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

2932.45 -37.45 (-1.26%)

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Historical option data for PIDILITIND

26 Dec 2024 04:13 PM IST
PIDILITIND 26DEC2024 2940 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 2932.45 10.1 -22.10 - 32 9 38
24 Dec 2969.90 32.2 0.00 0.00 0 25 0
23 Dec 2951.80 32.2 -26.70 13.65 88 25 29
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
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 -

Historical price for 2940 CE is as follows

On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 10.1, which was -22.10 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 38


On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 32.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0


On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 32.2, which was -26.70 lower than the previous day. The implied volatity was 13.65, the open interest changed by 25 which increased total open position to 29


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
Delta: -0.40
Vega: 0.01
Theta: -2930.75
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
26 Dec 2932.45 1.55 0.90 188.14 176 -35 94
24 Dec 2969.90 0.65 -14.50 10.22 345 30 129
23 Dec 2951.80 15.15 4.30 24.96 686 2 100
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 -0.40

Historical price for 2940 PE is as follows

On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 1.55, which was 0.90 higher than the previous day. The implied volatity was 188.14, the open interest changed by -35 which decreased total open position to 94


On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 0.65, which was -14.50 lower than the previous day. The implied volatity was 10.22, the open interest changed by 30 which increased total open position to 129


On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 15.15, which was 4.30 higher than the previous day. The implied volatity was 24.96, the open interest changed by 2 which increased total open position to 100


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