PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
20 Dec 2024 04:13 PM IST
| PIDILITIND 26DEC2024 3100 CE | ||||||||||
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Delta: 0.10
Vega: 0.68
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2976.80 | 4.1 | -2.95 | 22.37 | 969 | -3 | 354 | |||
| 19 Dec | 2989.00 | 7.05 | -15.50 | 23.37 | 1,208 | 72 | 362 | |||
| 18 Dec | 3057.65 | 22.55 | -18.45 | 21.72 | 814 | -10 | 294 | |||
| 17 Dec | 3081.35 | 41 | -62.95 | 24.27 | 985 | 138 | 303 | |||
| 16 Dec | 3193.85 | 103.95 | 0.30 | 16.61 | 13 | -3 | 166 | |||
| 13 Dec | 3185.20 | 103.65 | -13.40 | 16.54 | 22 | 4 | 171 | |||
| 12 Dec | 3190.10 | 117.05 | -23.75 | 20.65 | 13 | 10 | 165 | |||
| 11 Dec | 3191.20 | 140.8 | 0.80 | 25.88 | 6 | -1 | 155 | |||
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| 10 Dec | 3213.15 | 140 | 39.15 | 21.68 | 61 | -9 | 155 | |||
| 9 Dec | 3160.75 | 100.85 | -6.60 | 20.81 | 110 | 10 | 164 | |||
| 6 Dec | 3162.25 | 107.45 | -13.55 | 19.90 | 85 | 15 | 154 | |||
| 5 Dec | 3191.95 | 121 | -9.25 | 16.51 | 17 | -4 | 140 | |||
| 4 Dec | 3204.75 | 130.25 | 35.35 | 18.24 | 55 | -5 | 146 | |||
| 3 Dec | 3149.00 | 94.9 | 6.45 | 17.02 | 255 | -4 | 150 | |||
| 2 Dec | 3132.50 | 88.45 | 27.05 | 18.88 | 956 | -40 | 155 | |||
| 29 Nov | 3066.20 | 61.4 | 9.40 | 19.47 | 478 | -19 | 197 | |||
| 28 Nov | 3043.90 | 52 | 0.80 | 20.13 | 444 | 6 | 217 | |||
| 27 Nov | 3045.75 | 51.2 | 7.55 | 18.61 | 605 | 91 | 203 | |||
| 26 Nov | 3012.05 | 43.65 | 6.90 | 19.71 | 134 | -13 | 112 | |||
| 25 Nov | 2986.20 | 36.75 | 7.05 | 20.28 | 602 | 114 | 126 | |||
| 22 Nov | 2956.55 | 29.7 | 3.70 | 18.95 | 610 | 208 | 220 | |||
| 21 Nov | 2938.05 | 26 | -32.00 | 20.59 | 9 | 3 | 11 | |||
| 20 Nov | 3001.90 | 58 | 0.00 | 22.87 | 5 | 2 | 8 | |||
| 19 Nov | 3001.90 | 58 | 0.35 | 22.87 | 5 | 2 | 8 | |||
| 14 Nov | 3021.70 | 57.65 | -17.35 | 18.96 | 5 | 2 | 3 | |||
| 13 Nov | 2988.55 | 75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 3040.30 | 75 | -90.35 | 20.54 | 1 | 0 | 0 | |||
| 11 Nov | 3099.65 | 165.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3125.70 | 165.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3158.35 | 165.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3180.80 | 165.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3104.55 | 165.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3120.55 | 165.35 | 165.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 3158.75 | 0 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 3100 expiring on 26DEC2024
Delta for 3100 CE is 0.10
Historical price for 3100 CE is as follows
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 4.1, which was -2.95 lower than the previous day. The implied volatity was 22.37, the open interest changed by -3 which decreased total open position to 354
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 7.05, which was -15.50 lower than the previous day. The implied volatity was 23.37, the open interest changed by 72 which increased total open position to 362
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 22.55, which was -18.45 lower than the previous day. The implied volatity was 21.72, the open interest changed by -10 which decreased total open position to 294
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 41, which was -62.95 lower than the previous day. The implied volatity was 24.27, the open interest changed by 138 which increased total open position to 303
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 103.95, which was 0.30 higher than the previous day. The implied volatity was 16.61, the open interest changed by -3 which decreased total open position to 166
On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 103.65, which was -13.40 lower than the previous day. The implied volatity was 16.54, the open interest changed by 4 which increased total open position to 171
On 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 117.05, which was -23.75 lower than the previous day. The implied volatity was 20.65, the open interest changed by 10 which increased total open position to 165
On 11 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 140.8, which was 0.80 higher than the previous day. The implied volatity was 25.88, the open interest changed by -1 which decreased total open position to 155
On 10 Dec PIDILITIND was trading at 3213.15. The strike last trading price was 140, which was 39.15 higher than the previous day. The implied volatity was 21.68, the open interest changed by -9 which decreased total open position to 155
On 9 Dec PIDILITIND was trading at 3160.75. The strike last trading price was 100.85, which was -6.60 lower than the previous day. The implied volatity was 20.81, the open interest changed by 10 which increased total open position to 164
On 6 Dec PIDILITIND was trading at 3162.25. The strike last trading price was 107.45, which was -13.55 lower than the previous day. The implied volatity was 19.90, the open interest changed by 15 which increased total open position to 154
On 5 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 121, which was -9.25 lower than the previous day. The implied volatity was 16.51, the open interest changed by -4 which decreased total open position to 140
On 4 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 130.25, which was 35.35 higher than the previous day. The implied volatity was 18.24, the open interest changed by -5 which decreased total open position to 146
