PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
27 Dec 2024 04:13 PM IST
| PIDILITIND 30JAN2025 2940 CE | ||||||||||
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Delta: 0.52
Vega: 3.55
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2914.40 | 65.95 | -138.95 | 17.83 | 140 | 41 | 41 | |||
| 26 Dec | 2932.45 | 204.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Dec | 2969.90 | 204.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 2951.80 | 204.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 2976.80 | 204.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 2989.00 | 204.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 3057.65 | 204.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 3081.35 | 204.9 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 2940 expiring on 30JAN2025
Delta for 2940 CE is 0.52
Historical price for 2940 CE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 65.95, which was -138.95 lower than the previous day. The implied volatity was 17.83, the open interest changed by 41 which increased total open position to 41
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 204.9, 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 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 204.9, 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 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 204.9, 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 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 204.9, 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 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 204.9, 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 204.9, 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 204.9, 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 2940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 3.55
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2914.40 | 71.7 | 20.70 | 20.93 | 87 | 19 | 52 |
| 26 Dec | 2932.45 | 51 | -13.20 | 17.13 | 54 | 31 | 31 |
| 24 Dec | 2969.90 | 64.2 | 0.00 | 1.81 | 0 | 0 | 0 |
| 23 Dec | 2951.80 | 64.2 | 0.00 | 1.30 | 0 | 0 | 0 |
| 20 Dec | 2976.80 | 64.2 | 0.00 | 2.04 | 0 | 0 | 0 |
| 19 Dec | 2989.00 | 64.2 | 0.00 | 2.21 | 0 | 0 | 0 |
| 18 Dec | 3057.65 | 64.2 | 0.00 | 3.75 | 0 | 0 | 0 |
| 17 Dec | 3081.35 | 64.2 | 4.37 | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 2940 expiring on 30JAN2025
Delta for 2940 PE is -0.48
Historical price for 2940 PE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 71.7, which was 20.70 higher than the previous day. The implied volatity was 20.93, the open interest changed by 19 which increased total open position to 52
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 51, which was -13.20 lower than the previous day. The implied volatity was 17.13, the open interest changed by 31 which increased total open position to 31
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 64.2, which was 0.00 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 64.2, which was 0.00 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 64.2, which was 0.00 lower than the previous day. The implied volatity was 2.04, 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 64.2, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 64.2, which was 0.00 lower than the previous day. The implied volatity was 3.75, 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 64.2, which was lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
