PIIND
Pi Industries Ltd
Historical option data for PIIND
28 Sep 2025 10:07 PM IST
| PIIND 28-OCT-2025 3600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 3.96
Theta: -1.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 3487.60 | 63.1 | -43.05 | 23.37 | 139 | 7 | 108 | |||||||||
| 22 Sept | 3668.90 | 178 | -47 | 26.03 | 27 | 19 | 44 | |||||||||
| 21 Sept | 3731.20 | 225 | 34.85 | 24.05 | 2 | 2 | 23 | |||||||||
| 18 Sept | 3705.70 | 190.15 | -66.55 | 22.19 | 16 | 10 | 23 | |||||||||
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| 14 Sept | 3701.00 | 741.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 3690.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3600 expiring on 28OCT2025
Delta for 3600 CE is 0.39
Historical price for 3600 CE is as follows
On 28 Sept PIIND was trading at 3487.60. The strike last trading price was 63.1, which was -43.05 lower than the previous day. The implied volatity was 23.37, the open interest changed by 7 which increased total open position to 108
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 178, which was -47 lower than the previous day. The implied volatity was 26.03, the open interest changed by 19 which increased total open position to 44
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 225, which was 34.85 higher than the previous day. The implied volatity was 24.05, the open interest changed by 2 which increased total open position to 23
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 190.15, which was -66.55 lower than the previous day. The implied volatity was 22.19, the open interest changed by 10 which increased total open position to 23
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 741.15, 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
On 17 Aug PIIND was trading at 3690.20. 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
| PIIND 28OCT2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 3.99
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 3487.60 | 152 | 47.25 | 25.96 | 83 | -3 | 124 |
| 22 Sept | 3668.90 | 75 | 21 | 26.58 | 34 | 21 | 37 |
| 21 Sept | 3731.20 | 54 | -8.6 | 25.88 | 5 | 4 | 12 |
| 18 Sept | 3705.70 | 62.6 | 5.6 | 24.94 | 11 | 6 | 12 |
| 14 Sept | 3701.00 | 61 | -6.55 | 24.14 | 1 | 1 | 4 |
| 17 Aug | 3690.20 | 0 | 0 | 2.71 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3600 expiring on 28OCT2025
Delta for 3600 PE is -0.60
Historical price for 3600 PE is as follows
On 28 Sept PIIND was trading at 3487.60. The strike last trading price was 152, which was 47.25 higher than the previous day. The implied volatity was 25.96, the open interest changed by -3 which decreased total open position to 124
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 75, which was 21 higher than the previous day. The implied volatity was 26.58, the open interest changed by 21 which increased total open position to 37
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 54, which was -8.6 lower than the previous day. The implied volatity was 25.88, the open interest changed by 4 which increased total open position to 12
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 62.6, which was 5.6 higher than the previous day. The implied volatity was 24.94, the open interest changed by 6 which increased total open position to 12
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 61, which was -6.55 lower than the previous day. The implied volatity was 24.14, the open interest changed by 1 which increased total open position to 4
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
