PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 3850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 1.28
Theta: -2.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 12.45 | -12.75 | 29.46 | 205 | -20 | 268 | |||||||||
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| 21 Sept | 3731.20 | 25.9 | 0.9 | 24.13 | 588 | 4 | 293 | |||||||||
| 18 Sept | 3705.70 | 28.1 | -12.2 | 28.75 | 523 | 76 | 287 | |||||||||
| 14 Sept | 3701.00 | 33.1 | -15.4 | 23.52 | 41 | -1 | 154 | |||||||||
| 17 Aug | 3690.20 | 497.85 | 0 | 2.57 | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3850 expiring on 30SEP2025
Delta for 3850 CE is 0.15
Historical price for 3850 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 12.45, which was -12.75 lower than the previous day. The implied volatity was 29.46, the open interest changed by -20 which decreased total open position to 268
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 25.9, which was 0.9 higher than the previous day. The implied volatity was 24.13, the open interest changed by 4 which increased total open position to 293
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 28.1, which was -12.2 lower than the previous day. The implied volatity was 28.75, the open interest changed by 76 which increased total open position to 287
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 33.1, which was -15.4 lower than the previous day. The implied volatity was 23.52, the open interest changed by -1 which decreased total open position to 154
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 497.85, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
| PIIND 30SEP2025 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.88
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 176.65 | 35.15 | 22.73 | 9 | -3 | 43 |
| 21 Sept | 3731.20 | 137.6 | -19.15 | 30.04 | 40 | -4 | 47 |
| 18 Sept | 3705.70 | 156.3 | 29 | 24.26 | 13 | -3 | 54 |
| 14 Sept | 3701.00 | 161.9 | -11.4 | 27.08 | 19 | -1 | 52 |
| 17 Aug | 3690.20 | 57.9 | 0 | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3850 expiring on 30SEP2025
Delta for 3850 PE is -0.91
Historical price for 3850 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 176.65, which was 35.15 higher than the previous day. The implied volatity was 22.73, the open interest changed by -3 which decreased total open position to 43
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 137.6, which was -19.15 lower than the previous day. The implied volatity was 30.04, the open interest changed by -4 which decreased total open position to 47
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 156.3, which was 29 higher than the previous day. The implied volatity was 24.26, the open interest changed by -3 which decreased total open position to 54
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 161.9, which was -11.4 lower than the previous day. The implied volatity was 27.08, the open interest changed by -1 which decreased total open position to 52
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 57.9, 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
