PIIND
Pi Industries Ltd
Historical option data for PIIND
17 Aug 2025 12:55 AM IST
| PIIND 30SEP2025 3800 CE | ||||||||||||||||
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Delta: 0.44
Vega: 5.19
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 3690.20 | 115 | -45 | 28.63 | 2 | 1 | 1 | |||||||||
For Pi Industries Ltd - strike price 3800 expiring on 30SEP2025
Delta for 3800 CE is 0.44
Historical price for 3800 CE is as follows
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 115, which was -45 lower than the previous day. The implied volatity was 28.63, the open interest changed by 1 which increased total open position to 1
| PIIND 30SEP2025 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 5.13
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 3690.20 | 169 | 52 | 23.42 | 2 | 2 | 5 |
For Pi Industries Ltd - strike price 3800 expiring on 30SEP2025
Delta for 3800 PE is -0.59
Historical price for 3800 PE is as follows
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 169, which was 52 higher than the previous day. The implied volatity was 23.42, the open interest changed by 2 which increased total open position to 5
