PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
27 Dec 2024 04:13 PM IST
| PIDILITIND 30JAN2025 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 2.39
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2914.40 | 16.3 | -5.50 | 18.31 | 271 | 39 | 193 | |||
| 26 Dec | 2932.45 | 21.8 | -9.15 | 18.74 | 107 | 60 | 147 | |||
| 24 Dec | 2969.90 | 30.95 | -4.05 | 17.93 | 52 | 19 | 87 | |||
| 23 Dec | 2951.80 | 35 | -10.00 | 19.47 | 24 | 4 | 68 | |||
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| 20 Dec | 2976.80 | 45 | -8.00 | 19.66 | 14 | 1 | 64 | |||
| 19 Dec | 2989.00 | 53 | -36.00 | 20.98 | 79 | 18 | 62 | |||
| 18 Dec | 3057.65 | 89 | -11.30 | 22.51 | 107 | 39 | 44 | |||
| 17 Dec | 3081.35 | 100.3 | -39.70 | 21.51 | 4 | 3 | 4 | |||
| 16 Dec | 3193.85 | 140 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 3185.20 | 140 | 23.35 | 11.09 | 1 | 0 | 0 | |||
| 12 Dec | 3190.10 | 116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 3191.20 | 116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3160.75 | 116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 3191.95 | 116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3132.50 | 116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 3066.20 | 116.65 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 3100 expiring on 30JAN2025
Delta for 3100 CE is 0.19
Historical price for 3100 CE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 16.3, which was -5.50 lower than the previous day. The implied volatity was 18.31, the open interest changed by 39 which increased total open position to 193
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 21.8, which was -9.15 lower than the previous day. The implied volatity was 18.74, the open interest changed by 60 which increased total open position to 147
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 30.95, which was -4.05 lower than the previous day. The implied volatity was 17.93, the open interest changed by 19 which increased total open position to 87
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 35, which was -10.00 lower than the previous day. The implied volatity was 19.47, the open interest changed by 4 which increased total open position to 68
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 45, which was -8.00 lower than the previous day. The implied volatity was 19.66, the open interest changed by 1 which increased total open position to 64
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 53, which was -36.00 lower than the previous day. The implied volatity was 20.98, the open interest changed by 18 which increased total open position to 62
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 89, which was -11.30 lower than the previous day. The implied volatity was 22.51, the open interest changed by 39 which increased total open position to 44
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 100.3, which was -39.70 lower than the previous day. The implied volatity was 21.51, the open interest changed by 3 which increased total open position to 4
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 140, 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 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 140, which was 23.35 higher than the previous day. The implied volatity was 11.09, the open interest changed by 0 which decreased total open position to 0
On 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 116.65, 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 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 116.65, 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 9 Dec PIDILITIND was trading at 3160.75. The strike last trading price was 116.65, 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 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 116.65, 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 116.65, 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 116.65, 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 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 2.76
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2914.40 | 180.3 | 17.30 | 22.45 | 9 | 2 | 80 |
| 26 Dec | 2932.45 | 163 | 28.00 | 20.79 | 17 | 15 | 76 |
| 24 Dec | 2969.90 | 135 | -23.00 | 20.12 | 23 | 21 | 60 |
| 23 Dec | 2951.80 | 158 | 18.00 | 25.27 | 16 | 6 | 40 |
| 20 Dec | 2976.80 | 140 | -2.70 | 23.02 | 1 | 0 | 33 |
| 19 Dec | 2989.00 | 142.7 | 46.70 | 24.37 | 7 | 3 | 34 |
| 18 Dec | 3057.65 | 96 | 6.10 | 21.63 | 11 | 3 | 30 |
| 17 Dec | 3081.35 | 89.9 | 49.90 | 23.10 | 35 | 15 | 26 |
| 16 Dec | 3193.85 | 40 | -2.00 | 20.53 | 6 | 3 | 10 |
| 13 Dec | 3185.20 | 42 | 0.00 | 20.16 | 2 | 0 | 7 |
| 12 Dec | 3190.10 | 42 | -3.00 | 20.45 | 2 | 0 | 6 |
| 11 Dec | 3191.20 | 45 | -88.90 | 22.11 | 5 | 4 | 5 |
| 9 Dec | 3160.75 | 133.9 | 0.00 | 2.34 | 0 | 0 | 0 |
| 5 Dec | 3191.95 | 133.9 | 0.00 | 2.95 | 0 | 0 | 0 |
| 2 Dec | 3132.50 | 133.9 | 0.00 | 1.71 | 0 | 0 | 0 |
| 29 Nov | 3066.20 | 133.9 | 0.45 | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 3100 expiring on 30JAN2025
Delta for 3100 PE is -0.76
Historical price for 3100 PE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 180.3, which was 17.30 higher than the previous day. The implied volatity was 22.45, the open interest changed by 2 which increased total open position to 80
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 163, which was 28.00 higher than the previous day. The implied volatity was 20.79, the open interest changed by 15 which increased total open position to 76
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 135, which was -23.00 lower than the previous day. The implied volatity was 20.12, the open interest changed by 21 which increased total open position to 60
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 158, which was 18.00 higher than the previous day. The implied volatity was 25.27, the open interest changed by 6 which increased total open position to 40
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 140, which was -2.70 lower than the previous day. The implied volatity was 23.02, the open interest changed by 0 which decreased total open position to 33
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 142.7, which was 46.70 higher than the previous day. The implied volatity was 24.37, the open interest changed by 3 which increased total open position to 34
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 96, which was 6.10 higher than the previous day. The implied volatity was 21.63, the open interest changed by 3 which increased total open position to 30
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 89.9, which was 49.90 higher than the previous day. The implied volatity was 23.10, the open interest changed by 15 which increased total open position to 26
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 40, which was -2.00 lower than the previous day. The implied volatity was 20.53, the open interest changed by 3 which increased total open position to 10
On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 20.16, the open interest changed by 0 which decreased total open position to 7
On 12 Dec PIDILITIND was trading at 3190.10. The strike last trading price was 42, which was -3.00 lower than the previous day. The implied volatity was 20.45, the open interest changed by 0 which decreased total open position to 6
On 11 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 45, which was -88.90 lower than the previous day. The implied volatity was 22.11, the open interest changed by 4 which increased total open position to 5
On 9 Dec PIDILITIND was trading at 3160.75. The strike last trading price was 133.9, which was 0.00 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 5 Dec PIDILITIND was trading at 3191.95. The strike last trading price was 133.9, which was 0.00 lower than the previous day. The implied volatity was 2.95, 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 133.9, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 133.9, which was lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
