Historical option data for PIDILITIND
22 Jun 2026 01:16 PM IST
| PIDILITIND 28-Jul-2026 (36d) 1550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.02
Theta: -0.57
Gamma: 0.00428
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1560.60 | 46 | -26 (-36.11%) | 18.41 | 2 | 0 | 6 | |||||||||
| 19 Jun | 1579.90 | 71.75 | -0.25 (-0.35%) | 24.47 | 1 | 0 | 6 | |||||||||
| 18 Jun | 1581.10 | 71.75 | 11.75 (19.58%) | 24.47 | 1 | 0 | 6 | |||||||||
| 17 Jun | 1578.20 | 60 | 0 (0.00%) | - | 1 | 0 | 6 | |||||||||
| 16 Jun | 1571.20 | 60 | 0 (0.00%) | 18.9 | 1 | 0 | 6 | |||||||||
| 15 Jun | 1571.00 | 60 | 21 (53.85%) | 18.9 | 1 | 1 | 6 | |||||||||
| 12 Jun | 1535.50 | 39 | 6 (18.18%) | 20.76 | 6 | 2 | 5 | |||||||||
| 11 Jun | 1498.80 | 33 | 0 (0.00%) | 21.69 | 7 | 0 | 3 | |||||||||
| 10 Jun | 1506.50 | 33 | 13 (65.00%) | 21.69 | 7 | 3 | 4 | |||||||||
| 9 Jun | 1481.80 | 29.2 | 0.2 (0.69%) | - | 1 | 0 | 1 | |||||||||
| 8 Jun | 1459.80 | 29.2 | 0.2 (0.69%) | - | 1 | 0 | 1 | |||||||||
| 5 Jun | 1476.60 | 29.2 | 0.2 (0.69%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 1471.10 | 29.2 | 0.2 (0.69%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 1469.20 | 29.2 | 0.2 (0.69%) | 20.95 | 1 | 0 | 1 | |||||||||
| 2 Jun | 1454.60 | 20 | -21 (-51.22%) | 20.95 | 1 | 1 | 1 | |||||||||
For Pidilite Industries Ltd - strike price 1550 expiring on 28JUL2026
Delta for 1550 CE is 0.59
Historical price for 1550 CE is as follows
On 22 Jun PIDILITIND was trading at 1560.60. The strike last trading price was 46, which was -26 lower than the previous day. The implied volatity was 18.41, the open interest changed by 0 which decreased total open position to 6
On 19 Jun PIDILITIND was trading at 1579.90. The strike last trading price was 71.75, which was -0.25 lower than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 6
On 18 Jun PIDILITIND was trading at 1581.10. The strike last trading price was 71.75, which was 11.75 higher than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 6
On 17 Jun PIDILITIND was trading at 1578.20. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Jun PIDILITIND was trading at 1571.20. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 18.9, the open interest changed by 0 which decreased total open position to 6
On 15 Jun PIDILITIND was trading at 1571.00. The strike last trading price was 60, which was 21 higher than the previous day. The implied volatity was 18.9, the open interest changed by 1 which increased total open position to 6
On 12 Jun PIDILITIND was trading at 1535.50. The strike last trading price was 39, which was 6 higher than the previous day. The implied volatity was 20.76, the open interest changed by 2 which increased total open position to 5
On 11 Jun PIDILITIND was trading at 1498.80. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 21.69, the open interest changed by 0 which decreased total open position to 3
On 10 Jun PIDILITIND was trading at 1506.50. The strike last trading price was 33, which was 13 higher than the previous day. The implied volatity was 21.69, the open interest changed by 3 which increased total open position to 4
On 9 Jun PIDILITIND was trading at 1481.80. The strike last trading price was 29.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun PIDILITIND was trading at 1459.80. The strike last trading price was 29.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun PIDILITIND was trading at 1476.60. The strike last trading price was 29.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun PIDILITIND was trading at 1471.10. The strike last trading price was 29.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun PIDILITIND was trading at 1469.20. The strike last trading price was 29.2, which was 0.2 higher than the previous day. The implied volatity was 20.95, the open interest changed by 0 which decreased total open position to 1
