9.9 higher than the previous day. The implied volatity was 23.6, the open interest changed by 129 which increased total open position to 267


On 9 Jun PIDILITIND was trading at 1481.80. The strike last trading price was 12.1, which was 5.1 higher than the previous day. The implied volatity was 21.23, the open interest changed by 17 which increased total open position to 135


On 8 Jun PIDILITIND was trading at 1459.80. The strike last trading price was 7.2, which was -4.8 lower than the previous day. The implied volatity was 21.81, the open interest changed by 5 which increased total open position to 118


On 5 Jun PIDILITIND was trading at 1476.60. The strike last trading price was 11.85, which was -1.15 lower than the previous day. The implied volatity was 20.71, the open interest changed by 10 which increased total open position to 114


On 4 Jun PIDILITIND was trading at 1471.10. The strike last trading price was 12.8, which was -1.2 lower than the previous day. The implied volatity was 22.19, the open interest changed by 6 which increased total open position to 105


On 3 Jun PIDILITIND was trading at 1469.20. The strike last trading price was 13.55, which was 1.55 higher than the previous day. The implied volatity was 22.73, the open interest changed by 8 which increased total open position to 96


On 2 Jun PIDILITIND was trading at 1454.60. The strike last trading price was 11.8, which was -0.2 lower than the previous day. The implied volatity was 23.74, the open interest changed by 13 which increased total open position to 87


On 1 Jun PIDILITIND was trading at 1457.20. The strike last trading price was 12.1, which was -6.9 lower than the previous day. The implied volatity was 23.35, the open interest changed by -7 which decreased total open position to 75


On 29 May PIDILITIND was trading at 1482.80. The strike last trading price was 19.4, which was -1.6 lower than the previous day. The implied volatity was 19.65, the open interest changed by 11 which increased total open position to 78


On 27 May PIDILITIND was trading at 1480.70. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 22.66, the open interest changed by 12 which increased total open position to 66


On 26 May PIDILITIND was trading at 1478.50. The strike last trading price was 20.9, which was -3.1 lower than the previous day. The implied volatity was 23.7, the open interest changed by 6 which increased total open position to 53


On 25 May PIDILITIND was trading at 1477.20. The strike last trading price was 23.2, which was -2.8 lower than the previous day. The implied volatity was 24.45, the open interest changed by 33 which increased total open position to 47


On 22 May PIDILITIND was trading at 1478.40. The strike last trading price was 26, which was 5 higher than the previous day. The implied volatity was 24.49, the open interest changed by 10 which increased total open position to 14


On 21 May PIDILITIND was trading at 1472.80. The strike last trading price was 21.05, which was 21.05 higher than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 4


On 20 May PIDILITIND was trading at 1455.60. The strike last trading price was 21.05, which was 0.05 higher than the previous day. The implied volatity was 25.24, the open interest changed by 2 which increased total open position to 4


On 19 May PIDILITIND was trading at 1455.80. The strike last trading price was 21.05, which was 13.05 higher than the previous day. The implied volatity was 24.63, 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 -7.6 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 -7.6 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 -7.6 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 -7.6 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 -7.6 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 -7.6 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 (6d) 1540 PE
Delta: -0.14
Vega: 0
Theta: -0.52
Gamma: 0.00546
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 1579.00 2.85 -3.35 (-54.03%) 19.35 48 17 191
23 Jun 1566.70 6 -0.75 (-11.11%) 21.18 167 -8 175
22 Jun 1572.20 7.9 1.1 (16.18%) 20.15 281 -4 183
19 Jun 1579.90 5.8 -0.15 (-2.52%) 18.63 123 8 186
18 Jun 1581.10 6.5 -1.45 (-18.24%) 18.77 61 -1 178
17 Jun 1578.20 7.7 -3.7 (-32.46%) 19.28 111 25 178
16 Jun 1571.20 11.75 -2.1 (-15.16%) 20.37 93 -3 150
15 Jun 1571.00 14.1 -13.25 (-48.45%) 22.33 151 14 152
12 Jun 1535.50 29.35 -14.25 (-32.68%) 19.17 1,032 119 139
11 Jun 1498.80 43.6 0 (0.00%) 21.25 116 0 20
10 Jun 1506.50 44.9 -31.2 (-41.00%) 21.25 116 14 21
9 Jun 1481.80 76.1 0 (0.00%) - 8 0 7
8 Jun 1459.80 76.1 0 (0.00%) - 8 0 7
5 Jun 1476.60 76.1 0 (0.00%) - 8 0 7
4 Jun 1471.10 76.1 0 (0.00%) - 8 0 7
3 Jun 1469.20 76.1 0 (0.00%) - 8 0 7
2 Jun 1454.60 76.1 0 (0.00%) 18.54 8 0 7
1 Jun 1457.20 76.1 -13.9 (-15.44%) 18.54 8 6 7
29 May 1482.80 90 0 (0.00%) - 0 0 1
27 May 1480.70 90 0 (0.00%) - 0 0 1
26 May 1478.50 90 0 (0.00%) - 0 0 1
25 May 1477.20 90 90 (0.00%) - 0 0 1
22 May 1478.40 90 0 (0.00%) - 0 0 1
21 May 1472.80 90 0 (0.00%) - 0 0 1
20 May 1455.60 90 0 (0.00%) 20.74 0 0 1
19 May 1455.80 90 -145 (-61.70%) 20.74 1 0 0
18 May 1450.20 0 -235 (-100.00%) - 0 0 0
15 May 1467.70 0 -235 (-100.00%) - 0 0 0
14 May 1483.80 0 -235 (-100.00%) 0 0 0 0
13 May 1445.60 0 -235 (-100.00%) 0 0 0 0
12 May 1453.00 0 -235 (-100.00%) 0 0 0 0
11 May 1437.20 0 -235 (-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 1540 expiring on 30JUN2026

