PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
27 Dec 2024 04:13 PM IST
| PIDILITIND 30JAN2025 3000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 3.39
Theta: -1.19
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2914.40 | 40.95 | -9.05 | 17.98 | 955 | 146 | 383 | |||
| 26 Dec | 2932.45 | 50 | -20.00 | 18.26 | 294 | 123 | 236 | |||
| 24 Dec | 2969.90 | 70 | 2.00 | 18.25 | 189 | 53 | 112 | |||
| 23 Dec | 2951.80 | 68 | -15.25 | 18.32 | 35 | 17 | 57 | |||
| 20 Dec | 2976.80 | 83.25 | -8.75 | 18.79 | 28 | 12 | 40 | |||
| 19 Dec | 2989.00 | 92 | -63.55 | 19.96 | 33 | 24 | 27 | |||
| 18 Dec | 3057.65 | 155.55 | -19.45 | 25.65 | 1 | 0 | 2 | |||
| 17 Dec | 3081.35 | 175 | -96.65 | 25.62 | 3 | 2 | 2 | |||
| 29 Nov | 3066.20 | 271.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 3043.90 | 271.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 3045.75 | 271.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 3012.05 | 271.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2986.20 | 271.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2956.55 | 271.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2938.05 | 271.65 | 271.65 | - | 0 | 0 | 0 | |||
| 20 Nov | 3001.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 3001.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 3019.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 3021.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2988.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 3040.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Nov | 3099.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3125.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3158.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3180.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3104.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3120.55 | 0 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 3000 expiring on 30JAN2025
Delta for 3000 CE is 0.38
Historical price for 3000 CE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 40.95, which was -9.05 lower than the previous day. The implied volatity was 17.98, the open interest changed by 146 which increased total open position to 383
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 50, which was -20.00 lower than the previous day. The implied volatity was 18.26, the open interest changed by 123 which increased total open position to 236
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 70, which was 2.00 higher than the previous day. The implied volatity was 18.25, the open interest changed by 53 which increased total open position to 112
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 68, which was -15.25 lower than the previous day. The implied volatity was 18.32, the open interest changed by 17 which increased total open position to 57
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 83.25, which was -8.75 lower than the previous day. The implied volatity was 18.79, the open interest changed by 12 which increased total open position to 40
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 92, which was -63.55 lower than the previous day. The implied volatity was 19.96, the open interest changed by 24 which increased total open position to 27
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 155.55, which was -19.45 lower than the previous day. The implied volatity was 25.65, 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 175, which was -96.65 lower than the previous day. The implied volatity was 25.62, the open interest changed by 2 which increased total open position to 2
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 271.65, 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 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 271.65, 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 271.65, 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 271.65, 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 271.65, 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 271.65, 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 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 271.65, which was 271.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 0, 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 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 0, 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 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 0, 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 14 Nov PIDILITIND was trading at 3021.70. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 3.44
Theta: -0.55
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2914.40 | 105.1 | 25.05 | 20.89 | 340 | 77 | 251 |
| 26 Dec | 2932.45 | 80.05 | 6.55 | 16.48 | 209 | 74 | 173 |
| 24 Dec | 2969.90 | 73.5 | -9.85 | 19.78 | 40 | 12 | 100 |
| 23 Dec | 2951.80 | 83.35 | 3.35 | 21.31 | 26 | 15 | 88 |
| 20 Dec | 2976.80 | 80 | 5.00 | 22.13 | 28 | -8 | 74 |
| 19 Dec | 2989.00 | 75 | 17.05 | 21.27 | 93 | 31 | 79 |
| 18 Dec | 3057.65 | 57.95 | 3.70 | 23.22 | 31 | 7 | 48 |
| 17 Dec | 3081.35 | 54.25 | -17.60 | 24.35 | 47 | 40 | 40 |
| 29 Nov | 3066.20 | 71.85 | 0.00 | 2.56 | 0 | 0 | 0 |
| 28 Nov | 3043.90 | 71.85 | 0.00 | 1.98 | 0 | 0 | 0 |
| 27 Nov | 3045.75 | 71.85 | 0.00 | 2.11 | 0 | 0 | 0 |
| 26 Nov | 3012.05 | 71.85 | 0.00 | 1.48 | 0 | 0 | 0 |
| 25 Nov | 2986.20 | 71.85 | 71.85 | 1.06 | 0 | 0 | 0 |
| 22 Nov | 2956.55 | 0 | 0.00 | 0.34 | 0 | 0 | 0 |
| 21 Nov | 2938.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3001.90 | 0 | 0.00 | 1.25 | 0 | 0 | 0 |
| 19 Nov | 3001.90 | 0 | 0.00 | 1.25 | 0 | 0 | 0 |
| 18 Nov | 3019.30 | 0 | 0.00 | 1.59 | 0 | 0 | 0 |
| 14 Nov | 3021.70 | 0 | 0.00 | 1.63 | 0 | 0 | 0 |
| 13 Nov | 2988.55 | 0 | 0.00 | 0.88 | 0 | 0 | 0 |
| 12 Nov | 3040.30 | 0 | 0.00 | 2.13 | 0 | 0 | 0 |
| 11 Nov | 3099.65 | 0 | 0.00 | 3.04 | 0 | 0 | 0 |
| 8 Nov | 3125.70 | 0 | 0.00 | 3.58 | 0 | 0 | 0 |
| 7 Nov | 3158.35 | 0 | 0.00 | 4.05 | 0 | 0 | 0 |
| 6 Nov | 3180.80 | 0 | 0.00 | 4.45 | 0 | 0 | 0 |
| 5 Nov | 3104.55 | 0 | 0.00 | 3.11 | 0 | 0 | 0 |
| 4 Nov | 3120.55 | 0 | 3.38 | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 3000 expiring on 30JAN2025
Delta for 3000 PE is -0.60
Historical price for 3000 PE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 105.1, which was 25.05 higher than the previous day. The implied volatity was 20.89, the open interest changed by 77 which increased total open position to 251
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 80.05, which was 6.55 higher than the previous day. The implied volatity was 16.48, the open interest changed by 74 which increased total open position to 173
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 73.5, which was -9.85 lower than the previous day. The implied volatity was 19.78, the open interest changed by 12 which increased total open position to 100
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 83.35, which was 3.35 higher than the previous day. The implied volatity was 21.31, the open interest changed by 15 which increased total open position to 88
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 80, which was 5.00 higher than the previous day. The implied volatity was 22.13, the open interest changed by -8 which decreased total open position to 74
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 75, which was 17.05 higher than the previous day. The implied volatity was 21.27, the open interest changed by 31 which increased total open position to 79
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 57.95, which was 3.70 higher than the previous day. The implied volatity was 23.22, the open interest changed by 7 which increased total open position to 48
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 54.25, which was -17.60 lower than the previous day. The implied volatity was 24.35, the open interest changed by 40 which increased total open position to 40
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 71.85, which was 0.00 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 71.85, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 71.85, which was 0.00 lower than the previous day. The implied volatity was 2.11, 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 71.85, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 71.85, which was 71.85 higher than the previous day. The implied volatity was 1.06, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 0, 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 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.88, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.04, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.58, 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 0, 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 6 Nov PIDILITIND was trading at 3180.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.45, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 0, which was lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
