PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
27 Dec 2024 04:13 PM IST
| PIDILITIND 30JAN2025 2980 CE | ||||||||||
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Delta: 0.42
Vega: 3.49
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2914.40 | 47.2 | -14.50 | 17.60 | 121 | 29 | 36 | |||
| 26 Dec | 2932.45 | 61.7 | -20.80 | 19.16 | 12 | 4 | 6 | |||
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| 24 Dec | 2969.90 | 82.5 | -18.70 | 18.86 | 4 | 1 | 2 | |||
| 23 Dec | 2951.80 | 101.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Dec | 2976.80 | 101.2 | -78.65 | 20.63 | 1 | 0 | 0 | |||
| 19 Dec | 2989.00 | 179.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 3057.65 | 179.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 3081.35 | 179.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 3066.20 | 179.85 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 2980 expiring on 30JAN2025
Delta for 2980 CE is 0.42
Historical price for 2980 CE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 47.2, which was -14.50 lower than the previous day. The implied volatity was 17.60, the open interest changed by 29 which increased total open position to 36
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 61.7, which was -20.80 lower than the previous day. The implied volatity was 19.16, the open interest changed by 4 which increased total open position to 6
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 82.5, which was -18.70 lower than the previous day. The implied volatity was 18.86, the open interest changed by 1 which increased total open position to 2
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 101.2, which was -78.65 lower than the previous day. The implied volatity was 20.63, 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 179.85, 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 179.85, 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 179.85, 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 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 179.85, 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 2980 PE | |||||||
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Delta: -0.58
Vega: 3.47
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2914.40 | 76.8 | 6.80 | 16.23 | 1 | 0 | 10 |
| 26 Dec | 2932.45 | 70 | 3.95 | 16.88 | 8 | 4 | 10 |
| 24 Dec | 2969.90 | 66.05 | -3.95 | 20.36 | 7 | 1 | 3 |
| 23 Dec | 2951.80 | 70 | -8.65 | 20.41 | 2 | 1 | 1 |
| 20 Dec | 2976.80 | 78.65 | 0.00 | 1.05 | 0 | 0 | 0 |
| 19 Dec | 2989.00 | 78.65 | 0.00 | 1.20 | 0 | 0 | 0 |
| 18 Dec | 3057.65 | 78.65 | 0.00 | 2.81 | 0 | 0 | 0 |
| 17 Dec | 3081.35 | 78.65 | 0.00 | 3.33 | 0 | 0 | 0 |
| 29 Nov | 3066.20 | 78.65 | 2.83 | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 2980 expiring on 30JAN2025
Delta for 2980 PE is -0.58
Historical price for 2980 PE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 76.8, which was 6.80 higher than the previous day. The implied volatity was 16.23, the open interest changed by 0 which decreased total open position to 10
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 70, which was 3.95 higher than the previous day. The implied volatity was 16.88, the open interest changed by 4 which increased total open position to 10
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 66.05, which was -3.95 lower than the previous day. The implied volatity was 20.36, 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 70, which was -8.65 lower than the previous day. The implied volatity was 20.41, the open interest changed by 1 which increased total open position to 1
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 78.65, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 78.65, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 78.65, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 78.65, which was 0.00 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 78.65, which was lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
