PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
27 Dec 2024 04:13 PM IST
| PIDILITIND 30JAN2025 3200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 1.39
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2914.40 | 6.6 | -2.25 | 19.41 | 95 | 18 | 95 | |||
| 26 Dec | 2932.45 | 8.85 | -6.15 | 19.48 | 68 | 24 | 76 | |||
| 24 Dec | 2969.90 | 15 | -1.15 | 19.47 | 35 | 10 | 52 | |||
| 23 Dec | 2951.80 | 16.15 | -10.80 | 20.14 | 15 | 5 | 42 | |||
| 20 Dec | 2976.80 | 26.95 | 0.95 | 21.91 | 234 | 20 | 37 | |||
| 19 Dec | 2989.00 | 26 | -20.00 | 20.98 | 8 | 5 | 17 | |||
| 18 Dec | 3057.65 | 46 | -19.00 | 21.25 | 2 | 1 | 12 | |||
| 17 Dec | 3081.35 | 65 | -37.00 | 23.56 | 17 | 10 | 11 | |||
| 16 Dec | 3193.85 | 102 | -29.35 | 19.22 | 1 | 0 | 2 | |||
| 13 Dec | 3185.20 | 131.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3191.20 | 131.35 | -26.45 | 22.42 | 2 | 0 | 0 | |||
| 10 Dec | 3213.15 | 157.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3160.75 | 157.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 3191.95 | 157.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3132.50 | 157.8 | 157.80 | 0.43 | 0 | 0 | 0 | |||
| 28 Nov | 3043.90 | 0 | 0.00 | 2.19 | 0 | 0 | 0 | |||
| 27 Nov | 3045.75 | 0 | 0.00 | 2.02 | 0 | 0 | 0 | |||
| 26 Nov | 3012.05 | 0 | 0.00 | 2.59 | 0 | 0 | 0 | |||
| 20 Nov | 3001.90 | 0 | 0.00 | 2.60 | 0 | 0 | 0 | |||
| 19 Nov | 3001.90 | 0 | 0.00 | 2.60 | 0 | 0 | 0 | |||
| 18 Nov | 3019.30 | 0 | 0.00 | 2.24 | 0 | 0 | 0 | |||
| 14 Nov | 3021.70 | 0 | 0.00 | 2.10 | 0 | 0 | 0 | |||
| 12 Nov | 3040.30 | 0 | 0.00 | 1.56 | 0 | 0 | 0 | |||
| 11 Nov | 3099.65 | 0 | 0.00 | 0.63 | 0 | 0 | 0 | |||
| 8 Nov | 3125.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3158.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3180.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 3104.55 | 0 | 0.00 | 0.41 | 0 | 0 | 0 | |||
| 4 Nov | 3120.55 | 0 | 0.10 | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 3200 expiring on 30JAN2025
Delta for 3200 CE is 0.09
Historical price for 3200 CE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 6.6, which was -2.25 lower than the previous day. The implied volatity was 19.41, the open interest changed by 18 which increased total open position to 95
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 8.85, which was -6.15 lower than the previous day. The implied volatity was 19.48, the open interest changed by 24 which increased total open position to 76
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 15, which was -1.15 lower than the previous day. The implied volatity was 19.47, the open interest changed by 10 which increased total open position to 52
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 16.15, which was -10.80 lower than the previous day. The implied volatity was 20.14, the open interest changed by 5 which increased total open position to 42
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 26.95, which was 0.95 higher than the previous day. The implied volatity was 21.91, the open interest changed by 20 which increased total open position to 37
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 26, which was -20.00 lower than the previous day. The implied volatity was 20.98, the open interest changed by 5 which increased total open position to 17
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 46, which was -19.00 lower than the previous day. The implied volatity was 21.25, the open interest changed by 1 which increased total open position to 12
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 65, which was -37.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by 10 which increased total open position to 11
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 102, which was -29.35 lower than the previous day. The implied volatity was 19.22, the open interest changed by 0 which decreased total open position to 2
On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 131.35, 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 131.35, which was -26.45 lower than the previous day. The implied volatity was 22.42, 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 157.8, 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 157.8, 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 157.8, 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 157.8, which was 157.80 higher than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PIDILITIND was trading at 3045.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PIDILITIND was trading at 3012.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.24, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.63, 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 0, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0
| PIDILITIND 30JAN2025 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 1.10
Theta: 0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2914.40 | 256.5 | 7.50 | 17.46 | 3 | 0 | 82 |
| 26 Dec | 2932.45 | 249 | 34.00 | 22.52 | 10 | 9 | 81 |
| 24 Dec | 2969.90 | 215 | -14.55 | 21.26 | 13 | 11 | 71 |
| 23 Dec | 2951.80 | 229.55 | 29.55 | 24.59 | 4 | 3 | 59 |