On 2 Jun PIDILITIND was trading at 1454.60. The strike last trading price was 20, which was -21 lower than the previous day. The implied volatity was 20.95, the open interest changed by 1 which increased total open position to 1
| PIDILITIND 28-Jul-2026 (36d) 1550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.02
Theta: -0.4
Gamma: 0.0036
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1560.60 | 27.85 | 8.7 (45.43%) | 21.09 | 13 | 1 | 14 |
| 19 Jun | 1579.90 | 19.15 | 19.15 (-36.17%) | 16.65 | 1 | 0 | 13 |
| 18 Jun | 1581.10 | 19.15 | -10.85 (-36.17%) | 16.65 | 1 | 0 | 13 |
| 17 Jun | 1578.20 | 30 | -6 (-16.67%) | 20.49 | 2 | 1 | 13 |
| 16 Jun | 1571.20 | 36 | -13.95 (-27.93%) | 22.48 | 1 | 0 | 12 |
| 15 Jun | 1571.00 | 49.95 | 49.95 (-29.65%) | 22.45 | 6 | 0 | 12 |
| 12 Jun | 1535.50 | 49.95 | -21.05 (-29.65%) | 22.45 | 6 | 3 | 9 |
| 11 Jun | 1498.80 | 71 | -25.95 (-26.77%) | 23.04 | 6 | 5 | 5 |
| 10 Jun | 1506.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 1481.80 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 1459.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 1476.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 1471.10 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 1469.20 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 1454.60 | 0 | 0 | - | 0 | 0 | 0 |
For Pidilite Industries Ltd - strike price 1550 expiring on 28JUL2026
Delta for 1550 PE is -0.37
Historical price for 1550 PE is as follows
On 22 Jun PIDILITIND was trading at 1560.60. The strike last trading price was 27.85, which was 8.7 higher than the previous day. The implied volatity was 21.09, the open interest changed by 1 which increased total open position to 14
On 19 Jun PIDILITIND was trading at 1579.90. The strike last trading price was 19.15, which was 19.15 higher than the previous day. The implied volatity was 16.65, the open interest changed by 0 which decreased total open position to 13
On 18 Jun PIDILITIND was trading at 1581.10. The strike last trading price was 19.15, which was -10.85 lower than the previous day. The implied volatity was 16.65, the open interest changed by 0 which decreased total open position to 13
On 17 Jun PIDILITIND was trading at 1578.20. The strike last trading price was 30, which was -6 lower than the previous day. The implied volatity was 20.49, the open interest changed by 1 which increased total open position to 13
On 16 Jun PIDILITIND was trading at 1571.20. The strike last trading price was 36, which was -13.95 lower than the previous day. The implied volatity was 22.48, the open interest changed by 0 which decreased total open position to 12
On 15 Jun PIDILITIND was trading at 1571.00. The strike last trading price was 49.95, which was 49.95 higher than the previous day. The implied volatity was 22.45, the open interest changed by 0 which decreased total open position to 12
On 12 Jun PIDILITIND was trading at 1535.50. The strike last trading price was 49.95, which was -21.05 lower than the previous day. The implied volatity was 22.45, the open interest changed by 3 which increased total open position to 9
On 11 Jun PIDILITIND was trading at 1498.80. The strike last trading price was 71, which was -25.95 lower than the previous day. The implied volatity was 23.04, the open interest changed by 5 which increased total open position to 5
On 10 Jun PIDILITIND was trading at 1506.50. 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 9 Jun PIDILITIND was trading at 1481.80. 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 8 Jun PIDILITIND was trading at 1459.80. 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 5 Jun PIDILITIND was trading at 1476.60. 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 4 Jun PIDILITIND was trading at 1471.10. 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 3 Jun PIDILITIND was trading at 1469.20. 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 2 Jun PIDILITIND was trading at 1454.60. 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
