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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 3100 CE
Delta: 0.08
Vega: 0.59
Theta: -1.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2938.05 3.75 -5.45 27.13 700 116 413
20 Nov 3001.90 9.2 0.00 20.57 661 47 301
19 Nov 3001.90 9.2 -3.60 20.57 661 51 301
18 Nov 3019.30 12.8 -2.95 19.05 415 1 249
14 Nov 3021.70 15.75 -2.60 17.30 602 -7 247
13 Nov 2988.55 18.35 -10.35 20.10 572 30 265
12 Nov 3040.30 28.7 -37.30 19.41 807 52 254
11 Nov 3099.65 66 -18.00 22.70 198 43 199
8 Nov 3125.70 84 -17.35 19.71 55 9 154
7 Nov 3158.35 101.35 -18.15 21.16 27 -4 145
6 Nov 3180.80 119.5 37.50 18.95 102 -16 149
5 Nov 3104.55 82 -11.85 22.67 257 49 165
4 Nov 3120.55 93.85 -25.40 22.29 76 8 113
1 Nov 3158.75 119.25 0.00 0.00 0 14 0
31 Oct 3145.85 119.25 -5.75 - 46 13 104
30 Oct 3153.60 125 11.10 - 132 -20 91
29 Oct 3109.00 113.9 -34.50 - 235 93 112
28 Oct 3161.65 148.4 -9.40 - 1 0 19
25 Oct 3178.95 157.8 29.65 - 16 -2 19
24 Oct 3121.55 128.15 16.45 - 88 13 21
23 Oct 3090.70 111.7 -8.30 - 7 3 5
22 Oct 3127.45 120 0.00 - 0 0 0
21 Oct 3153.50 120 0.00 - 0 0 0
18 Oct 3184.00 120 0.00 - 0 0 0
17 Oct 3154.45 120 0.00 - 0 0 0
14 Oct 3131.45 120 0.00 - 0 2 0
11 Oct 3110.20 120 - 2 1 1


For Pidilite Industries Ltd - strike price 3100 expiring on 28NOV2024

Delta for 3100 CE is 0.08

Historical price for 3100 CE is as follows

On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 3.75, which was -5.45 lower than the previous day. The implied volatity was 27.13, the open interest changed by 116 which increased total open position to 413


On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 20.57, the open interest changed by 47 which increased total open position to 301


On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 9.2, which was -3.60 lower than the previous day. The implied volatity was 20.57, the open interest changed by 51 which increased total open position to 301


On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 12.8, which was -2.95 lower than the previous day. The implied volatity was 19.05, the open interest changed by 1 which increased total open position to 249


On 14 Nov PIDILITIND was trading at 3021.70. The strike last trading price was 15.75, which was -2.60 lower than the previous day. The implied volatity was 17.30, the open interest changed by -7 which decreased total open position to 247


On 13 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 18.35, which was -10.35 lower than the previous day. The implied volatity was 20.10, the open interest changed by 30 which increased total open position to 265


On 12 Nov PIDILITIND was trading at 3040.30. The strike last trading price was 28.7, which was -37.30 lower than the previous day. The implied volatity was 19.41, the open interest changed by 52 which increased total open position to 254


On 11 Nov PIDILITIND was trading at 3099.65. The strike last trading price was 66, which was -18.00 lower than the previous day. The implied volatity was 22.70, the open interest changed by 43 which increased total open position to 199


On 8 Nov PIDILITIND was trading at 3125.70. The strike last trading price was 84, which was -17.35 lower than the previous day. The implied volatity was 19.71, the open interest changed by 9 which increased total open position to 154


On 7 Nov PIDILITIND was trading at 3158.35. The strike last trading price was 101.35, which was -18.15 lower than the previous day. The implied volatity was 21.16, the open interest changed by -4 which decreased total open position to 145


On 6 Nov PIDILITIND was trading at 3180.80. The strike last trading price was 119.5, which was 37.50 higher than the previous day. The implied volatity was 18.95, the open interest changed by -16 which decreased total open position to 149


On 5 Nov PIDILITIND was trading at 3104.55. The strike last trading price was 82, which was -11.85 lower than the previous day. The implied volatity was 22.67, the open interest changed by 49 which increased total open position to 165


On 4 Nov PIDILITIND was trading at 3120.55. The strike last trading price was 93.85, which was -25.40 lower than the previous day. The implied volatity was 22.29, the open interest changed by 8 which increased total open position to 113


On 1 Nov PIDILITIND was trading at 3158.75. The strike last trading price was 119.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0