Delta for 1540 PE is -0.14

Historical price for 1540 PE is as follows

On 24 Jun PIDILITIND was trading at 1579.00. The strike last trading price was 2.85, which was -3.35 lower than the previous day. The implied volatity was 19.35, the open interest changed by 17 which increased total open position to 191


On 23 Jun PIDILITIND was trading at 1566.70. The strike last trading price was 6, which was -0.75 lower than the previous day. The implied volatity was 21.18, the open interest changed by -8 which decreased total open position to 175


On 22 Jun PIDILITIND was trading at 1572.20. The strike last trading price was 7.9, which was 1.1 higher than the previous day. The implied volatity was 20.15, the open interest changed by -4 which decreased total open position to 183


On 19 Jun PIDILITIND was trading at 1579.90. The strike last trading price was 5.8, which was -0.15 lower than the previous day. The implied volatity was 18.63, the open interest changed by 8 which increased total open position to 186


On 18 Jun PIDILITIND was trading at 1581.10. The strike last trading price was 6.5, which was -1.45 lower than the previous day. The implied volatity was 18.77, the open interest changed by -1 which decreased total open position to 178


On 17 Jun PIDILITIND was trading at 1578.20. The strike last trading price was 7.7, which was -3.7 lower than the previous day. The implied volatity was 19.28, the open interest changed by 25 which increased total open position to 178


On 16 Jun PIDILITIND was trading at 1571.20. The strike last trading price was 11.75, which was -2.1 lower than the previous day. The implied volatity was 20.37, the open interest changed by -3 which decreased total open position to 150


On 15 Jun PIDILITIND was trading at 1571.00. The strike last trading price was 14.1, which was -13.25 lower than the previous day. The implied volatity was 22.33, the open interest changed by 14 which increased total open position to 152


On 12 Jun PIDILITIND was trading at 1535.50. The strike last trading price was 29.35, which was -14.25 lower than the previous day. The implied volatity was 19.17, the open interest changed by 119 which increased total open position to 139


On 11 Jun PIDILITIND was trading at 1498.80. The strike last trading price was 43.6, which was 0 lower than the previous day. The implied volatity was 21.25, the open interest changed by 0 which decreased total open position to 20


On 10 Jun PIDILITIND was trading at 1506.50. The strike last trading price was 44.9, which was -31.2 lower than the previous day. The implied volatity was 21.25, the open interest changed by 14 which increased total open position to 21


On 9 Jun PIDILITIND was trading at 1481.80. The strike last trading price was 76.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 8 Jun PIDILITIND was trading at 1459.80. The strike last trading price was 76.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 5 Jun PIDILITIND was trading at 1476.60. The strike last trading price was 76.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 4 Jun PIDILITIND was trading at 1471.10. The strike last trading price was 76.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 3 Jun PIDILITIND was trading at 1469.20. The strike last trading price was 76.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 2 Jun PIDILITIND was trading at 1454.60. The strike last trading price was 76.1, which was 0 lower than the previous day. The implied volatity was 18.54, the open interest changed by 0 which decreased total open position to 7


On 1 Jun PIDILITIND was trading at 1457.20. The strike last trading price was 76.1, which was -13.9 lower than the previous day. The implied volatity was 18.54, the open interest changed by 6 which increased total open position to 7


On 29 May PIDILITIND was trading at 1482.80. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 May PIDILITIND was trading at 1480.70. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 May PIDILITIND was trading at 1478.50. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 May PIDILITIND was trading at 1477.20. The strike last trading price was 90, which was 90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 May PIDILITIND was trading at 1478.40. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 May PIDILITIND was trading at 1472.80. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 May PIDILITIND was trading at 1455.60. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was 20.74, the open interest changed by 0 which decreased total open position to 1


On 19 May PIDILITIND was trading at 1455.80. The strike last trading price was 90, which was -145 lower than the previous day. The implied volatity was 20.74, 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 -235 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 -235 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 -235 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 -235 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 -235 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 -235 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