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

2938.05 -63.85 (-2.13%)

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Historical option data for PIDILITIND

21 Nov 2024 04:13 PM IST
PIDILITIND 28NOV2024 2960 CE
Delta: 0.40
Vega: 1.57
Theta: -2.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2938.05 24.3 -41.95 21.47 336 70 72
20 Nov 3001.90 66.25 0.00 20.39 3 1 1
19 Nov 3001.90 66.25 -33.75 20.39 3 0 1
18 Nov 3019.30 100 -154.50 30.40 1 0 0
14 Nov 3021.70 254.5 0.00 - 0 0 0
13 Nov 2988.55 254.5 0.00 - 0 0 0
12 Nov 3040.30 254.5 0.00 - 0 0 0
11 Nov 3099.65 254.5 0.00 - 0 0 0
8 Nov 3125.70 254.5 0.00 - 0 0 0
7 Nov 3158.35 254.5 0.00 - 0 0 0
6 Nov 3180.80 254.5 0.00 - 0 0 0
5 Nov 3104.55 254.5 0.00 - 0 0 0
4 Nov 3120.55 254.5 0.00 - 0 0 0
31 Oct 3145.85 254.5 0.00 - 0 0 0
30 Oct 3153.60 254.5 0.00 - 0 0 0
29 Oct 3109.00 254.5 0.00 - 0 0 0
25 Oct 3178.95 254.5 0.00 - 0 0 0
24 Oct 3121.55 254.5 0.00 - 0 0 0
23 Oct 3090.70 254.5 - 0 0 0


For Pidilite Industries Ltd - strike price 2960 expiring on 28NOV2024

Delta for 2960 CE is 0.40

Historical price for 2960 CE is as follows

On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 24.3, which was -41.95 lower than the previous day. The implied volatity was 21.47, the open interest changed by 70 which increased total open position to 72


On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 66.25, which was 0.00 lower than the previous day. The implied volatity was 20.39, the open interest changed by 1 which increased total open position to 1


On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 66.25, which was -33.75 lower than the previous day. The implied volatity was 20.39, the open interest changed by 0 which decreased total open position to 1


On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 100, which was -154.50 lower than the previous day. The implied volatity was 30.40, the open interest changed by 0 which decreased total open position to 0


On 14 Nov PIDILITIND was trading at 3021.70. The strike last trading price was 254.5, 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 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 254.5, 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 Nov PIDILITIND was trading at 3040.30. The strike last trading price was 254.5, 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 Nov PIDILITIND was trading at 3099.65. The strike last trading price was 254.5, 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 8 Nov PIDILITIND was trading at 3125.70. The strike last trading price was 254.5, 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 7 Nov PIDILITIND was trading at 3158.35. The strike last trading price was 254.5, 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 Nov PIDILITIND was trading at 3180.80. The strike last trading price was 254.5, 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 Nov PIDILITIND was trading at 3104.55. The strike last trading price was 254.5, 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 Nov PIDILITIND was trading at 3120.55. The strike last trading price was 254.5, 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 31 Oct PIDILITIND was trading at 3145.85. The strike last trading price was 254.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct PIDILITIND was trading at 3153.60. The strike last trading price was 254.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct PIDILITIND was trading at 3109.00. The strike last trading price was 254.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct PIDILITIND was trading at 3178.95. The strike last trading price was 254.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PIDILITIND was trading at 3121.55. The strike last trading price was 254.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PIDILITIND was trading at 3090.70. The strike last trading price was 254.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PIDILITIND 28NOV2024 2960 PE
Delta: -0.59
Vega: 1.58
Theta: -2.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2938.05 53 30.40 24.60 1,014 89 137
20 Nov 3001.90 22.6 0.00 22.57 283 3 49
19 Nov 3001.90 22.6 1.60 22.57 283 4 49
18 Nov 3019.30 21 -1.35 24.08 132 -13 45
14 Nov 3021.70 22.35 -6.65 21.46 163 -9 59
13 Nov 2988.55 29 9.30 21.61 168 6 69
12 Nov 3040.30 19.7 4.40 21.16 108 1 74
11 Nov 3099.65 15.3 0.80 24.75 28 7 75
8 Nov 3125.70 14.5 2.20 25.65 54 9 65
7 Nov 3158.35 12.3 4.40 25.21 23 2 55
6 Nov 3180.80 7.9 -13.05 23.95 61 35 53
5 Nov 3104.55 20.95 -3.55 25.09 31 -9 18
4 Nov 3120.55 24.5 8.50 27.94 31 10 29
31 Oct 3145.85 16 -14.00 - 232 13 19
30 Oct 3153.60 30 0.00 - 0 1 0
29 Oct 3109.00 30 -6.50 - 1 0 5
25 Oct 3178.95 36.5 0.00 - 0 0 0
24 Oct 3121.55 36.5 -7.65 - 27 3 8
23 Oct 3090.70 44.15 - 153 4 4


