PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 3900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 1.00
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 8.5 | -8.9 | 31.21 | 283 | -30 | 398 | |||||||||
| 21 Sept | 3731.20 | 16.2 | -1.7 | 24.69 | 498 | -29 | 428 | |||||||||
| 18 Sept | 3705.70 | 19 | -8.8 | 29.20 | 785 | 66 | 462 | |||||||||
| 14 Sept | 3701.00 | 24.4 | -10.35 | 24.60 | 123 | -5 | 300 | |||||||||
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| 17 Aug | 3690.20 | 438.45 | 0 | 3.26 | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3900 expiring on 30SEP2025
Delta for 3900 CE is 0.11
Historical price for 3900 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 8.5, which was -8.9 lower than the previous day. The implied volatity was 31.21, the open interest changed by -30 which decreased total open position to 398
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 16.2, which was -1.7 lower than the previous day. The implied volatity was 24.69, the open interest changed by -29 which decreased total open position to 428
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 19, which was -8.8 lower than the previous day. The implied volatity was 29.20, the open interest changed by 66 which increased total open position to 462
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 24.4, which was -10.35 lower than the previous day. The implied volatity was 24.60, the open interest changed by -5 which decreased total open position to 300
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 438.45, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
| PIIND 30SEP2025 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.73
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 225.85 | 29.3 | 26.47 | 16 | -4 | 41 |
| 21 Sept | 3731.20 | 196.5 | -0.05 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3705.70 | 196.5 | 4.5 | 23.09 | 7 | -3 | 46 |
| 14 Sept | 3701.00 | 201.25 | 28.3 | 27.96 | 12 | -3 | 49 |
| 17 Aug | 3690.20 | 137.55 | 0 | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3900 expiring on 30SEP2025
Delta for 3900 PE is -0.93
Historical price for 3900 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 225.85, which was 29.3 higher than the previous day. The implied volatity was 26.47, the open interest changed by -4 which decreased total open position to 41
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 196.5, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 196.5, which was 4.5 higher than the previous day. The implied volatity was 23.09, the open interest changed by -3 which decreased total open position to 46
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 201.25, which was 28.3 higher than the previous day. The implied volatity was 27.96, the open interest changed by -3 which decreased total open position to 49
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 137.55, 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
