PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
21 Nov 2024 04:13 PM IST
| PIDILITIND 28NOV2024 2800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.45
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2938.05 | 138 | -230.85 | 21.68 | 2 | 0 | 0 | |||
| 20 Nov | 3001.90 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 3001.90 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 3019.30 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 3021.70 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2988.55 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 3099.65 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3125.70 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3158.35 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3180.80 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3104.55 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3120.55 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 3145.85 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3153.60 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3178.95 | 368.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3121.55 | 368.85 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 2800 expiring on 28NOV2024
Delta for 2800 CE is 0.94
Historical price for 2800 CE is as follows
On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 138, which was -230.85 lower than the previous day. The implied volatity was 21.68, 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 368.85, 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 368.85, 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 368.85, 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 14 Nov PIDILITIND was trading at 3021.70. The strike last trading price was 368.85, 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 368.85, 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 368.85, 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 368.85, 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 368.85, 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 6 Nov PIDILITIND was trading at 3180.80. The strike last trading price was 368.85, 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 368.85, 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 4 Nov PIDILITIND was trading at 3120.55. The strike last trading price was 368.85, 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 31 Oct PIDILITIND was trading at 3145.85. The strike last trading price was 368.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PIDILITIND was trading at 3153.60. The strike last trading price was 368.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PIDILITIND was trading at 3178.95. The strike last trading price was 368.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PIDILITIND was trading at 3121.55. The strike last trading price was 368.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PIDILITIND 28NOV2024 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.73
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2938.05 | 5.6 | 2.70 | 27.57 | 67 | -2 | 67 |
| 20 Nov | 3001.90 | 2.9 | 0.00 | 28.53 | 3 | 1 | 70 |
| 19 Nov | 3001.90 | 2.9 | -0.90 | 28.53 | 3 | 2 | 70 |
| 18 Nov | 3019.30 | 3.8 | 0.15 | 30.48 | 6 | 0 | 67 |
| 14 Nov | 3021.70 | 3.65 | -0.95 | 25.80 | 55 | -2 | 67 |
| 13 Nov | 2988.55 | 4.6 | 0.45 | 24.90 | 181 | -2 | 69 |
| 11 Nov | 3099.65 | 4.15 | 0.45 | 30.00 | 24 | 7 | 70 |
| 8 Nov | 3125.70 | 3.7 | 1.15 | 29.39 | 45 | 3 | 43 |
| 7 Nov | 3158.35 | 2.55 | 0.40 | 28.35 | 29 | 7 | 40 |
| 6 Nov | 3180.80 | 2.15 | -3.50 | 28.19 | 38 | -9 | 41 |
| 5 Nov | 3104.55 | 5.65 | -1.35 | 28.31 | 31 | 14 | 50 |
| 4 Nov | 3120.55 | 7 | -1.00 | 30.37 | 39 | 27 | 36 |
| 31 Oct | 3145.85 | 8 | 2.00 | - | 3 | 1 | 8 |
| 30 Oct | 3153.60 | 6 | -1.35 | - | 3 | 0 | 5 |
| 25 Oct | 3178.95 | 7.35 | -4.65 | - | 1 | 0 | 5 |
| 24 Oct | 3121.55 | 12 | - | 13 | 4 | 5 | |
For Pidilite Industries Ltd - strike price 2800 expiring on 28NOV2024
Delta for 2800 PE is -0.10
Historical price for 2800 PE is as follows
On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 5.6, which was 2.70 higher than the previous day. The implied volatity was 27.57, the open interest changed by -2 which decreased total open position to 67
On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 28.53, the open interest changed by 1 which increased total open position to 70
On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 2.9, which was -0.90 lower than the previous day. The implied volatity was 28.53, the open interest changed by 2 which increased total open position to 70
On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 3.8, which was 0.15 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 67
On 14 Nov PIDILITIND was trading at 3021.70. The strike last trading price was 3.65, which was -0.95 lower than the previous day. The implied volatity was 25.80, the open interest changed by -2 which decreased total open position to 67
On 13 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 4.6, which was 0.45 higher than the previous day. The implied volatity was 24.90, the open interest changed by -2 which decreased total open position to 69
On 11 Nov PIDILITIND was trading at 3099.65. The strike last trading price was 4.15, which was 0.45 higher than the previous day. The implied volatity was 30.00, the open interest changed by 7 which increased total open position to 70
On 8 Nov PIDILITIND was trading at 3125.70. The strike last trading price was 3.7, which was 1.15 higher than the previous day. The implied volatity was 29.39, the open interest changed by 3 which increased total open position to 43
On 7 Nov PIDILITIND was trading at 3158.35. The strike last trading price was 2.55, which was 0.40 higher than the previous day. The implied volatity was 28.35, the open interest changed by 7 which increased total open position to 40
On 6 Nov PIDILITIND was trading at 3180.80. The strike last trading price was 2.15, which was -3.50 lower than the previous day. The implied volatity was 28.19, the open interest changed by -9 which decreased total open position to 41
On 5 Nov PIDILITIND was trading at 3104.55. The strike last trading price was 5.65, which was -1.35 lower than the previous day. The implied volatity was 28.31, the open interest changed by 14 which increased total open position to 50
On 4 Nov PIDILITIND was trading at 3120.55. The strike last trading price was 7, which was -1.00 lower than the previous day. The implied volatity was 30.37, the open interest changed by 27 which increased total open position to 36
On 31 Oct PIDILITIND was trading at 3145.85. The strike last trading price was 8, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PIDILITIND was trading at 3153.60. The strike last trading price was 6, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PIDILITIND was trading at 3178.95. The strike last trading price was 7.35, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PIDILITIND was trading at 3121.55. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
