PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
20 Dec 2024 04:13 PM IST
| PIDILITIND 26DEC2024 3060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 1.00
Theta: -1.82
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2976.80 | 7.4 | -4.80 | 20.04 | 675 | 7 | 122 | |||
| 19 Dec | 2989.00 | 12.2 | -26.95 | 21.59 | 487 | 44 | 116 | |||
|
|
||||||||||
| 18 Dec | 3057.65 | 39.15 | -24.05 | 21.78 | 123 | 39 | 67 | |||
| 17 Dec | 3081.35 | 63.2 | -46.20 | 25.09 | 13 | -3 | 28 | |||
| 16 Dec | 3193.85 | 109.4 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 13 Dec | 3185.20 | 109.4 | -9.45 | - | 6 | -1 | 32 | |||
| 12 Dec | 3190.10 | 118.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3191.20 | 118.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 3213.15 | 118.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 3160.75 | 118.85 | -33.15 | - | 1 | 0 | 33 | |||
| 6 Dec | 3162.25 | 152 | -8.00 | 26.52 | 1 | 0 | 33 | |||
| 5 Dec | 3191.95 | 160 | 24.10 | 19.83 | 5 | 1 | 32 | |||
| 4 Dec | 3204.75 | 135.9 | 37.90 | - | 4 | -2 | 31 | |||
| 3 Dec | 3149.00 | 98 | -17.00 | - | 1 | 0 | 33 | |||
| 2 Dec | 3132.50 | 115 | 32.30 | 18.84 | 79 | -9 | 34 | |||
| 29 Nov | 3066.20 | 82.7 | 16.70 | 19.67 | 154 | 16 | 46 | |||
| 28 Nov | 3043.90 | 66 | -6.20 | 18.93 | 74 | -3 | 31 | |||
| 27 Nov | 3045.75 | 72.2 | 11.25 | 19.30 | 93 | 28 | 34 | |||
| 26 Nov | 3012.05 | 60.95 | 19.05 | 20.10 | 7 | 5 | 7 | |||
| 25 Nov | 2986.20 | 41.9 | 0.00 | 17.74 | 1 | 2 | 2 | |||
| 22 Nov | 2956.55 | 41.9 | -147.65 | 18.98 | 3 | 2 | 2 | |||
| 21 Nov | 2938.05 | 189.55 | 0.00 | 2.85 | 0 | 0 | 0 | |||
| 20 Nov | 3001.90 | 189.55 | 0.00 | 0.87 | 0 | 0 | 0 | |||
| 19 Nov | 3001.90 | 189.55 | 0.00 | 0.87 | 0 | 0 | 0 | |||
| 13 Nov | 2988.55 | 189.55 | 0.00 | 0.62 | 0 | 0 | 0 | |||
| 12 Nov | 3040.30 | 189.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 3099.65 | 189.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3125.70 | 189.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3158.35 | 189.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3104.55 | 189.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3120.55 | 189.55 | 189.55 | - | 0 | 0 | 0 | |||
| 1 Nov | 3158.75 | 0 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 3060 expiring on 26DEC2024
Delta for 3060 CE is 0.18
Historical price for 3060 CE is as follows
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 7.4, which was -4.80 lower than the previous day. The implied volatity was 20.04, the open interest changed by 7 which increased total open position to 122
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 12.2, which was -26.95 lower than the previous day. The implied volatity was 21.59, the open interest changed by 44 which increased total open position to 116
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 39.15, which was -24.05 lower than the previous day. The implied volatity was 21.78, the open interest changed by 39 which increased total open position to 67
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 63.2, which was -46.20 lower than the previous day. The implied volatity was 25.09, the open interest changed by -3 which decreased total open position to 28
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 109.4, 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 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 109.4, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 32
On 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 118.85, 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 118.85, 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 118.85, 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 118.85, which was -33.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 6 Dec PIDILITIND was trading at 3162.25. The strike last trading price was 152, which was -8.00 lower than the previous day. The implied volatity was 26.52, the open interest changed by 0 which decreased total open position to 33
On 5 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 160, which was 24.10 higher than the previous day. The implied volatity was 19.83, the open interest changed by 1 which increased total open position to 32
On 4 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 135.9, which was 37.90 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 31
On 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 98, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 115, which was 32.30 higher than the previous day. The implied volatity was 18.84, the open interest changed by -9 which decreased total open position to 34
