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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 3020 CE
Delta: 0.20
Vega: 1.15
Theta: -2.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2938.05 10.9 -21.00 23.98 778 38 93
20 Nov 3001.90 31.9 0.00 20.10 564 -1 56
19 Nov 3001.90 31.9 -9.15 20.10 564 0 56
18 Nov 3019.30 41.05 -4.80 18.48 208 -2 56
14 Nov 3021.70 45.85 1.00 16.98 507 32 58
13 Nov 2988.55 44.85 -104.65 19.39 275 24 28
12 Nov 3040.30 149.5 0.00 0.00 0 0 0
11 Nov 3099.65 149.5 0.00 0.00 0 4 0
8 Nov 3125.70 149.5 -188.35 23.74 4 0 0
7 Nov 3158.35 337.85 0.00 - 0 0 0
6 Nov 3180.80 337.85 0.00 - 0 0 0
5 Nov 3104.55 337.85 0.00 - 0 0 0
4 Nov 3120.55 337.85 0.00 - 0 0 0
1 Nov 3158.75 337.85 0.00 - 0 0 0
31 Oct 3145.85 337.85 0.00 - 0 0 0
30 Oct 3153.60 337.85 0.00 - 0 0 0
29 Oct 3109.00 337.85 0.00 - 0 0 0
28 Oct 3161.65 337.85 0.00 - 0 0 0
25 Oct 3178.95 337.85 0.00 - 0 0 0
24 Oct 3121.55 337.85 0.00 - 0 0 0
23 Oct 3090.70 337.85 0.00 - 0 0 0
22 Oct 3127.45 337.85 0.00 - 0 0 0
21 Oct 3153.50 337.85 0.00 - 0 0 0
18 Oct 3184.00 337.85 - 0 0 0


For Pidilite Industries Ltd - strike price 3020 expiring on 28NOV2024

Delta for 3020 CE is 0.20

Historical price for 3020 CE is as follows

On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 10.9, which was -21.00 lower than the previous day. The implied volatity was 23.98, the open interest changed by 38 which increased total open position to 93


On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 31.9, which was 0.00 lower than the previous day. The implied volatity was 20.10, the open interest changed by -1 which decreased total open position to 56


On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 31.9, which was -9.15 lower than the previous day. The implied volatity was 20.10, the open interest changed by 0 which decreased total open position to 56


On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 41.05, which was -4.80 lower than the previous day. The implied volatity was 18.48, the open interest changed by -2 which decreased total open position to 56


On 14 Nov PIDILITIND was trading at 3021.70. The strike last trading price was 45.85, which was 1.00 higher than the previous day. The implied volatity was 16.98, the open interest changed by 32 which increased total open position to 58


On 13 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 44.85, which was -104.65 lower than the previous day. The implied volatity was 19.39, the open interest changed by 24 which increased total open position to 28


On 12 Nov PIDILITIND was trading at 3040.30. The strike last trading price was 149.5, 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 Nov PIDILITIND was trading at 3099.65. The strike last trading price was 149.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 8 Nov PIDILITIND was trading at 3125.70. The strike last trading price was 149.5, which was -188.35 lower than the previous day. The implied volatity was 23.74, 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 337.85, 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 6 Nov PIDILITIND was trading at 3180.80. The strike last trading price was 337.85, 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 5 Nov PIDILITIND was trading at 3104.55. The strike last trading price was 337.85, 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 4 Nov PIDILITIND was trading at 3120.55. The strike last trading price was 337.85, 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 1 Nov PIDILITIND was trading at 3158.75. The strike last trading price was 337.85, 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 31 Oct PIDILITIND was trading at 3145.85. The strike last trading price was 337.85, 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 337.85, 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 337.85, 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 28 Oct PIDILITIND was trading at 3161.65. The strike last trading price was 337.85, 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 337.85, 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 337.85, 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 337.85, 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 22 Oct PIDILITIND was trading at 3127.45. The strike last trading price was 337.85, 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 21 Oct PIDILITIND was trading at 3153.50. The strike last trading price was 337.85, 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 18 Oct PIDILITIND was trading at 3184.00. The strike last trading price was 337.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PIDILITIND 28NOV2024 3020 PE
Delta: -0.81
Vega: 1.10
Theta: -1.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2938.05 93.15 46.10 22.72 89 -10 103
20 Nov 3001.90 47.05 0.00 21.48 257 -4 113
19 Nov 3001.90 47.05 3.80 21.48 257 -4 113
18 Nov 3019.30 43.25 -0.75 23.72 145 -13 119
14 Nov 3021.70 44 -11.20 20.98 237 15 133
13 Nov 2988.55 55.2 17.25 21.75 158 43 118
12 Nov 3040.30 37.95 10.45 20.43 68 1 96
11 Nov 3099.65 27.5 3.40 23.84 24 -4 94
8 Nov 3125.70 24.1 6.10 24.45 160 62 99
7 Nov 3158.35 18 5.85 22.79 37 3 41
6 Nov 3180.80 12.15 -22.50 21.89 46 14 48
5 Nov 3104.55 34.65 3.45 24.49 16 5 34
4 Nov 3120.55 31.2 3.30 24.70 15 8 28
1 Nov 3158.75 27.9 0.00 0.00 0 -3 0
31 Oct 3145.85 27.9 4.10 - 24 -3 20
30 Oct 3153.60 23.8 0.00 - 0 0 0
29 Oct 3109.00 23.8 0.00 - 0 12 0
28 Oct 3161.65 23.8 -11.20 - 296 26 26
25 Oct 3178.95 35 0.00 - 0 0 0
24 Oct 3121.55 35 0.00 - 0 0 11
23 Oct 3090.70 35 0.00 - 0 0 0
22 Oct 3127.45 35 0.00 - 0 11 0
21 Oct 3153.50 35 4.60 - 176 12 12
18 Oct 3184.00 30.4 - 0 0 0


