PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
20 Dec 2024 04:13 PM IST
| PIDILITIND 26DEC2024 3020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 1.38
Theta: -2.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2976.80 | 14.4 | -7.25 | 17.93 | 896 | 54 | 106 | |||
| 19 Dec | 2989.00 | 21.65 | -41.85 | 19.99 | 179 | 36 | 52 | |||
| 18 Dec | 3057.65 | 63.5 | -25.00 | 22.68 | 1 | 0 | 17 | |||
| 17 Dec | 3081.35 | 88.5 | -103.70 | 24.81 | 7 | -2 | 16 | |||
| 16 Dec | 3193.85 | 192.2 | 23.50 | 34.00 | 2 | 1 | 19 | |||
| 13 Dec | 3185.20 | 168.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 3190.10 | 168.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3191.20 | 168.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 3213.15 | 168.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 3160.75 | 168.7 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 6 Dec | 3162.25 | 168.7 | -0.45 | 18.87 | 2 | -1 | 19 | |||
| 5 Dec | 3191.95 | 169.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 3204.75 | 169.15 | 55.70 | - | 2 | 0 | 20 | |||
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| 3 Dec | 3149.00 | 113.45 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 2 Dec | 3132.50 | 113.45 | 13.60 | - | 12 | 4 | 18 | |||
| 29 Nov | 3066.20 | 99.85 | 2.20 | 17.19 | 4 | 3 | 14 | |||
| 28 Nov | 3043.90 | 97.65 | 6.50 | 21.96 | 20 | 7 | 8 | |||
| 27 Nov | 3045.75 | 91.15 | -124.55 | 18.21 | 7 | 1 | 1 | |||
| 26 Nov | 3012.05 | 215.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2986.20 | 215.7 | 0.00 | 0.22 | 0 | 0 | 0 | |||
| 22 Nov | 2956.55 | 215.7 | 0.00 | 0.78 | 0 | 0 | 0 | |||
| 21 Nov | 2938.05 | 215.7 | 0.00 | 1.64 | 0 | 0 | 0 | |||
| 20 Nov | 3001.90 | 215.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 3001.90 | 215.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2988.55 | 215.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 3040.30 | 215.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 3099.65 | 215.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3104.55 | 215.7 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 3020 expiring on 26DEC2024
Delta for 3020 CE is 0.33
Historical price for 3020 CE is as follows
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 14.4, which was -7.25 lower than the previous day. The implied volatity was 17.93, the open interest changed by 54 which increased total open position to 106
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 21.65, which was -41.85 lower than the previous day. The implied volatity was 19.99, the open interest changed by 36 which increased total open position to 52
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 63.5, which was -25.00 lower than the previous day. The implied volatity was 22.68, the open interest changed by 0 which decreased total open position to 17
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 88.5, which was -103.70 lower than the previous day. The implied volatity was 24.81, the open interest changed by -2 which decreased total open position to 16
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 192.2, which was 23.50 higher than the previous day. The implied volatity was 34.00, the open interest changed by 1 which increased total open position to 19
On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 168.7, 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 168.7, 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 168.7, 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 168.7, 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 168.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Dec PIDILITIND was trading at 3162.25. The strike last trading price was 168.7, which was -0.45 lower than the previous day. The implied volatity was 18.87, the open interest changed by -1 which decreased total open position to 19
On 5 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 169.15, 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 169.15, which was 55.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 113.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 113.45, which was 13.60 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 18
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 99.85, which was 2.20 higher than the previous day. The implied volatity was 17.19, the open interest changed by 3 which increased total open position to 14
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 97.65, which was 6.50 higher than the previous day. The implied volatity was 21.96, the open interest changed by 7 which increased total open position to 8
On 27 Nov PIDILITIND was trading at 3045.75. The strike last trading price was 91.15, which was -124.55 lower than the previous day. The implied volatity was 18.21, the open interest changed by 1 which increased total open position to 1
On 26 Nov PIDILITIND was trading at 3012.05. The strike last trading price was 215.7, 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 215.7, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 215.7, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 215.7, which was 0.00 lower than the previous day. The implied volatity was 1.64, 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 215.7, 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 215.7, 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 215.7, 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 215.7, 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 215.7, 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 215.7, 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 3020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 1.41
Theta: -1.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2976.80 | 49.45 | -4.25 | 20.09 | 148 | 4 | 41 |
| 19 Dec | 2989.00 | 53.7 | 36.80 | 23.63 | 117 | -18 | 42 |
