PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
20 Dec 2024 04:13 PM IST
| PIDILITIND 26DEC2024 2940 CE | ||||||||||
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Delta: 0.75
Vega: 1.22
Theta: -2.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2976.80 | 58.9 | -2.55 | 19.10 | 3 | -2 | 3 | |||
| 19 Dec | 2989.00 | 61.45 | -70.60 | 16.18 | 3 | 2 | 5 | |||
| 18 Dec | 3057.65 | 132.05 | -25.75 | 28.50 | 2 | 0 | 2 | |||
| 17 Dec | 3081.35 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 3193.85 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Dec | 3185.20 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 3190.10 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3191.20 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 3213.15 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 3160.75 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 3162.25 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 3191.95 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 3204.75 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 3149.00 | 157.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 3132.50 | 157.8 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 29 Nov | 3066.20 | 157.8 | -115.85 | 14.93 | 6 | 4 | 4 | |||
| 28 Nov | 3043.90 | 273.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 3045.75 | 273.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 3012.05 | 273.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2986.20 | 273.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2956.55 | 273.65 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 2940 expiring on 26DEC2024
Delta for 2940 CE is 0.75
Historical price for 2940 CE is as follows
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 58.9, which was -2.55 lower than the previous day. The implied volatity was 19.10, the open interest changed by -2 which decreased total open position to 3
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 61.45, which was -70.60 lower than the previous day. The implied volatity was 16.18, the open interest changed by 2 which increased total open position to 5
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 132.05, which was -25.75 lower than the previous day. The implied volatity was 28.50, the open interest changed by 0 which decreased total open position to 2
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 157.8, 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 157.8, 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 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 157.8, 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 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 157.8, 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 157.8, 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 157.8, 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 157.8, 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 6 Dec PIDILITIND was trading at 3162.25. The strike last trading price was 157.8, 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 157.8, 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 157.8, 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 157.8, 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 157.8, 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 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 157.8, which was -115.85 lower than the previous day. The implied volatity was 14.93, the open interest changed by 4 which increased total open position to 4
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 273.65, 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 273.65, 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 273.65, 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 273.65, 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 273.65, 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 2940 PE | |||||||
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Delta: -0.25
Vega: 1.21
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2976.80 | 10.85 | -6.05 | 18.92 | 175 | 13 | 94 |
| 19 Dec | 2989.00 | 16.9 | 11.80 | 23.11 | 208 | 3 | 83 |
| 18 Dec | 3057.65 | 5.1 | -1.15 | 21.90 | 111 | -3 | 80 |
| 17 Dec | 3081.35 | 6.25 | 4.30 | 25.29 | 204 | 18 | 82 |
| 16 Dec | 3193.85 | 1.95 | 0.10 | 28.07 | 18 | 0 | 65 |
| 13 Dec | 3185.20 | 1.85 | -2.35 | 24.14 | 51 | 10 | 60 |
| 12 Dec | 3190.10 | 4.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 3191.20 | 4.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 3213.15 | 4.2 | -1.50 | 27.77 | 18 | -1 | 49 |
| 9 Dec | 3160.75 | 5.7 | -0.25 | 24.99 | 55 | 0 | 50 |
| 6 Dec | 3162.25 | 5.95 | -2.25 | 23.78 | 110 | 21 | 53 |
| 5 Dec | 3191.95 | 8.2 | 2.60 | 27.08 | 45 | 16 | 35 |
| 4 Dec | 3204.75 | 5.6 | -3.40 | 24.50 | 34 | -1 | 21 |
| 3 Dec | 3149.00 | 9 | -2.10 | 23.82 | 23 | 2 | 22 |
| 2 Dec | 3132.50 | 11.1 | -7.65 | 23.34 | 39 | 13 | 20 |
| 29 Nov | 3066.20 | 18.75 | -16.40 | 21.53 | 10 | 7 | 7 |
| 28 Nov | 3043.90 | 35.15 | 0.00 | 4.14 | 0 | 0 | 0 |
| 27 Nov | 3045.75 | 35.15 | 0.00 | 4.05 | 0 | 0 | 0 |
| 26 Nov | 3012.05 | 35.15 | 0.00 | 3.12 | 0 | 0 | 0 |
| 25 Nov | 2986.20 | 35.15 | 0.00 | 2.39 | 0 | 0 | 0 |
| 22 Nov | 2956.55 | 35.15 | 1.18 | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 2940 expiring on 26DEC2024
Delta for 2940 PE is -0.25
Historical price for 2940 PE is as follows
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 10.85, which was -6.05 lower than the previous day. The implied volatity was 18.92, the open interest changed by 13 which increased total open position to 94
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 16.9, which was 11.80 higher than the previous day. The implied volatity was 23.11, the open interest changed by 3 which increased total open position to 83
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 5.1, which was -1.15 lower than the previous day. The implied volatity was 21.90, the open interest changed by -3 which decreased total open position to 80
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 6.25, which was 4.30 higher than the previous day. The implied volatity was 25.29, the open interest changed by 18 which increased total open position to 82
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 1.95, which was 0.10 higher than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 65
On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 1.85, which was -2.35 lower than the previous day. The implied volatity was 24.14, the open interest changed by 10 which increased total open position to 60
On 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 4.2, 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 4.2, 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 4.2, which was -1.50 lower than the previous day. The implied volatity was 27.77, the open interest changed by -1 which decreased total open position to 49
On 9 Dec PIDILITIND was trading at 3160.75. The strike last trading price was 5.7, which was -0.25 lower than the previous day. The implied volatity was 24.99, the open interest changed by 0 which decreased total open position to 50
On 6 Dec PIDILITIND was trading at 3162.25. The strike last trading price was 5.95, which was -2.25 lower than the previous day. The implied volatity was 23.78, the open interest changed by 21 which increased total open position to 53
On 5 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 8.2, which was 2.60 higher than the previous day. The implied volatity was 27.08, the open interest changed by 16 which increased total open position to 35
On 4 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 5.6, which was -3.40 lower than the previous day. The implied volatity was 24.50, the open interest changed by -1 which decreased total open position to 21
On 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 9, which was -2.10 lower than the previous day. The implied volatity was 23.82, the open interest changed by 2 which increased total open position to 22
On 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 11.1, which was -7.65 lower than the previous day. The implied volatity was 23.34, the open interest changed by 13 which increased total open position to 20
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 18.75, which was -16.40 lower than the previous day. The implied volatity was 21.53, the open interest changed by 7 which increased total open position to 7
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 35.15, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 35.15, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 35.15, which was 0.00 lower than the previous day. The implied volatity was 3.12, 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 35.15, which was 0.00 lower than the previous day. The implied volatity was 2.39, 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 35.15, which was lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