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 82.7, which was 16.70 higher than the previous day. The implied volatity was 19.67, the open interest changed by 16 which increased total open position to 46
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 66, which was -6.20 lower than the previous day. The implied volatity was 18.93, the open interest changed by -3 which decreased total open position to 31
On 27 Nov PIDILITIND was trading at 3045.75. The strike last trading price was 72.2, which was 11.25 higher than the previous day. The implied volatity was 19.30, the open interest changed by 28 which increased total open position to 34
On 26 Nov PIDILITIND was trading at 3012.05. The strike last trading price was 60.95, which was 19.05 higher than the previous day. The implied volatity was 20.10, the open interest changed by 5 which increased total open position to 7
On 25 Nov PIDILITIND was trading at 2986.20. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 17.74, the open interest changed by 2 which increased total open position to 2
On 22 Nov PIDILITIND was trading at 2956.55. The strike last trading price was 41.9, which was -147.65 lower than the previous day. The implied volatity was 18.98, the open interest changed by 2 which increased total open position to 2
On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 189.55, which was 0.00 lower than the previous day. The implied volatity was 2.85, 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 189.55, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 189.55, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 189.55, which was 0.00 lower than the previous day. The implied volatity was 0.62, 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 189.55, 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 189.55, 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 189.55, 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 189.55, 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 189.55, 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 189.55, which was 189.55 higher 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 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 26DEC2024 3060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.61
Theta: 0.07
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2976.80 | 74.1 | -5.00 | 13.69 | 5 | -2 | 55 |
| 19 Dec | 2989.00 | 79.1 | 43.95 | 22.14 | 175 | -19 | 57 |
| 18 Dec | 3057.65 | 35.15 | 2.05 | 19.42 | 472 | 18 | 76 |
| 17 Dec | 3081.35 | 33.1 | 26.40 | 23.72 | 353 | 3 | 60 |
| 16 Dec | 3193.85 | 6.7 | -0.15 | 22.56 | 50 | -11 | 57 |
| 13 Dec | 3185.20 | 6.85 | -3.20 | 19.58 | 119 | -26 | 69 |
| 12 Dec | 3190.10 | 10.05 | -0.45 | 21.98 | 93 | 6 | 98 |
| 11 Dec | 3191.20 | 10.5 | -0.15 | 23.09 | 90 | 16 | 93 |
| 10 Dec | 3213.15 | 10.65 | -7.90 | 23.13 | 134 | 33 | 76 |
| 9 Dec | 3160.75 | 18.55 | -0.65 | 22.03 | 26 | 1 | 42 |
| 6 Dec | 3162.25 | 19.2 | 2.65 | 21.30 | 35 | 1 | 43 |
| 5 Dec | 3191.95 | 16.55 | 0.25 | 21.98 | 55 | -1 | 40 |
| 4 Dec | 3204.75 | 16.3 | -6.20 | 21.87 | 46 | 7 | 40 |
| 3 Dec | 3149.00 | 22.5 | -7.75 | 20.17 | 63 | 2 | 33 |
| 2 Dec | 3132.50 | 30.25 | -20.40 | 20.82 | 82 | 14 | 31 |
| 29 Nov | 3066.20 | 50.65 | -12.40 | 19.81 | 45 | 9 | 17 |
| 28 Nov | 3043.90 | 63.05 | -8.90 | 19.49 | 12 | 2 | 8 |
| 27 Nov | 3045.75 | 71.95 | 2.25 | 22.76 | 11 | 5 | 5 |
| 26 Nov | 3012.05 | 69.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2986.20 | 69.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2956.55 | 69.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2938.05 | 69.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3001.90 | 69.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3001.90 | 69.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2988.55 | 69.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3040.30 | 69.7 | 0.00 | 0.40 | 0 | 0 | 0 |
| 11 Nov | 3099.65 | 69.7 | 0.00 | 1.91 | 0 | 0 | 0 |
| 8 Nov | 3125.70 | 69.7 | 0.00 | 2.61 | 0 | 0 | 0 |
| 7 Nov | 3158.35 | 69.7 | 0.00 | 3.31 | 0 | 0 | 0 |
| 5 Nov | 3104.55 | 69.7 | 69.70 | 2.03 | 0 | 0 | 0 |
| 4 Nov | 3120.55 | 0 | 0.00 | 2.36 | 0 | 0 | 0 |
| 1 Nov | 3158.75 | 0 | 3.21 | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 3060 expiring on 26DEC2024
Delta for 3060 PE is -0.91
Historical price for 3060 PE is as follows
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 74.1, which was -5.00 lower than the previous day. The implied volatity was 13.69, the open interest changed by -2 which decreased total open position to 55
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 79.1, which was 43.95 higher than the previous day. The implied volatity was 22.14, the open interest changed by -19 which decreased total open position to 57
