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[--[65.84.65.76]--]
PIDILITIND
Pidilite Industries Ltd

2914.4 -18.05 (-0.62%)

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Historical option data for PIDILITIND

27 Dec 2024 04:13 PM IST
PIDILITIND 30JAN2025 3060 CE
Delta: 0.25
Vega: 2.84
Theta: -0.94
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2914.40 23.35 -6.65 17.94 44 17 21
26 Dec 2932.45 30 -40.00 18.28 4 3 4
24 Dec 2969.90 70 0.00 0.00 0 0 0
23 Dec 2951.80 70 0.00 0.00 0 0 0
20 Dec 2976.80 70 0.00 0.00 0 1 0
19 Dec 2989.00 70 -65.70 21.46 1 0 0
18 Dec 3057.65 135.7 0.00 - 0 0 0
17 Dec 3081.35 135.7 0.00 - 0 0 0
2 Dec 3132.50 135.7 0.00 - 0 0 0
29 Nov 3066.20 135.7 - 0 0 0


For Pidilite Industries Ltd - strike price 3060 expiring on 30JAN2025

Delta for 3060 CE is 0.25

Historical price for 3060 CE is as follows

On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 23.35, which was -6.65 lower than the previous day. The implied volatity was 17.94, the open interest changed by 17 which increased total open position to 21


On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 30, which was -40.00 lower than the previous day. The implied volatity was 18.28, the open interest changed by 3 which increased total open position to 4


On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 70, 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 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 70, 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 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 70, 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 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 70, which was -65.70 lower than the previous day. The implied volatity was 21.46, 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 135.7, 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 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 135.7, 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 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 135.7, 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 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 135.7, 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 30JAN2025 3060 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2914.40 110 0.00 0.00 0 0 0
26 Dec 2932.45 110 0.00 0.00 0 1 0
24 Dec 2969.90 110 -3.50 20.50 1 0 0
23 Dec 2951.80 113.5 0.00 - 0 0 0
20 Dec 2976.80 113.5 0.00 - 0 0 0
19 Dec 2989.00 113.5 0.00 - 0 0 0
18 Dec 3057.65 113.5 0.00 0.80 0 0 0
17 Dec 3081.35 113.5 0.00 1.61 0 0 0
2 Dec 3132.50 113.5 0.00 2.56 0 0 0
29 Nov 3066.20 113.5 1.26 0 0 0


For Pidilite Industries Ltd - strike price 3060 expiring on 30JAN2025

Delta for 3060 PE is 0.00

Historical price for 3060 PE is as follows

On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 110, 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 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 110, 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 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 110, which was -3.50 lower than the previous day. The implied volatity was 20.50, the open interest changed by 0 which decreased total open position to 0


On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 113.5, 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 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 113.5, 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 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 113.5, 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 113.5, which was 0.00 lower than the previous day. The implied volatity was 0.80, 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 113.5, which was 0.00 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0


On 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 113.5, 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 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 113.5, which was lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0