On 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 94.9, which was 6.45 higher than the previous day. The implied volatity was 17.02, the open interest changed by -4 which decreased total open position to 150
On 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 88.45, which was 27.05 higher than the previous day. The implied volatity was 18.88, the open interest changed by -40 which decreased total open position to 155
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 61.4, which was 9.40 higher than the previous day. The implied volatity was 19.47, the open interest changed by -19 which decreased total open position to 197
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 52, which was 0.80 higher than the previous day. The implied volatity was 20.13, the open interest changed by 6 which increased total open position to 217
On 27 Nov PIDILITIND was trading at 3045.75. The strike last trading price was 51.2, which was 7.55 higher than the previous day. The implied volatity was 18.61, the open interest changed by 91 which increased total open position to 203
On 26 Nov PIDILITIND was trading at 3012.05. The strike last trading price was 43.65, which was 6.90 higher than the previous day. The implied volatity was 19.71, the open interest changed by -13 which decreased total open position to 112
On 25 Nov PIDILITIND was trading at 2986.20. The strike last trading price was 36.75, which was 7.05 higher than the previous day. The implied volatity was 20.28, the open interest changed by 114 which increased total open position to 126
On 22 Nov PIDILITIND was trading at 2956.55. The strike last trading price was 29.7, which was 3.70 higher than the previous day. The implied volatity was 18.95, the open interest changed by 208 which increased total open position to 220
On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 26, which was -32.00 lower than the previous day. The implied volatity was 20.59, the open interest changed by 3 which increased total open position to 11
On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 58, which was 0.00 lower than the previous day. The implied volatity was 22.87, the open interest changed by 2 which increased total open position to 8
On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 58, which was 0.35 higher than the previous day. The implied volatity was 22.87, the open interest changed by 2 which increased total open position to 8
On 14 Nov PIDILITIND was trading at 3021.70. The strike last trading price was 57.65, which was -17.35 lower than the previous day. The implied volatity was 18.96, the open interest changed by 2 which increased total open position to 3
On 13 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 75, 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 12 Nov PIDILITIND was trading at 3040.30. The strike last trading price was 75, which was -90.35 lower than the previous day. The implied volatity was 20.54, 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 165.35, 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 165.35, 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 165.35, 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 165.35, 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 165.35, 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 165.35, which was 165.35 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 3100 PE | |||||||
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Delta: -0.79
Vega: 1.09
Theta: -2.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2976.80 | 126.85 | 6.60 | 34.22 | 19 | -7 | 207 |
| 19 Dec | 2989.00 | 120.25 | 60.25 | 30.00 | 138 | -6 | 214 |
| 18 Dec | 3057.65 | 60 | 8.00 | 20.08 | 707 | 28 | 220 |
| 17 Dec | 3081.35 | 52 | 42.50 | 23.56 | 2,200 | 37 | 194 |
| 16 Dec | 3193.85 | 9.5 | -2.20 | 19.95 | 244 | -6 | 158 |
| 13 Dec | 3185.20 | 11.7 | -4.05 | 18.52 | 289 | -29 | 166 |
| 12 Dec | 3190.10 | 15.75 | -0.70 | 20.96 | 113 | 18 | 195 |
| 11 Dec | 3191.20 | 16.45 | 1.10 | 22.40 | 149 | -26 | 173 |
| 10 Dec | 3213.15 | 15.35 | -10.70 | 21.85 | 446 | 63 | 200 |
| 9 Dec | 3160.75 | 26.05 | -1.20 | 20.64 | 353 | 6 | 137 |
| 6 Dec | 3162.25 | 27.25 | 3.15 | 20.30 | 75 | 8 | 128 |
| 5 Dec | 3191.95 | 24.1 | -0.05 | 21.36 | 234 | -20 | 120 |
| 4 Dec | 3204.75 | 24.15 | -12.50 | 21.47 | 333 | 15 | 139 |
| 3 Dec | 3149.00 | 36.65 | -5.75 | 21.04 | 141 | 12 | 125 |
| 2 Dec | 3132.50 | 42.4 | -25.80 | 20.30 | 293 | 32 | 112 |
| 29 Nov | 3066.20 | 68.2 | -18.80 | 19.35 | 158 | 13 | 84 |
| 28 Nov | 3043.90 | 87 | -8.35 | 20.17 | 40 | 19 | 71 |
| 27 Nov | 3045.75 | 95.35 | -6.65 | 23.47 | 65 | 20 | 51 |
| 26 Nov | 3012.05 | 102 | -19.00 | 19.93 | 28 | 19 | 23 |
| 25 Nov | 2986.20 | 121 | 35.90 | 19.94 | 4 | 2 | 2 |
| 22 Nov | 2956.55 | 85.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2938.05 | 85.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3001.90 | 85.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3001.90 | 85.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3021.70 | 85.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2988.55 | 85.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3040.30 | 85.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3099.65 | 85.1 | 0.00 | 1.03 | 0 | 0 | 0 |
| 8 Nov | 3125.70 | 85.1 | 0.00 | 1.68 | 0 | 0 | 0 |
| 7 Nov | 3158.35 | 85.1 | 0.00 | 2.08 | 0 | 0 | 0 |
| 6 Nov | 3180.80 | 85.1 | 0.00 | 2.77 | 0 | 0 | 0 |