| 18 Dec | 3057.65 | 16.9 | -2.45 | 18.43 | 127 | -25 | 60 |
| 17 Dec | 3081.35 | 19.35 | 15.20 | 23.74 | 228 | 27 | 74 |
| 16 Dec | 3193.85 | 4.15 | -0.15 | 24.42 | 16 | 9 | 46 |
| 13 Dec | 3185.20 | 4.3 | -2.50 | 21.04 | 52 | -2 | 38 |
| 12 Dec | 3190.10 | 6.8 | -5.50 | 23.44 | 1 | 0 | 41 |
| 11 Dec | 3191.20 | 12.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 3213.15 | 12.3 | 0.00 | 0.00 | 0 | 5 | 0 |
| 9 Dec | 3160.75 | 12.3 | -0.10 | 22.82 | 11 | 2 | 38 |
| 6 Dec | 3162.25 | 12.4 | -1.90 | 21.70 | 17 | 6 | 38 |
| 5 Dec | 3191.95 | 14.3 | 2.65 | 24.50 | 9 | 0 | 29 |
| 4 Dec | 3204.75 | 11.65 | -6.70 | 22.85 | 61 | 13 | 29 |
| 3 Dec | 3149.00 | 18.35 | -3.25 | 22.28 | 45 | 7 | 16 |
| 2 Dec | 3132.50 | 21.6 | -15.00 | 21.56 | 16 | 4 | 10 |
| 29 Nov | 3066.20 | 36.6 | -19.70 | 20.23 | 27 | 6 | 6 |
| 28 Nov | 3043.90 | 56.3 | 0.00 | 1.52 | 0 | 0 | 0 |
| 27 Nov | 3045.75 | 56.3 | 0.00 | 1.73 | 0 | 0 | 0 |
| 26 Nov | 3012.05 | 56.3 | 0.00 | 0.73 | 0 | 0 | 0 |
| 25 Nov | 2986.20 | 56.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2956.55 | 56.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2938.05 | 56.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3001.90 | 56.3 | 0.00 | 0.34 | 0 | 0 | 0 |
| 19 Nov | 3001.90 | 56.3 | 0.00 | 0.34 | 0 | 0 | 0 |
| 13 Nov | 2988.55 | 56.3 | 0.00 | 0.52 | 0 | 0 | 0 |
| 12 Nov | 3040.30 | 56.3 | 0.00 | 1.45 | 0 | 0 | 0 |
| 11 Nov | 3099.65 | 56.3 | 0.00 | 2.84 | 0 | 0 | 0 |
| 5 Nov | 3104.55 | 56.3 | 2.91 | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 3020 expiring on 26DEC2024
Delta for 3020 PE is -0.66
Historical price for 3020 PE is as follows
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 49.45, which was -4.25 lower than the previous day. The implied volatity was 20.09, the open interest changed by 4 which increased total open position to 41
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 53.7, which was 36.80 higher than the previous day. The implied volatity was 23.63, the open interest changed by -18 which decreased total open position to 42
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 16.9, which was -2.45 lower than the previous day. The implied volatity was 18.43, the open interest changed by -25 which decreased total open position to 60
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 19.35, which was 15.20 higher than the previous day. The implied volatity was 23.74, the open interest changed by 27 which increased total open position to 74
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 4.15, which was -0.15 lower than the previous day. The implied volatity was 24.42, the open interest changed by 9 which increased total open position to 46
On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 4.3, which was -2.50 lower than the previous day. The implied volatity was 21.04, the open interest changed by -2 which decreased total open position to 38
On 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 6.8, which was -5.50 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 41
On 11 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 12.3, 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 12.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 9 Dec PIDILITIND was trading at 3160.75. The strike last trading price was 12.3, which was -0.10 lower than the previous day. The implied volatity was 22.82, the open interest changed by 2 which increased total open position to 38
On 6 Dec PIDILITIND was trading at 3162.25. The strike last trading price was 12.4, which was -1.90 lower than the previous day. The implied volatity was 21.70, the open interest changed by 6 which increased total open position to 38
On 5 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 14.3, which was 2.65 higher than the previous day. The implied volatity was 24.50, the open interest changed by 0 which decreased total open position to 29
On 4 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 11.65, which was -6.70 lower than the previous day. The implied volatity was 22.85, the open interest changed by 13 which increased total open position to 29
On 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 18.35, which was -3.25 lower than the previous day. The implied volatity was 22.28, the open interest changed by 7 which increased total open position to 16
On 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 21.6, which was -15.00 lower than the previous day. The implied volatity was 21.56, the open interest changed by 4 which increased total open position to 10
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 36.6, which was -19.70 lower than the previous day. The implied volatity was 20.23, the open interest changed by 6 which increased total open position to 6
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 56.3, which was 0.00 lower than the previous day. The implied volatity was 1.52, 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 56.3, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 56.3, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 56.3, 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 56.3, 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 56.3, 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 56.3, 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 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 56.3, 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 13 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 56.3, which was 0.00 lower than the previous day. The implied volatity was 0.52, 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 56.3, which was 0.00 lower than the previous day. The implied volatity was 1.45, 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 56.3, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 56.3, which was lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
