PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 2.15
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 45 | -38.4 | 25.42 | 693 | 60 | 372 | |||||||||
| 21 Sept | 3731.20 | 82 | 5.7 | 20.42 | 896 | -143 | 310 | |||||||||
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| 18 Sept | 3705.70 | 79.4 | -27.6 | 27.39 | 1,601 | 196 | 458 | |||||||||
| 14 Sept | 3701.00 | 91.8 | -24.7 | 23.06 | 181 | 52 | 289 | |||||||||
| 17 Aug | 3690.20 | 577 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3700 expiring on 30SEP2025
Delta for 3700 CE is 0.44
Historical price for 3700 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 45, which was -38.4 lower than the previous day. The implied volatity was 25.42, the open interest changed by 60 which increased total open position to 372
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 82, which was 5.7 higher than the previous day. The implied volatity was 20.42, the open interest changed by -143 which decreased total open position to 310
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 79.4, which was -27.6 lower than the previous day. The implied volatity was 27.39, the open interest changed by 196 which increased total open position to 458
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 91.8, which was -24.7 lower than the previous day. The implied volatity was 23.06, the open interest changed by 52 which increased total open position to 289
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 577, 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 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 2.15
Theta: -3.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 72.35 | 25.8 | 27.96 | 671 | -61 | 340 |
| 21 Sept | 3731.20 | 46.3 | -14.75 | 26.77 | 795 | 23 | 404 |
| 18 Sept | 3705.70 | 58 | 13.5 | 23.91 | 828 | 16 | 381 |
| 14 Sept | 3701.00 | 69 | 12.25 | 25.47 | 131 | 35 | 298 |
| 17 Aug | 3690.20 | 79.35 | 0 | 0.39 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3700 expiring on 30SEP2025
Delta for 3700 PE is -0.55
Historical price for 3700 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 72.35, which was 25.8 higher than the previous day. The implied volatity was 27.96, the open interest changed by -61 which decreased total open position to 340
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 46.3, which was -14.75 lower than the previous day. The implied volatity was 26.77, the open interest changed by 23 which increased total open position to 404
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 58, which was 13.5 higher than the previous day. The implied volatity was 23.91, the open interest changed by 16 which increased total open position to 381
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 69, which was 12.25 higher than the previous day. The implied volatity was 25.47, the open interest changed by 35 which increased total open position to 298
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 79.35, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