For Pidilite Industries Ltd - strike price 3020 expiring on 28NOV2024

Delta for 3020 PE is -0.81

Historical price for 3020 PE is as follows

On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 93.15, which was 46.10 higher than the previous day. The implied volatity was 22.72, the open interest changed by -10 which decreased total open position to 103


On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 47.05, which was 0.00 lower than the previous day. The implied volatity was 21.48, the open interest changed by -4 which decreased total open position to 113


On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 47.05, which was 3.80 higher than the previous day. The implied volatity was 21.48, the open interest changed by -4 which decreased total open position to 113


On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 43.25, which was -0.75 lower than the previous day. The implied volatity was 23.72, the open interest changed by -13 which decreased total open position to 119


On 14 Nov PIDILITIND was trading at 3021.70. The strike last trading price was 44, which was -11.20 lower than the previous day. The implied volatity was 20.98, the open interest changed by 15 which increased total open position to 133


On 13 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 55.2, which was 17.25 higher than the previous day. The implied volatity was 21.75, the open interest changed by 43 which increased total open position to 118


On 12 Nov PIDILITIND was trading at 3040.30. The strike last trading price was 37.95, which was 10.45 higher than the previous day. The implied volatity was 20.43, the open interest changed by 1 which increased total open position to 96


On 11 Nov PIDILITIND was trading at 3099.65. The strike last trading price was 27.5, which was 3.40 higher than the previous day. The implied volatity was 23.84, the open interest changed by -4 which decreased total open position to 94


On 8 Nov PIDILITIND was trading at 3125.70. The strike last trading price was 24.1, which was 6.10 higher than the previous day. The implied volatity was 24.45, the open interest changed by 62 which increased total open position to 99


On 7 Nov PIDILITIND was trading at 3158.35. The strike last trading price was 18, which was 5.85 higher than the previous day. The implied volatity was 22.79, the open interest changed by 3 which increased total open position to 41


On 6 Nov PIDILITIND was trading at 3180.80. The strike last trading price was 12.15, which was -22.50 lower than the previous day. The implied volatity was 21.89, the open interest changed by 14 which increased total open position to 48


On 5 Nov PIDILITIND was trading at 3104.55. The strike last trading price was 34.65, which was 3.45 higher than the previous day. The implied volatity was 24.49, the open interest changed by 5 which increased total open position to 34


On 4 Nov PIDILITIND was trading at 3120.55. The strike last trading price was 31.2, which was 3.30 higher than the previous day. The implied volatity was 24.70, the open interest changed by 8 which increased total open position to 28


On 1 Nov PIDILITIND was trading at 3158.75. The strike last trading price was 27.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 31 Oct PIDILITIND was trading at 3145.85. The strike last trading price was 27.9, which was 4.10 higher 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 23.8, 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 23.8, 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 28 Oct PIDILITIND was trading at 3161.65. The strike last trading price was 23.8, which was -11.20 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 35, 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 35, 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 35, 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 22 Oct PIDILITIND was trading at 3127.45. The strike last trading price was 35, 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 21 Oct PIDILITIND was trading at 3153.50. The strike last trading price was 35, which was 4.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PIDILITIND was trading at 3184.00. The strike last trading price was 30.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to