PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 3950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.78
Theta: -1.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 6 | -5.95 | 33.05 | 86 | 1 | 94 | |||||||||
| 21 Sept | 3731.20 | 11 | -1.05 | 26.08 | 67 | 9 | 93 | |||||||||
| 18 Sept | 3705.70 | 13.45 | -5.05 | 30.23 | 187 | 5 | 84 | |||||||||
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| 14 Sept | 3701.00 | 16.25 | -8.5 | 24.76 | 21 | 3 | 56 | |||||||||
| 17 Aug | 3690.20 | 423.55 | 0 | 4.21 | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3950 expiring on 30SEP2025
Delta for 3950 CE is 0.08
Historical price for 3950 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 6, which was -5.95 lower than the previous day. The implied volatity was 33.05, the open interest changed by 1 which increased total open position to 94
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 11, which was -1.05 lower than the previous day. The implied volatity was 26.08, the open interest changed by 9 which increased total open position to 93
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 13.45, which was -5.05 lower than the previous day. The implied volatity was 30.23, the open interest changed by 5 which increased total open position to 84
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 16.25, which was -8.5 lower than the previous day. The implied volatity was 24.76, the open interest changed by 3 which increased total open position to 56
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 423.55, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
| PIIND 30SEP2025 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 226.65 | 0 | 0.00 | 0 | 3 | 0 |
| 21 Sept | 3731.20 | 226.65 | -36.75 | 36.53 | 18 | 3 | 24 |
| 18 Sept | 3705.70 | 263.4 | 50.8 | 38.01 | 4 | 2 | 19 |
| 14 Sept | 3701.00 | 212.6 | 5.4 | - | 2 | 2 | 15 |
| 17 Aug | 3690.20 | 82.6 | 0 | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3950 expiring on 30SEP2025
Delta for 3950 PE is 0.00
Historical price for 3950 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 226.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 226.65, which was -36.75 lower than the previous day. The implied volatity was 36.53, the open interest changed by 3 which increased total open position to 24
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 263.4, which was 50.8 higher than the previous day. The implied volatity was 38.01, the open interest changed by 2 which increased total open position to 19
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 212.6, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 15
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 82.6, 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
