PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
20 Dec 2024 04:13 PM IST
| PIDILITIND 26DEC2024 2900 CE | ||||||||||
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Delta: 0.79
Vega: 1.11
Theta: -3.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2976.80 | 101.9 | -2.10 | 29.98 | 6 | 1 | 6 | |||
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| 19 Dec | 2989.00 | 104 | -201.10 | 25.57 | 5 | 4 | 4 | |||
| 18 Dec | 3057.65 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 3081.35 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 3193.85 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 3185.20 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 3190.10 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 3191.20 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 3213.15 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3160.75 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 3162.25 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 3191.95 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 3204.75 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3149.00 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3132.50 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 3066.20 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 3043.90 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 3045.75 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 3012.05 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2986.20 | 305.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2956.55 | 305.1 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 2900 expiring on 26DEC2024
Delta for 2900 CE is 0.79
Historical price for 2900 CE is as follows
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 101.9, which was -2.10 lower than the previous day. The implied volatity was 29.98, the open interest changed by 1 which increased total open position to 6
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 104, which was -201.10 lower than the previous day. The implied volatity was 25.57, the open interest changed by 4 which increased total open position to 4
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 305.1, 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 305.1, 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 305.1, 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 305.1, 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 305.1, 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 305.1, 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 305.1, 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 305.1, 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 6 Dec PIDILITIND was trading at 3162.25. The strike last trading price was 305.1, 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 305.1, 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 305.1, 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 305.1, 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 305.1, 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 305.1, 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 305.1, 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 305.1, 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 305.1, 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 305.1, 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 22 Nov PIDILITIND was trading at 2956.55. The strike last trading price was 305.1, 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 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.82
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2976.80 | 5.4 | -3.25 | 21.08 | 616 | 54 | 189 |
| 19 Dec | 2989.00 | 8.65 | 5.45 | 23.82 | 236 | -7 | 139 |
| 18 Dec | 3057.65 | 3.2 | -0.80 | 24.30 | 240 | 9 | 143 |
| 17 Dec | 3081.35 | 4 | 2.60 | 27.17 | 488 | 16 | 131 |
| 16 Dec | 3193.85 | 1.4 | -0.20 | 30.10 | 8 | -2 | 115 |
| 13 Dec | 3185.20 | 1.6 | -0.75 | 26.75 | 100 | -35 | 119 |
| 12 Dec | 3190.10 | 2.35 | -0.35 | 28.05 | 41 | 2 | 153 |
| 11 Dec | 3191.20 | 2.7 | -0.20 | 28.91 | 57 | 9 | 151 |
| 10 Dec | 3213.15 | 2.9 | -1.15 | 28.86 | 95 | -2 | 143 |
| 9 Dec | 3160.75 | 4.05 | -0.35 | 26.32 | 110 | 0 | 146 |
| 6 Dec | 3162.25 | 4.4 | 0.20 | 25.16 | 49 | 16 | 147 |
| 5 Dec | 3191.95 | 4.2 | -0.05 | 26.02 | 76 | -2 | 128 |
| 4 Dec | 3204.75 | 4.25 | -2.15 | 25.85 | 188 | -3 | 133 |
| 3 Dec | 3149.00 | 6.4 | -2.30 | 24.76 | 138 | -4 | 135 |
| 2 Dec | 3132.50 | 8.7 | -4.95 | 24.86 | 157 | 21 | 142 |
| 29 Nov | 3066.20 | 13.65 | -4.60 | 22.46 | 127 | 51 | 119 |
| 28 Nov | 3043.90 | 18.25 | -2.05 | 22.18 | 48 | 23 | 68 |
| 27 Nov | 3045.75 | 20.3 | -7.55 | 23.29 | 194 | 22 | 45 |
| 26 Nov | 3012.05 | 27.85 | -8.00 | 23.48 | 40 | 1 | 24 |
| 25 Nov | 2986.20 | 35.85 | -7.65 | 23.47 | 26 | 23 | 23 |
| 22 Nov | 2956.55 | 43.5 | 23.12 | 16 | 7 | 7 | |
For Pidilite Industries Ltd - strike price 2900 expiring on 26DEC2024
Delta for 2900 PE is -0.13
Historical price for 2900 PE is as follows
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 5.4, which was -3.25 lower than the previous day. The implied volatity was 21.08, the open interest changed by 54 which increased total open position to 189
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 8.65, which was 5.45 higher than the previous day. The implied volatity was 23.82, the open interest changed by -7 which decreased total open position to 139
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 3.2, which was -0.80 lower than the previous day. The implied volatity was 24.30, the open interest changed by 9 which increased total open position to 143
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 4, which was 2.60 higher than the previous day. The implied volatity was 27.17, the open interest changed by 16 which increased total open position to 131
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 30.10, the open interest changed by -2 which decreased total open position to 115
On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 1.6, which was -0.75 lower than the previous day. The implied volatity was 26.75, the open interest changed by -35 which decreased total open position to 119
On 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 2.35, which was -0.35 lower than the previous day. The implied volatity was 28.05, the open interest changed by 2 which increased total open position to 153
On 11 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 2.7, which was -0.20 lower than the previous day. The implied volatity was 28.91, the open interest changed by 9 which increased total open position to 151
On 10 Dec PIDILITIND was trading at 3213.15. The strike last trading price was 2.9, which was -1.15 lower than the previous day. The implied volatity was 28.86, the open interest changed by -2 which decreased total open position to 143
On 9 Dec PIDILITIND was trading at 3160.75. The strike last trading price was 4.05, which was -0.35 lower than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 146
On 6 Dec PIDILITIND was trading at 3162.25. The strike last trading price was 4.4, which was 0.20 higher than the previous day. The implied volatity was 25.16, the open interest changed by 16 which increased total open position to 147
On 5 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 4.2, which was -0.05 lower than the previous day. The implied volatity was 26.02, the open interest changed by -2 which decreased total open position to 128
On 4 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 4.25, which was -2.15 lower than the previous day. The implied volatity was 25.85, the open interest changed by -3 which decreased total open position to 133
On 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 6.4, which was -2.30 lower than the previous day. The implied volatity was 24.76, the open interest changed by -4 which decreased total open position to 135
On 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 8.7, which was -4.95 lower than the previous day. The implied volatity was 24.86, the open interest changed by 21 which increased total open position to 142
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 13.65, which was -4.60 lower than the previous day. The implied volatity was 22.46, the open interest changed by 51 which increased total open position to 119
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 18.25, which was -2.05 lower than the previous day. The implied volatity was 22.18, the open interest changed by 23 which increased total open position to 68
On 27 Nov PIDILITIND was trading at 3045.75. The strike last trading price was 20.3, which was -7.55 lower than the previous day. The implied volatity was 23.29, the open interest changed by 22 which increased total open position to 45
On 26 Nov PIDILITIND was trading at 3012.05. The strike last trading price was 27.85, which was -8.00 lower than the previous day. The implied volatity was 23.48, the open interest changed by 1 which increased total open position to 24
On 25 Nov PIDILITIND was trading at 2986.20. The strike last trading price was 35.85, which was -7.65 lower than the previous day. The implied volatity was 23.47, the open interest changed by 23 which increased total open position to 23
On 22 Nov PIDILITIND was trading at 2956.55. The strike last trading price was 43.5, which was lower than the previous day. The implied volatity was 23.12, the open interest changed by 7 which increased total open position to 7
