Historical option data for PIDILITIND
23 Jun 2026 01:27 PM IST
| PIDILITIND 28-Jul-2026 (35d) 1580 CE | ||||||||||||||||
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Delta: 0.5
Vega: 0.02
Theta: -0.56
Gamma: 0.00475
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1574.10 | 32 | 0 (0.00%) | 16.99 | 1 | 0 | 1 | |||||||||
| 22 Jun | 1572.20 | 32 | 12 (60.00%) | 16.99 | 1 | 1 | 1 | |||||||||
| 19 Jun | 1579.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Pidilite Industries Ltd - strike price 1580 expiring on 28JUL2026
Delta for 1580 CE is 0.5
Historical price for 1580 CE is as follows
On 23 Jun PIDILITIND was trading at 1574.10. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 16.99, the open interest changed by 0 which decreased total open position to 1
On 22 Jun PIDILITIND was trading at 1572.20. The strike last trading price was 32, which was 12 higher than the previous day. The implied volatity was 16.99, the open interest changed by 1 which increased total open position to 1
On 19 Jun PIDILITIND was trading at 1579.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PIDILITIND 28-Jul-2026 (35d) 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1574.10 | 50.1 | 50.1 (0.00%) | - | 1 | 0 | 1 |
| 22 Jun | 1572.20 | 50.1 | 0 (0.00%) | 25.57 | 1 | 0 | 1 |
| 19 Jun | 1579.90 | 50.1 | -135.05 (-72.94%) | 25.57 | 1 | 0 | 0 |
For Pidilite Industries Ltd - strike price 1580 expiring on 28JUL2026
Delta for 1580 PE is -
Historical price for 1580 PE is as follows
On 23 Jun PIDILITIND was trading at 1574.10. The strike last trading price was 50.1, which was 50.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jun PIDILITIND was trading at 1572.20. The strike last trading price was 50.1, which was 0 lower than the previous day. The implied volatity was 25.57, the open interest changed by 0 which decreased total open position to 1
On 19 Jun PIDILITIND was trading at 1579.90. The strike last trading price was 50.1, which was -135.05 lower than the previous day. The implied volatity was 25.57, the open interest changed by 0 which decreased total open position to 0
