PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 28OCT2025 3700 CE | ||||||||||||||||
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Delta: 0.52
Vega: 4.59
Theta: -2.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 115.95 | -34.1 | 24.55 | 65 | 23 | 73 | |||||||||
| 21 Sept | 3731.20 | 150 | 8.1 | 21.90 | 18 | 1 | 53 | |||||||||
| 18 Sept | 3705.70 | 145.05 | -33.2 | 25.49 | 59 | 20 | 49 | |||||||||
| 14 Sept | 3701.00 | 164.65 | -13.75 | 25.55 | 19 | 13 | 24 | |||||||||
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| 17 Aug | 3690.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3700 expiring on 28OCT2025
Delta for 3700 CE is 0.52
Historical price for 3700 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 115.95, which was -34.1 lower than the previous day. The implied volatity was 24.55, the open interest changed by 23 which increased total open position to 73
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 150, which was 8.1 higher than the previous day. The implied volatity was 21.90, the open interest changed by 1 which increased total open position to 53
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 145.05, which was -33.2 lower than the previous day. The implied volatity was 25.49, the open interest changed by 20 which increased total open position to 49
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 164.65, which was -13.75 lower than the previous day. The implied volatity was 25.55, the open interest changed by 13 which increased total open position to 24
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 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 4.59
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 123.35 | 35.05 | 27.54 | 37 | 17 | 56 |
| 21 Sept | 3731.20 | 88.3 | -13.45 | 25.69 | 6 | -2 | 39 |
| 18 Sept | 3705.70 | 103 | 18 | 25.13 | 39 | 23 | 41 |
| 14 Sept | 3701.00 | 116.85 | -3.15 | 27.68 | 3 | 2 | 11 |
| 17 Aug | 3690.20 | 0 | 0 | 1.13 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3700 expiring on 28OCT2025
Delta for 3700 PE is -0.47
Historical price for 3700 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 123.35, which was 35.05 higher than the previous day. The implied volatity was 27.54, the open interest changed by 17 which increased total open position to 56
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 88.3, which was -13.45 lower than the previous day. The implied volatity was 25.69, the open interest changed by -2 which decreased total open position to 39
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 103, which was 18 higher than the previous day. The implied volatity was 25.13, the open interest changed by 23 which increased total open position to 41
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 116.85, which was -3.15 lower than the previous day. The implied volatity was 27.68, the open interest changed by 2 which increased total open position to 11
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 1.13, the open interest changed by 0 which decreased total open position to 0
