PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 4100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.41
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 2.8 | -1.75 | 39.51 | 93 | 8 | 159 | |||||||||
| 21 Sept | 3731.20 | 4.5 | -0.45 | 31.25 | 83 | 9 | 151 | |||||||||
| 18 Sept | 3705.70 | 5.05 | -2 | 33.51 | 139 | 22 | 144 | |||||||||
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| 14 Sept | 3701.00 | 6.15 | -2.65 | 27.38 | 81 | -11 | 134 | |||||||||
| 17 Aug | 3690.20 | 37 | -48.6 | 28.88 | 6 | 2 | 6 | |||||||||
For Pi Industries Ltd - strike price 4100 expiring on 30SEP2025
Delta for 4100 CE is 0.03
Historical price for 4100 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 2.8, which was -1.75 lower than the previous day. The implied volatity was 39.51, the open interest changed by 8 which increased total open position to 159
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 4.5, which was -0.45 lower than the previous day. The implied volatity was 31.25, the open interest changed by 9 which increased total open position to 151
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 5.05, which was -2 lower than the previous day. The implied volatity was 33.51, the open interest changed by 22 which increased total open position to 144
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 6.15, which was -2.65 lower than the previous day. The implied volatity was 27.38, the open interest changed by -11 which decreased total open position to 134
On 17 Aug PIIND was trading at 3690.20. The strike last trading price was 37, which was -48.6 lower than the previous day. The implied volatity was 28.88, the open interest changed by 2 which increased total open position to 6
| PIIND 30SEP2025 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 400.25 | 36.8 | - | 11 | -2 | 57 |
| 21 Sept | 3731.20 | 363.45 | 18.95 | 42.32 | 2 | -2 | 61 |
| 18 Sept | 3705.70 | 344.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3701.00 | 344.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3690.20 | 218.6 | 0 | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 4100 expiring on 30SEP2025
Delta for 4100 PE is -
Historical price for 4100 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 400.25, which was 36.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 57
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 363.45, which was 18.95 higher than the previous day. The implied volatity was 42.32, the open interest changed by -2 which decreased total open position to 61
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 344.5, 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 344.5, 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 17 Aug PIIND was trading at 3690.20. The strike last trading price was 218.6, 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
