PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 4050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.49
Theta: -1.19
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 3668.90 | 3.45 | -2.1 | 37.23 | 43 | 0 | 132 | |||||||||
| 21 Sept | 3731.20 | 5.15 | -1.1 | 28.64 | 60 | 18 | 130 | |||||||||
| 18 Sept | 3705.70 | 6.7 | -2.25 | 32.16 | 142 | 16 | 111 | |||||||||
| 14 Sept | 3701.00 | 8.1 | -3.7 | 26.24 | 15 | -12 | 61 | |||||||||
| 17 Aug | 3690.20 | 355.5 | 0 | 5.90 | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 4050 expiring on 30SEP2025
Delta for 4050 CE is 0.04
Historical price for 4050 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 3.45, which was -2.1 lower than the previous day. The implied volatity was 37.23, the open interest changed by 0 which decreased total open position to 132
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 5.15, which was -1.1 lower than the previous day. The implied volatity was 28.64, the open interest changed by 18 which increased total open position to 130
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 6.7, which was -2.25 lower than the previous day. The implied volatity was 32.16, the open interest changed by 16 which increased total open position to 111
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 8.1, which was -3.7 lower than the previous day. The implied volatity was 26.24, the open interest changed by -12 which decreased total open position to 61
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 355.5, which was 0 lower than the previous day. The implied volatity was 5.90, the open interest changed by 0 which decreased total open position to 0
| PIIND 30SEP2025 4050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 339.2 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 3731.20 | 339.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3705.70 | 339.2 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3701.00 | 339.2 | 29.7 | 34.52 | 4 | 2 | 5 |
| 17 Aug | 3690.20 | 113.5 | 0 | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 4050 expiring on 30SEP2025
Delta for 4050 PE is 0.00
Historical price for 4050 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 339.2, which was 0 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 21 Sept PIIND was trading at 3731.20. The strike last trading price was 339.2, which was 0 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 339.2, which was 0 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 14 Sept PIIND was trading at 3701.00. The strike last trading price was 339.2, which was 29.7 higher than the previous day. The implied volatity was 34.52, the open interest changed by 2 which increased total open position to 5
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 113.5, 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
