PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 3600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 1.87
Theta: -3.90
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 106 | -50 | 27.55 | 39 | 5 | 57 | |||||||||
| 21 Sept | 3731.20 | 149.75 | 9.55 | - | 24 | 6 | 51 | |||||||||
| 18 Sept | 3705.70 | 144 | -39.6 | 28.55 | 104 | 9 | 49 | |||||||||
| 14 Sept | 3701.00 | 186.8 | 3.2 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 3690.20 | 654 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3600 expiring on 30SEP2025
Delta for 3600 CE is 0.71
Historical price for 3600 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 106, which was -50 lower than the previous day. The implied volatity was 27.55, the open interest changed by 5 which increased total open position to 57
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 149.75, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 51
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 144, which was -39.6 lower than the previous day. The implied volatity was 28.55, the open interest changed by 9 which increased total open position to 49
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 186.8, which was 3.2 higher 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 654, 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 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 1.84
Theta: -2.71
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 25.5 | 9.15 | 26.13 | 125 | 3 | 268 |
| 21 Sept | 3731.20 | 15.45 | -9.55 | 25.52 | 328 | -94 | 265 |
| 18 Sept | 3705.70 | 24 | 4.9 | 24.75 | 691 | 93 | 368 |
| 14 Sept | 3701.00 | 32.95 | 6.6 | 25.42 | 50 | -2 | 213 |
| 17 Aug | 3690.20 | 90.9 | 33 | 27.40 | 5 | 3 | 2 |
For Pi Industries Ltd - strike price 3600 expiring on 30SEP2025
Delta for 3600 PE is -0.28
Historical price for 3600 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 25.5, which was 9.15 higher than the previous day. The implied volatity was 26.13, the open interest changed by 3 which increased total open position to 268
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 15.45, which was -9.55 lower than the previous day. The implied volatity was 25.52, the open interest changed by -94 which decreased total open position to 265
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 24, which was 4.9 higher than the previous day. The implied volatity was 24.75, the open interest changed by 93 which increased total open position to 368
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 32.95, which was 6.6 higher than the previous day. The implied volatity was 25.42, the open interest changed by -2 which decreased total open position to 213
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 90.9, which was 33 higher than the previous day. The implied volatity was 27.40, the open interest changed by 3 which increased total open position to 2
