PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 3800 CE | ||||||||||||||||
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Delta: 0.22
Vega: 1.60
Theta: -2.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 18.2 | -20.7 | 27.49 | 782 | 75 | 779 | |||||||||
| 21 Sept | 3731.20 | 38.9 | 1.2 | 23.05 | 1,338 | -94 | 702 | |||||||||
| 18 Sept | 3705.70 | 40.05 | -16.3 | 28.04 | 1,575 | 22 | 808 | |||||||||
| 14 Sept | 3701.00 | 48.3 | -18 | 23.49 | 338 | -6 | 400 | |||||||||
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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 0.22
Historical price for 3800 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 18.2, which was -20.7 lower than the previous day. The implied volatity was 27.49, the open interest changed by 75 which increased total open position to 779
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 38.9, which was 1.2 higher than the previous day. The implied volatity was 23.05, the open interest changed by -94 which decreased total open position to 702
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 40.05, which was -16.3 lower than the previous day. The implied volatity was 28.04, the open interest changed by 22 which increased total open position to 808
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 48.3, which was -18 lower than the previous day. The implied volatity was 23.49, the open interest changed by -6 which decreased total open position to 400
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: -0.75
Vega: 1.73
Theta: -2.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 146.95 | 44.6 | 31.73 | 63 | -23 | 232 |
| 21 Sept | 3731.20 | 106.3 | -15.2 | 30.57 | 88 | -2 | 255 |
| 18 Sept | 3705.70 | 132.8 | 37.5 | 30.17 | 165 | -10 | 256 |
| 14 Sept | 3701.00 | 126.35 | 19.9 | 26.40 | 39 | 3 | 191 |
| 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 -0.75
Historical price for 3800 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 146.95, which was 44.6 higher than the previous day. The implied volatity was 31.73, the open interest changed by -23 which decreased total open position to 232
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 106.3, which was -15.2 lower than the previous day. The implied volatity was 30.57, the open interest changed by -2 which decreased total open position to 255
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 132.8, which was 37.5 higher than the previous day. The implied volatity was 30.17, the open interest changed by -10 which decreased total open position to 256
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 126.35, which was 19.9 higher than the previous day. The implied volatity was 26.40, the open interest changed by 3 which increased total open position to 191
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
