PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
27 Dec 2024 04:13 PM IST
| PIDILITIND 30JAN2025 2900 CE | ||||||||||
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Delta: 0.62
Vega: 3.38
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2914.40 | 86.95 | -20.30 | 17.57 | 45 | 25 | 33 | |||
| 26 Dec | 2932.45 | 107.25 | -22.75 | 19.96 | 5 | 3 | 7 | |||
| 24 Dec | 2969.90 | 130 | -20.00 | 18.24 | 4 | 1 | 3 | |||
| 23 Dec | 2951.80 | 150 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 20 Dec | 2976.80 | 150 | -81.85 | 19.77 | 2 | 1 | 1 | |||
| 19 Dec | 2989.00 | 231.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 3057.65 | 231.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Dec | 3081.35 | 231.85 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 2900 expiring on 30JAN2025
Delta for 2900 CE is 0.62
Historical price for 2900 CE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 86.95, which was -20.30 lower than the previous day. The implied volatity was 17.57, the open interest changed by 25 which increased total open position to 33
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 107.25, which was -22.75 lower than the previous day. The implied volatity was 19.96, the open interest changed by 3 which increased total open position to 7
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 130, which was -20.00 lower than the previous day. The implied volatity was 18.24, the open interest changed by 1 which increased total open position to 3
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 150, which was -81.85 lower than the previous day. The implied volatity was 19.77, the open interest changed by 1 which increased total open position to 1
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 231.85, 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 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 231.85, 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 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 231.85, 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 30JAN2025 2900 PE | |||||||
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Delta: -0.39
Vega: 3.42
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2914.40 | 52.65 | 14.65 | 20.68 | 383 | 38 | 206 |
| 26 Dec | 2932.45 | 38 | 3.85 | 18.00 | 172 | 101 | 168 |
| 24 Dec | 2969.90 | 34.15 | -8.80 | 19.95 | 24 | 10 | 67 |
| 23 Dec | 2951.80 | 42.95 | -1.05 | 21.80 | 20 | 9 | 55 |
| 20 Dec | 2976.80 | 44 | 0.00 | 0.00 | 0 | 34 | 0 |
| 19 Dec | 2989.00 | 44 | 14.00 | 23.28 | 264 | 34 | 46 |
| 18 Dec | 3057.65 | 30 | 4.00 | 23.67 | 6 | 0 | 6 |
| 17 Dec | 3081.35 | 26 | 23.68 | 6 | 5 | 5 | |
For Pidilite Industries Ltd - strike price 2900 expiring on 30JAN2025
Delta for 2900 PE is -0.39
Historical price for 2900 PE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 52.65, which was 14.65 higher than the previous day. The implied volatity was 20.68, the open interest changed by 38 which increased total open position to 206
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 38, which was 3.85 higher than the previous day. The implied volatity was 18.00, the open interest changed by 101 which increased total open position to 168
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 34.15, which was -8.80 lower than the previous day. The implied volatity was 19.95, the open interest changed by 10 which increased total open position to 67
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 42.95, which was -1.05 lower than the previous day. The implied volatity was 21.80, the open interest changed by 9 which increased total open position to 55
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 44, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 44, which was 14.00 higher than the previous day. The implied volatity was 23.28, the open interest changed by 34 which increased total open position to 46
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 30, which was 4.00 higher than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 6
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 26, which was lower than the previous day. The implied volatity was 23.68, the open interest changed by 5 which increased total open position to 5
