PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 1.15
Theta: -3.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 188.55 | -51.25 | 30.30 | 21 | 1 | 49 | |||||||||
| 21 Sept | 3731.20 | 239.8 | 11.4 | - | 27 | 2 | 49 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 3705.70 | 228.4 | -33 | 32.01 | 26 | 7 | 46 | |||||||||
| 14 Sept | 3701.00 | 232.15 | -38.45 | 17.00 | 38 | 9 | 44 | |||||||||
| 17 Aug | 3690.20 | 735.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 CE is 0.87
Historical price for 3500 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 188.55, which was -51.25 lower than the previous day. The implied volatity was 30.30, the open interest changed by 1 which increased total open position to 49
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 239.8, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 49
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 228.4, which was -33 lower than the previous day. The implied volatity was 32.01, the open interest changed by 7 which increased total open position to 46
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 232.15, which was -38.45 lower than the previous day. The implied volatity was 17.00, the open interest changed by 9 which increased total open position to 44
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 735.5, 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 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 1.04
Theta: -1.72
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 8.6 | 2.2 | 28.22 | 151 | -12 | 306 |
| 21 Sept | 3731.20 | 5.55 | -4.9 | 27.41 | 340 | -46 | 318 |
| 18 Sept | 3705.70 | 9.65 | 2 | 26.86 | 719 | 190 | 364 |
| 14 Sept | 3701.00 | 14.8 | 3.85 | 26.41 | 45 | -6 | 205 |
| 17 Aug | 3690.20 | 60 | 15 | 27.96 | 11 | 10 | 11 |
For Pi Industries Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 PE is -0.11
Historical price for 3500 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 8.6, which was 2.2 higher than the previous day. The implied volatity was 28.22, the open interest changed by -12 which decreased total open position to 306
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 5.55, which was -4.9 lower than the previous day. The implied volatity was 27.41, the open interest changed by -46 which decreased total open position to 318
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 9.65, which was 2 higher than the previous day. The implied volatity was 26.86, the open interest changed by 190 which increased total open position to 364
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 14.8, which was 3.85 higher than the previous day. The implied volatity was 26.41, the open interest changed by -6 which decreased total open position to 205
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 60, which was 15 higher than the previous day. The implied volatity was 27.96, the open interest changed by 10 which increased total open position to 11
