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[--[65.84.65.76]--]
PIDILITIND
Pidilite Industries Ltd

2938.05 -63.85 (-2.13%)

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Historical option data for PIDILITIND

21 Nov 2024 04:13 PM IST
PIDILITIND 28NOV2024 2760 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2938.05 400.75 0.00 - 0 0 0
20 Nov 3001.90 400.75 0.00 - 0 0 0
19 Nov 3001.90 400.75 0.00 - 0 0 0
18 Nov 3019.30 400.75 0.00 - 0 0 0
13 Nov 2988.55 400.75 0.00 - 0 0 0
11 Nov 3099.65 400.75 0.00 - 0 0 0
8 Nov 3125.70 400.75 0.00 - 0 0 0
7 Nov 3158.35 400.75 0.00 - 0 0 0
5 Nov 3104.55 400.75 - 0 0 0


For Pidilite Industries Ltd - strike price 2760 expiring on 28NOV2024

Delta for 2760 CE is -

Historical price for 2760 CE is as follows

On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 400.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 400.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 400.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 400.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 400.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov PIDILITIND was trading at 3099.65. The strike last trading price was 400.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov PIDILITIND was trading at 3125.70. The strike last trading price was 400.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov PIDILITIND was trading at 3158.35. The strike last trading price was 400.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov PIDILITIND was trading at 3104.55. The strike last trading price was 400.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


PIDILITIND 28NOV2024 2760 PE
Delta: -0.06
Vega: 0.51
Theta: -1.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2938.05 3.4 1.90 29.72 33 21 42
20 Nov 3001.90 1.5 0.00 28.99 14 -4 25
19 Nov 3001.90 1.5 -0.50 28.99 14 0 25
18 Nov 3019.30 2 -1.85 30.81 19 -1 28
13 Nov 2988.55 3.85 1.10 27.29 47 12 29
11 Nov 3099.65 2.75 0.00 30.85 1 0 16
8 Nov 3125.70 2.75 0.60 30.62 37 -2 13
7 Nov 3158.35 2.15 -2.80 30.17 38 -5 15
5 Nov 3104.55 4.95 30.39 35 22 22


For Pidilite Industries Ltd - strike price 2760 expiring on 28NOV2024

Delta for 2760 PE is -0.06

Historical price for 2760 PE is as follows

On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 3.4, which was 1.90 higher than the previous day. The implied volatity was 29.72, the open interest changed by 21 which increased total open position to 42


On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 28.99, the open interest changed by -4 which decreased total open position to 25


On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 28.99, the open interest changed by 0 which decreased total open position to 25


On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 2, which was -1.85 lower than the previous day. The implied volatity was 30.81, the open interest changed by -1 which decreased total open position to 28


On 13 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 3.85, which was 1.10 higher than the previous day. The implied volatity was 27.29, the open interest changed by 12 which increased total open position to 29


On 11 Nov PIDILITIND was trading at 3099.65. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 30.85, the open interest changed by 0 which decreased total open position to 16


On 8 Nov PIDILITIND was trading at 3125.70. The strike last trading price was 2.75, which was 0.60 higher than the previous day. The implied volatity was 30.62, the open interest changed by -2 which decreased total open position to 13


On 7 Nov PIDILITIND was trading at 3158.35. The strike last trading price was 2.15, which was -2.80 lower than the previous day. The implied volatity was 30.17, the open interest changed by -5 which decreased total open position to 15


On 5 Nov PIDILITIND was trading at 3104.55. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was 30.39, the open interest changed by 22 which increased total open position to 22