| 5 Nov | 3104.55 | 85.1 | 85.10 | 1.20 | 0 | 0 | 0 |
| 4 Nov | 3120.55 | 0 | 0.00 | 1.46 | 0 | 0 | 0 |
| 1 Nov | 3158.75 | 0 | 2.35 | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 3100 expiring on 26DEC2024
Delta for 3100 PE is -0.79
Historical price for 3100 PE is as follows
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 126.85, which was 6.60 higher than the previous day. The implied volatity was 34.22, the open interest changed by -7 which decreased total open position to 207
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 120.25, which was 60.25 higher than the previous day. The implied volatity was 30.00, the open interest changed by -6 which decreased total open position to 214
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 60, which was 8.00 higher than the previous day. The implied volatity was 20.08, the open interest changed by 28 which increased total open position to 220
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 52, which was 42.50 higher than the previous day. The implied volatity was 23.56, the open interest changed by 37 which increased total open position to 194
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 9.5, which was -2.20 lower than the previous day. The implied volatity was 19.95, the open interest changed by -6 which decreased total open position to 158
On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 11.7, which was -4.05 lower than the previous day. The implied volatity was 18.52, the open interest changed by -29 which decreased total open position to 166
On 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 15.75, which was -0.70 lower than the previous day. The implied volatity was 20.96, the open interest changed by 18 which increased total open position to 195
On 11 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 16.45, which was 1.10 higher than the previous day. The implied volatity was 22.40, the open interest changed by -26 which decreased total open position to 173
On 10 Dec PIDILITIND was trading at 3213.15. The strike last trading price was 15.35, which was -10.70 lower than the previous day. The implied volatity was 21.85, the open interest changed by 63 which increased total open position to 200
On 9 Dec PIDILITIND was trading at 3160.75. The strike last trading price was 26.05, which was -1.20 lower than the previous day. The implied volatity was 20.64, the open interest changed by 6 which increased total open position to 137
On 6 Dec PIDILITIND was trading at 3162.25. The strike last trading price was 27.25, which was 3.15 higher than the previous day. The implied volatity was 20.30, the open interest changed by 8 which increased total open position to 128
On 5 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 24.1, which was -0.05 lower than the previous day. The implied volatity was 21.36, the open interest changed by -20 which decreased total open position to 120
On 4 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 24.15, which was -12.50 lower than the previous day. The implied volatity was 21.47, the open interest changed by 15 which increased total open position to 139
On 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 36.65, which was -5.75 lower than the previous day. The implied volatity was 21.04, the open interest changed by 12 which increased total open position to 125
On 2 Dec PIDILITIND was trading at 3132.50. The strike last trading price was 42.4, which was -25.80 lower than the previous day. The implied volatity was 20.30, the open interest changed by 32 which increased total open position to 112
On 29 Nov PIDILITIND was trading at 3066.20. The strike last trading price was 68.2, which was -18.80 lower than the previous day. The implied volatity was 19.35, the open interest changed by 13 which increased total open position to 84
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 87, which was -8.35 lower than the previous day. The implied volatity was 20.17, the open interest changed by 19 which increased total open position to 71
On 27 Nov PIDILITIND was trading at 3045.75. The strike last trading price was 95.35, which was -6.65 lower than the previous day. The implied volatity was 23.47, the open interest changed by 20 which increased total open position to 51
On 26 Nov PIDILITIND was trading at 3012.05. The strike last trading price was 102, which was -19.00 lower than the previous day. The implied volatity was 19.93, the open interest changed by 19 which increased total open position to 23
On 25 Nov PIDILITIND was trading at 2986.20. The strike last trading price was 121, which was 35.90 higher than the previous day. The implied volatity was 19.94, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, which was 0.00 lower than the previous day. The implied volatity was 1.03, 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 85.1, which was 0.00 lower than the previous day. The implied volatity was 1.68, 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 85.1, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 85.1, which was 0.00 lower than the previous day. The implied volatity was 2.77, 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 85.1, which was 85.10 higher than the previous day. The implied volatity was 1.20, 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 1.46, 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 2.35, the open interest changed by 0 which decreased total open position to 0
