PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.65
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 4.9 | -3 | 35.80 | 518 | 8 | 568 | |||||||||
| 21 Sept | 3731.20 | 8 | -0.65 | 27.84 | 379 | 31 | 560 | |||||||||
| 18 Sept | 3705.70 | 9.35 | -3.75 | 31.09 | 853 | 108 | 544 | |||||||||
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| 14 Sept | 3701.00 | 11.2 | -5.4 | 25.33 | 138 | 7 | 305 | |||||||||
| 17 Aug | 3690.20 | 55 | -21.5 | 28.68 | 9 | 2 | 19 | |||||||||
For Pi Industries Ltd - strike price 4000 expiring on 30SEP2025
Delta for 4000 CE is 0.06
Historical price for 4000 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 4.9, which was -3 lower than the previous day. The implied volatity was 35.80, the open interest changed by 8 which increased total open position to 568
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 8, which was -0.65 lower than the previous day. The implied volatity was 27.84, the open interest changed by 31 which increased total open position to 560
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 9.35, which was -3.75 lower than the previous day. The implied volatity was 31.09, the open interest changed by 108 which increased total open position to 544
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 11.2, which was -5.4 lower than the previous day. The implied volatity was 25.33, the open interest changed by 7 which increased total open position to 305
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 55, which was -21.5 lower than the previous day. The implied volatity was 28.68, the open interest changed by 2 which increased total open position to 19
| PIIND 30SEP2025 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.56
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 325 | 53.45 | 33.90 | 60 | -17 | 50 |
| 21 Sept | 3731.20 | 270.8 | -24.75 | 38.31 | 3 | -1 | 67 |
| 18 Sept | 3705.70 | 295.55 | 49.4 | 30.50 | 3 | 0 | 69 |
| 14 Sept | 3701.00 | 292.4 | -1.85 | 32.41 | 5 | 1 | 70 |
| 17 Aug | 3690.20 | 175.2 | 0 | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 4000 expiring on 30SEP2025
Delta for 4000 PE is -0.95
Historical price for 4000 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 325, which was 53.45 higher than the previous day. The implied volatity was 33.90, the open interest changed by -17 which decreased total open position to 50
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 270.8, which was -24.75 lower than the previous day. The implied volatity was 38.31, the open interest changed by -1 which decreased total open position to 67
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 295.55, which was 49.4 higher than the previous day. The implied volatity was 30.50, the open interest changed by 0 which decreased total open position to 69
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 292.4, which was -1.85 lower than the previous day. The implied volatity was 32.41, the open interest changed by 1 which increased total open position to 70
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 175.2, 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