For Pidilite Industries Ltd - strike price 2960 expiring on 28NOV2024

Delta for 2960 PE is -0.59

Historical price for 2960 PE is as follows

On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 53, which was 30.40 higher than the previous day. The implied volatity was 24.60, the open interest changed by 89 which increased total open position to 137


On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 22.6, which was 0.00 lower than the previous day. The implied volatity was 22.57, the open interest changed by 3 which increased total open position to 49


On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 22.6, which was 1.60 higher than the previous day. The implied volatity was 22.57, the open interest changed by 4 which increased total open position to 49


On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 21, which was -1.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by -13 which decreased total open position to 45


On 14 Nov PIDILITIND was trading at 3021.70. The strike last trading price was 22.35, which was -6.65 lower than the previous day. The implied volatity was 21.46, the open interest changed by -9 which decreased total open position to 59


On 13 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 29, which was 9.30 higher than the previous day. The implied volatity was 21.61, the open interest changed by 6 which increased total open position to 69


On 12 Nov PIDILITIND was trading at 3040.30. The strike last trading price was 19.7, which was 4.40 higher than the previous day. The implied volatity was 21.16, the open interest changed by 1 which increased total open position to 74


On 11 Nov PIDILITIND was trading at 3099.65. The strike last trading price was 15.3, which was 0.80 higher than the previous day. The implied volatity was 24.75, the open interest changed by 7 which increased total open position to 75


On 8 Nov PIDILITIND was trading at 3125.70. The strike last trading price was 14.5, which was 2.20 higher than the previous day. The implied volatity was 25.65, the open interest changed by 9 which increased total open position to 65


On 7 Nov PIDILITIND was trading at 3158.35. The strike last trading price was 12.3, which was 4.40 higher than the previous day. The implied volatity was 25.21, the open interest changed by 2 which increased total open position to 55


On 6 Nov PIDILITIND was trading at 3180.80. The strike last trading price was 7.9, which was -13.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by 35 which increased total open position to 53


On 5 Nov PIDILITIND was trading at 3104.55. The strike last trading price was 20.95, which was -3.55 lower than the previous day. The implied volatity was 25.09, the open interest changed by -9 which decreased total open position to 18


On 4 Nov PIDILITIND was trading at 3120.55. The strike last trading price was 24.5, which was 8.50 higher than the previous day. The implied volatity was 27.94, the open interest changed by 10 which increased total open position to 29


On 31 Oct PIDILITIND was trading at 3145.85. The strike last trading price was 16, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct PIDILITIND was trading at 3153.60. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct PIDILITIND was trading at 3109.00. The strike last trading price was 30, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct PIDILITIND was trading at 3178.95. The strike last trading price was 36.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PIDILITIND was trading at 3121.55. The strike last trading price was 36.5, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PIDILITIND was trading at 3090.70. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to