| 20 Dec | 2976.80 | 200 | 4.00 | 19.01 | 41 | 1 | 16 |
| 19 Dec | 2989.00 | 196 | 44.00 | 18.78 | 1 | 0 | 14 |
| 18 Dec | 3057.65 | 152 | 52.00 | 20.32 | 6 | 4 | 12 |
| 17 Dec | 3081.35 | 100 | 20.00 | 10.59 | 4 | 0 | 7 |
| 16 Dec | 3193.85 | 80 | -25.00 | 21.41 | 10 | 6 | 7 |
| 13 Dec | 3185.20 | 105 | -49.40 | 25.57 | 2 | 1 | 1 |
| 11 Dec | 3191.20 | 154.4 | 0.00 | 1.18 | 0 | 0 | 0 |
| 10 Dec | 3213.15 | 154.4 | 0.00 | 1.27 | 0 | 0 | 0 |
| 9 Dec | 3160.75 | 154.4 | 0.00 | 0.15 | 0 | 0 | 0 |
| 5 Dec | 3191.95 | 154.4 | 0.00 | 0.89 | 0 | 0 | 0 |
| 2 Dec | 3132.50 | 154.4 | 154.40 | - | 0 | 0 | 0 |
| 28 Nov | 3043.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 3045.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 3012.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3001.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3001.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3019.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3021.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3040.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3099.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3125.70 | 0 | 0.00 | 0.06 | 0 | 0 | 0 |
| 7 Nov | 3158.35 | 0 | 0.00 | 0.62 | 0 | 0 | 0 |
| 6 Nov | 3180.80 | 0 | 0.00 | 1.02 | 0 | 0 | 0 |
| 5 Nov | 3104.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3120.55 | 0 | - | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 3200 expiring on 30JAN2025
Delta for 3200 PE is -0.94
Historical price for 3200 PE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 256.5, which was 7.50 higher than the previous day. The implied volatity was 17.46, the open interest changed by 0 which decreased total open position to 82
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 249, which was 34.00 higher than the previous day. The implied volatity was 22.52, the open interest changed by 9 which increased total open position to 81
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 215, which was -14.55 lower than the previous day. The implied volatity was 21.26, the open interest changed by 11 which increased total open position to 71
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 229.55, which was 29.55 higher than the previous day. The implied volatity was 24.59, the open interest changed by 3 which increased total open position to 59
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 200, which was 4.00 higher than the previous day. The implied volatity was 19.01, the open interest changed by 1 which increased total open position to 16
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 196, which was 44.00 higher than the previous day. The implied volatity was 18.78, the open interest changed by 0 which decreased total open position to 14
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 152, which was 52.00 higher than the previous day. The implied volatity was 20.32, the open interest changed by 4 which increased total open position to 12
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 100, which was 20.00 higher than the previous day. The implied volatity was 10.59, the open interest changed by 0 which decreased total open position to 7
On 16 Dec PIDILITIND was trading at 3193.85. The strike last trading price was 80, which was -25.00 lower than the previous day. The implied volatity was 21.41, the open interest changed by 6 which increased total open position to 7
On 13 Dec PIDILITIND was trading at 3185.20. The strike last trading price was 105, which was -49.40 lower than the previous day. The implied volatity was 25.57, the open interest changed by 1 which increased total open position to 1
On 11 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 154.4, which was 0.00 lower than the previous day. The implied volatity was 1.18, 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 154.4, which was 0.00 lower than the previous day. The implied volatity was 1.27, 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 154.4, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 154.4, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 154.4, which was 154.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PIDILITIND was trading at 3043.90. The strike last trading price was 0, 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 27 Nov PIDILITIND was trading at 3045.75. The strike last trading price was 0, 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 26 Nov PIDILITIND was trading at 3012.05. The strike last trading price was 0, 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 0, 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 0, 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 Nov PIDILITIND was trading at 3019.30. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.06, 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 0, 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 6 Nov PIDILITIND was trading at 3180.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 0, 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 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
