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

2976.8 -12.20 (-0.41%)

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Historical option data for PIDILITIND

20 Dec 2024 04:13 PM IST
PIDILITIND 26DEC2024 2860 CE
Delta: 0.84
Vega: 0.94
Theta: -3.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2976.80 139.7 -198.40 35.60 1 0 0
19 Dec 2989.00 338.1 0.00 - 0 0 0
18 Dec 3057.65 338.1 0.00 - 0 0 0
17 Dec 3081.35 338.1 0.00 - 0 0 0
16 Dec 3193.85 338.1 0.00 - 0 0 0
13 Dec 3185.20 338.1 0.00 - 0 0 0
12 Dec 3190.10 338.1 0.00 - 0 0 0
11 Dec 3191.20 338.1 0.00 - 0 0 0
10 Dec 3213.15 338.1 0.00 - 0 0 0
9 Dec 3160.75 338.1 0.00 - 0 0 0
5 Dec 3191.95 338.1 0.00 - 0 0 0
4 Dec 3204.75 338.1 0.00 - 0 0 0
3 Dec 3149.00 338.1 0.00 - 0 0 0
2 Dec 3132.50 338.1 0.00 - 0 0 0
29 Nov 3066.20 338.1 0.00 - 0 0 0
28 Nov 3043.90 338.1 0.00 - 0 0 0
27 Nov 3045.75 338.1 0.00 - 0 0 0
26 Nov 3012.05 338.1 0.00 - 0 0 0
25 Nov 2986.20 338.1 - 0 0 0


For Pidilite Industries Ltd - strike price 2860 expiring on 26DEC2024

Delta for 2860 CE is 0.84

Historical price for 2860 CE is as follows

On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 139.7, which was -198.40 lower than the previous day. The implied volatity was 35.60, the open interest changed by 0 which decreased total open position to 0


On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 338.1, 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 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 338.1, 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 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 338.1, 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 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 338.1, 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 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 338.1, 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 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 338.1, 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 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 338.1, 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 10 Dec PIDILITIND was trading at 3213.15. The strike last trading price was 338.1, 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 9 Dec PIDILITIND was trading at 3160.75. The strike last trading price was 338.1, 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 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 338.1, 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 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 338.1, 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 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 338.1, 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 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 338.1, 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 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 338.1, 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 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 338.1, 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 27 Nov PIDILITIND was trading at 3045.75. The strike last trading price was 338.1, 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 26 Nov PIDILITIND was trading at 3012.05. The strike last trading price was 338.1, 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 25 Nov PIDILITIND was trading at 2986.20. The strike last trading price was 338.1, 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 26DEC2024 2860 PE
Delta: -0.06
Vega: 0.46
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2976.80 2.3 -2.35 22.34 71 7 21
19 Dec 2989.00 4.65 3.05 25.34 64 3 16
18 Dec 3057.65 1.6 0.00 0.00 0 0 0
17 Dec 3081.35 1.6 0.00 0.00 0 0 0
16 Dec 3193.85 1.6 0.00 0.00 0 -6 0
13 Dec 3185.20 1.6 -8.50 29.95 29 -3 16
12 Dec 3190.10 10.1 0.00 0.00 0 0 0
11 Dec 3191.20 10.1 0.00 0.00 0 0 0
10 Dec 3213.15 10.1 0.00 0.00 0 0 0
9 Dec 3160.75 10.1 0.00 0.00 0 0 0
5 Dec 3191.95 10.1 0.00 0.00 0 0 0
4 Dec 3204.75 10.1 0.00 0.00 0 0 0
3 Dec 3149.00 10.1 0.00 0.00 0 0 0
2 Dec 3132.50 10.1 0.00 0.00 0 19 0
29 Nov 3066.20 10.1 -10.40 23.52 27 19 19
28 Nov 3043.90 20.5 0.00 6.54 0 0 0
27 Nov 3045.75 20.5 0.00 6.36 0 0 0
26 Nov 3012.05 20.5 0.00 5.39 0 0 0
25 Nov 2986.20 20.5 4.56 0 0 0


For Pidilite Industries Ltd - strike price 2860 expiring on 26DEC2024

Delta for 2860 PE is -0.06

Historical price for 2860 PE is as follows

On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 2.3, which was -2.35 lower than the previous day. The implied volatity was 22.34, the open interest changed by 7 which increased total open position to 21


On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 4.65, which was 3.05 higher than the previous day. The implied volatity was 25.34, the open interest changed by 3 which increased total open position to 16


On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0


On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 1.6, which was -8.50 lower than the previous day. The implied volatity was 29.95, the open interest changed by -3 which decreased total open position to 16


On 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec PIDILITIND was trading at 3213.15. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec PIDILITIND was trading at 3160.75. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0


On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 10.1, which was -10.40 lower than the previous day. The implied volatity was 23.52, the open interest changed by 19 which increased total open position to 19


On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 20.5, which was 0.00 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0


On 27 Nov PIDILITIND was trading at 3045.75. The strike last trading price was 20.5, which was 0.00 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0


On 26 Nov PIDILITIND was trading at 3012.05. The strike last trading price was 20.5, which was 0.00 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0


On 25 Nov PIDILITIND was trading at 2986.20. The strike last trading price was 20.5, which was lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0