PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 3400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.80
Theta: -2.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 285.1 | -65.95 | 38.42 | 9 | -1 | 18 | |||||||||
| 21 Sept | 3731.20 | 351.05 | 48.05 | 25.93 | 4 | -1 | 20 | |||||||||
| 18 Sept | 3705.70 | 303 | -30.05 | - | 13 | 4 | 20 | |||||||||
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| 14 Sept | 3701.00 | 323.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3690.20 | 821.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3400 expiring on 30SEP2025
Delta for 3400 CE is 0.92
Historical price for 3400 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 285.1, which was -65.95 lower than the previous day. The implied volatity was 38.42, the open interest changed by -1 which decreased total open position to 18
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 351.05, which was 48.05 higher than the previous day. The implied volatity was 25.93, the open interest changed by -1 which decreased total open position to 20
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 303, which was -30.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 20
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 323.8, which was 0 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 17 Aug PIIND was trading at 3690.20. The strike last trading price was 821.05, 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
| PIIND 30SEP2025 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.57
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 3.85 | -0.2 | 32.87 | 86 | -37 | 112 |
| 21 Sept | 3731.20 | 4.05 | -0.75 | 33.80 | 45 | -5 | 147 |
| 18 Sept | 3705.70 | 4.85 | 1.3 | 30.74 | 468 | 76 | 157 |
| 14 Sept | 3701.00 | 5.2 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3690.20 | 28.15 | 0 | 6.30 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3400 expiring on 30SEP2025
Delta for 3400 PE is -0.05
Historical price for 3400 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 3.85, which was -0.2 lower than the previous day. The implied volatity was 32.87, the open interest changed by -37 which decreased total open position to 112
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 4.05, which was -0.75 lower than the previous day. The implied volatity was 33.80, the open interest changed by -5 which decreased total open position to 147
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 4.85, which was 1.3 higher than the previous day. The implied volatity was 30.74, the open interest changed by 76 which increased total open position to 157
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 5.2, which was 0 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 17 Aug PIIND was trading at 3690.20. The strike last trading price was 28.15, which was 0 lower than the previous day. The implied volatity was 6.30, the open interest changed by 0 which decreased total open position to 0