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 35.15, which was 2.05 higher than the previous day. The implied volatity was 19.42, the open interest changed by 18 which increased total open position to 76
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 33.1, which was 26.40 higher than the previous day. The implied volatity was 23.72, the open interest changed by 3 which increased total open position to 60
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 6.7, which was -0.15 lower than the previous day. The implied volatity was 22.56, the open interest changed by -11 which decreased total open position to 57
On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 6.85, which was -3.20 lower than the previous day. The implied volatity was 19.58, the open interest changed by -26 which decreased total open position to 69
On 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 10.05, which was -0.45 lower than the previous day. The implied volatity was 21.98, the open interest changed by 6 which increased total open position to 98
On 11 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 10.5, which was -0.15 lower than the previous day. The implied volatity was 23.09, the open interest changed by 16 which increased total open position to 93
On 10 Dec PIDILITIND was trading at 3213.15. The strike last trading price was 10.65, which was -7.90 lower than the previous day. The implied volatity was 23.13, the open interest changed by 33 which increased total open position to 76
On 9 Dec PIDILITIND was trading at 3160.75. The strike last trading price was 18.55, which was -0.65 lower than the previous day. The implied volatity was 22.03, the open interest changed by 1 which increased total open position to 42
On 6 Dec PIDILITIND was trading at 3162.25. The strike last trading price was 19.2, which was 2.65 higher than the previous day. The implied volatity was 21.30, the open interest changed by 1 which increased total open position to 43
On 5 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 16.55, which was 0.25 higher than the previous day. The implied volatity was 21.98, the open interest changed by -1 which decreased total open position to 40
On 4 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 16.3, which was -6.20 lower than the previous day. The implied volatity was 21.87, the open interest changed by 7 which increased total open position to 40
On 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 22.5, which was -7.75 lower than the previous day. The implied volatity was 20.17, the open interest changed by 2 which increased total open position to 33
On 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 30.25, which was -20.40 lower than the previous day. The implied volatity was 20.82, the open interest changed by 14 which increased total open position to 31
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 50.65, which was -12.40 lower than the previous day. The implied volatity was 19.81, the open interest changed by 9 which increased total open position to 17
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 63.05, which was -8.90 lower than the previous day. The implied volatity was 19.49, the open interest changed by 2 which increased total open position to 8
On 27 Nov PIDILITIND was trading at 3045.75. The strike last trading price was 71.95, which was 2.25 higher than the previous day. The implied volatity was 22.76, the open interest changed by 5 which increased total open position to 5
On 26 Nov PIDILITIND was trading at 3012.05. The strike last trading price was 69.7, 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 69.7, 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 22 Nov PIDILITIND was trading at 2956.55. The strike last trading price was 69.7, 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 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 69.7, 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 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 69.7, 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 69.7, 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 69.7, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 0.40, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 1.91, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 2.61, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 3.31, 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 69.7, which was 69.70 higher than the previous day. The implied volatity was 2.03, 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 0.00 lower than the previous day. The implied volatity was 2.36, 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 0, which was lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
