PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
27 Dec 2024 04:13 PM IST
| PIDILITIND 30JAN2025 3300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.81
Theta: -0.28
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2914.40 | 3.2 | -2.05 | 21.23 | 74 | 31 | 65 | |||
| 26 Dec | 2932.45 | 5.25 | -1.90 | 22.10 | 2 | 1 | 34 | |||
| 24 Dec | 2969.90 | 7.15 | -0.65 | 20.99 | 6 | 0 | 32 | |||
| 23 Dec | 2951.80 | 7.8 | -6.20 | 22.19 | 13 | 6 | 33 | |||
| 20 Dec | 2976.80 | 14 | -0.15 | 22.76 | 2 | 0 | 26 | |||
| 19 Dec | 2989.00 | 14.15 | -13.85 | 22.21 | 32 | -10 | 26 | |||
| 18 Dec | 3057.65 | 28 | -9.00 | 22.98 | 21 | 8 | 23 | |||
| 17 Dec | 3081.35 | 37 | -23.00 | 23.50 | 6 | 0 | 15 | |||
|
|
||||||||||
| 11 Dec | 3191.20 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 3213.15 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 3204.75 | 60 | 10.00 | 15.77 | 12 | 10 | 13 | |||
| 3 Dec | 3149.00 | 50 | 18.52 | 2 | 0 | 1 | ||||
For Pidilite Industries Ltd - strike price 3300 expiring on 30JAN2025
Delta for 3300 CE is 0.04
Historical price for 3300 CE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 3.2, which was -2.05 lower than the previous day. The implied volatity was 21.23, the open interest changed by 31 which increased total open position to 65
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 5.25, which was -1.90 lower than the previous day. The implied volatity was 22.10, the open interest changed by 1 which increased total open position to 34
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 7.15, which was -0.65 lower than the previous day. The implied volatity was 20.99, the open interest changed by 0 which decreased total open position to 32
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 7.8, which was -6.20 lower than the previous day. The implied volatity was 22.19, the open interest changed by 6 which increased total open position to 33
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 14, which was -0.15 lower than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 26
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 14.15, which was -13.85 lower than the previous day. The implied volatity was 22.21, the open interest changed by -10 which decreased total open position to 26
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 28, which was -9.00 lower than the previous day. The implied volatity was 22.98, the open interest changed by 8 which increased total open position to 23
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 37, which was -23.00 lower than the previous day. The implied volatity was 23.50, the open interest changed by 0 which decreased total open position to 15
On 11 Dec PIDILITIND was trading at 3191.20. The strike last trading price was 60, 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 10 Dec PIDILITIND was trading at 3213.15. The strike last trading price was 60, 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 4 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 60, which was 10.00 higher than the previous day. The implied volatity was 15.77, the open interest changed by 10 which increased total open position to 13
On 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 50, which was lower than the previous day. The implied volatity was 18.52, the open interest changed by 0 which decreased total open position to 1
| PIDILITIND 30JAN2025 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 1.63
Theta: 0.12
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2914.40 | 364 | 54.00 | 28.85 | 1 | 0 | 45 |
| 26 Dec | 2932.45 | 310 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 2969.90 | 310 | 0.00 | 0.00 | 0 | 1 | 0 |
| 23 Dec | 2951.80 | 310 | 20.00 | 22.23 | 1 | 0 | 44 |
| 20 Dec | 2976.80 | 290 | 30.00 | 20.63 | 40 | 20 | 24 |
| 19 Dec | 2989.00 | 260 | -4.05 | - | 4 | 0 | 0 |
| 18 Dec | 3057.65 | 264.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 3081.35 | 264.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 3191.20 | 264.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 3213.15 | 264.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 3204.75 | 264.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 3149.00 | 264.05 | - | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 3300 expiring on 30JAN2025
Delta for 3300 PE is -0.89
Historical price for 3300 PE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 364, which was 54.00 higher than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 45
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 310, 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 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 310, 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 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 310, which was 20.00 higher than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 44
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 290, which was 30.00 higher than the previous day. The implied volatity was 20.63, the open interest changed by 20 which increased total open position to 24
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 260, which was -4.05 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 264.05, 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 264.05, 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 264.05, 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 10 Dec PIDILITIND was trading at 3213.15. The strike last trading price was 264.05, 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 Dec PIDILITIND was trading at 3204.75. The strike last trading price was 264.05, 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 3 Dec PIDILITIND was trading at 3149.00. The strike last trading price was 264.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