On 31 Oct PIDILITIND was trading at 3145.85. The strike last trading price was 119.25, which was -5.75 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 125, which was 11.10 higher 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 113.9, which was -34.50 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 148.4, which was -9.40 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 157.8, which was 29.65 higher 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 128.15, which was 16.45 higher 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 111.7, which was -8.30 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 120, 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 120, 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 120, 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 17 Oct PIDILITIND was trading at 3154.45. The strike last trading price was 120, 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 14 Oct PIDILITIND was trading at 3131.45. The strike last trading price was 120, 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 11 Oct PIDILITIND was trading at 3110.20. The strike last trading price was 120, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PIDILITIND 28NOV2024 3100 PE
Delta: -0.90
Vega: 0.71
Theta: -0.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2938.05 169.1 65.70 29.97 45 -17 159
20 Nov 3001.90 103.4 0.00 22.02 78 -32 175
19 Nov 3001.90 103.4 9.30 22.02 78 -33 175
18 Nov 3019.30 94.1 1.40 25.00 63 -18 207
14 Nov 3021.70 92.7 -12.45 21.53 21 -4 225
13 Nov 2988.55 105.15 25.95 21.37 174 -20 233
12 Nov 3040.30 79.2 28.70 19.76 847 -73 276
11 Nov 3099.65 50.5 4.20 20.95 310 40 355
8 Nov 3125.70 46.3 10.55 23.23 350 -35 319
7 Nov 3158.35 35.75 8.65 21.23 533 -15 355
6 Nov 3180.80 27.1 -36.90 21.04 596 102 370
5 Nov 3104.55 64 5.95 24.13 341 86 267
4 Nov 3120.55 58.05 7.05 24.40 157 25 181
1 Nov 3158.75 51 -3.00 24.75 15 -7 156
31 Oct 3145.85 54 3.75 - 86 5 162
30 Oct 3153.60 50.25 -20.25 - 180 47 152
29 Oct 3109.00 70.5 13.05 - 190 20 106
28 Oct 3161.65 57.45 2.15 - 273 43 87
25 Oct 3178.95 55.3 -13.70 - 26 -4 44
24 Oct 3121.55 69 -33.05 - 95 1 48
23 Oct 3090.70 102.05 26.15 - 55 25 46
22 Oct 3127.45 75.9 16.90 - 22 2 25
21 Oct 3153.50 59 10.40 - 142 7 20
18 Oct 3184.00 48.6 -6.40 - 18 10 15
17 Oct 3154.45 55 -1.20 - 4 -1 4
14 Oct 3131.45 56.2 -15.80 - 2 0 4
11 Oct 3110.20 72 - 4 0 0


For Pidilite Industries Ltd - strike price 3100 expiring on 28NOV2024

Delta for 3100 PE is -0.90

Historical price for 3100 PE is as follows

On 21 Nov PIDILITIND was trading at 2938.05. The strike last trading price was 169.1, which was 65.70 higher than the previous day. The implied volatity was 29.97, the open interest changed by -17 which decreased total open position to 159


On 20 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 103.4, which was 0.00 lower than the previous day. The implied volatity was 22.02, the open interest changed by -32 which decreased total open position to 175


On 19 Nov PIDILITIND was trading at 3001.90. The strike last trading price was 103.4, which was 9.30 higher than the previous day. The implied volatity was 22.02, the open interest changed by -33 which decreased total open position to 175


On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 94.1, which was 1.40 higher than the previous day. The implied volatity was 25.00, the open interest changed by -18 which decreased total open position to 207


On 14 Nov PIDILITIND was trading at 3021.70. The strike last trading price was 92.7, which was -12.45 lower than the previous day. The implied volatity was 21.53, the open interest changed by -4 which decreased total open position to 225


On 13 Nov PIDILITIND was trading at 2988.55. The strike last trading price was 105.15, which was 25.95 higher than the previous day. The implied volatity was 21.37, the open interest changed by -20 which decreased total open position to 233


On 12 Nov PIDILITIND was trading at 3040.30. The strike last trading price was 79.2, which was 28.70 higher than the previous day. The implied volatity was 19.76, the open interest changed by -73 which decreased total open position to 276


On 11 Nov PIDILITIND was trading at 3099.65. The strike last trading price was 50.5, which was 4.20 higher than the previous day. The implied volatity was 20.95, the open interest changed by 40 which increased total open position to 355


On 8 Nov PIDILITIND was trading at 3125.70. The strike last trading price was 46.3, which was 10.55 higher than the previous day. The implied volatity was 23.23, the open interest changed by -35 which decreased total open position to 319


On 7 Nov PIDILITIND was trading at 3158.35. The strike last trading price was 35.75, which was 8.65 higher than the previous day. The implied volatity was 21.23, the open interest changed by -15 which decreased total open position to 355


On 6 Nov PIDILITIND was trading at 3180.80. The strike last trading price was 27.1, which was -36.90 lower than the previous day. The implied volatity was 21.04, the open interest changed by 102 which increased total open position to 370


On 5 Nov PIDILITIND was trading at 3104.55. The strike last trading price was 64, which was 5.95 higher than the previous day. The implied volatity was 24.13, the open interest changed by 86 which increased total open position to 267


On 4 Nov PIDILITIND was trading at 3120.55. The strike last trading price was 58.05, which was 7.05 higher than the previous day. The implied volatity was 24.40, the open interest changed by 25 which increased total open position to 181


On 1 Nov PIDILITIND was trading at 3158.75. The strike last trading price was 51, which was -3.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by -7 which decreased total open position to 156


On 31 Oct PIDILITIND was trading at 3145.85. The strike last trading price was 54, which was 3.75 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 50.25, which was -20.25 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 70.5, which was 13.05 higher 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 57.45, which was 2.15 higher 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 55.3, which was -13.70 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 69, which was -33.05 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 102.05, which was 26.15 higher 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 75.9, which was 16.90 higher 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 59, which was 10.40 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 48.6, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct PIDILITIND was trading at 3154.45. The strike last trading price was 55, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct PIDILITIND was trading at 3131.45. The strike last trading price was 56.2, which was -15.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct PIDILITIND was trading at 3110.20. The strike last trading price was 72, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to