PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 3750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 1.94
Theta: -3.59
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 29.85 | -27.95 | 26.92 | 480 | -49 | 421 | |||||||||
| 21 Sept | 3731.20 | 58.05 | 1.85 | 22.17 | 936 | -195 | 470 | |||||||||
| 18 Sept | 3705.70 | 60 | -19 | 28.77 | 1,318 | 135 | 608 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 3701.00 | 68 | -20.75 | 23.41 | 371 | 18 | 291 | |||||||||
| 17 Aug | 3690.20 | 578.1 | 0 | 0.69 | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3750 expiring on 30SEP2025
Delta for 3750 CE is 0.32
Historical price for 3750 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 29.85, which was -27.95 lower than the previous day. The implied volatity was 26.92, the open interest changed by -49 which decreased total open position to 421
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 58.05, which was 1.85 higher than the previous day. The implied volatity was 22.17, the open interest changed by -195 which decreased total open position to 470
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 60, which was -19 lower than the previous day. The implied volatity was 28.77, the open interest changed by 135 which increased total open position to 608
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 68, which was -20.75 lower than the previous day. The implied volatity was 23.41, the open interest changed by 18 which increased total open position to 291
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 578.1, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
| PIIND 30SEP2025 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 1.98
Theta: -2.96
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 106.75 | 34 | 29.52 | 89 | -9 | 173 |
| 21 Sept | 3731.20 | 69.8 | -18.9 | 27.20 | 156 | -4 | 183 |
| 18 Sept | 3705.70 | 86.15 | 17.9 | 24.38 | 282 | -24 | 190 |
| 14 Sept | 3701.00 | 93.65 | 15.65 | 25.39 | 84 | 11 | 142 |
| 17 Aug | 3690.20 | 121 | 0 | 0.00 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3750 expiring on 30SEP2025
Delta for 3750 PE is -0.66
Historical price for 3750 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 106.75, which was 34 higher than the previous day. The implied volatity was 29.52, the open interest changed by -9 which decreased total open position to 173
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 69.8, which was -18.9 lower than the previous day. The implied volatity was 27.20, the open interest changed by -4 which decreased total open position to 183
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 86.15, which was 17.9 higher than the previous day. The implied volatity was 24.38, the open interest changed by -24 which decreased total open position to 190
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 93.65, which was 15.65 higher than the previous day. The implied volatity was 25.39, the open interest changed by 11 which increased total open position to 142
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 121, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
