PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 3650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 2.11
Theta: -3.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 67.2 | -46.15 | 24.09 | 53 | 10 | 54 | |||||||||
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| 21 Sept | 3731.20 | 109 | 2.65 | 15.51 | 66 | -2 | 44 | |||||||||
| 18 Sept | 3705.70 | 110.5 | -33.5 | 28.45 | 316 | 13 | 45 | |||||||||
| 14 Sept | 3701.00 | 121 | -29.15 | 22.74 | 5 | 0 | 36 | |||||||||
| 17 Aug | 3690.20 | 663.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3650 expiring on 30SEP2025
Delta for 3650 CE is 0.59
Historical price for 3650 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 67.2, which was -46.15 lower than the previous day. The implied volatity was 24.09, the open interest changed by 10 which increased total open position to 54
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 109, which was 2.65 higher than the previous day. The implied volatity was 15.51, the open interest changed by -2 which decreased total open position to 44
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 110.5, which was -33.5 lower than the previous day. The implied volatity was 28.45, the open interest changed by 13 which increased total open position to 45
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 121, which was -29.15 lower than the previous day. The implied volatity was 22.74, the open interest changed by 0 which decreased total open position to 36
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 663.3, 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 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 2.12
Theta: -3.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 44.55 | 15.8 | 26.61 | 115 | -18 | 107 |
| 21 Sept | 3731.20 | 29 | -10.7 | 26.57 | 185 | -25 | 130 |
| 18 Sept | 3705.70 | 38.35 | 9.65 | 24.37 | 588 | 32 | 157 |
| 14 Sept | 3701.00 | 49.8 | 10.1 | 25.80 | 56 | 11 | 124 |
| 17 Aug | 3690.20 | 25.35 | 0 | 1.37 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3650 expiring on 30SEP2025
Delta for 3650 PE is -0.42
Historical price for 3650 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 44.55, which was 15.8 higher than the previous day. The implied volatity was 26.61, the open interest changed by -18 which decreased total open position to 107
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 29, which was -10.7 lower than the previous day. The implied volatity was 26.57, the open interest changed by -25 which decreased total open position to 130
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 38.35, which was 9.65 higher than the previous day. The implied volatity was 24.37, the open interest changed by 32 which increased total open position to 157
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 49.8, which was 10.1 higher than the previous day. The implied volatity was 25.80, the open interest changed by 11 which increased total open position to 124
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 25.35, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
