PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 08:01 PM IST
| PIIND 30SEP2025 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.36
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 2.7 | 0 | 46.29 | 14 | 3 | 111 | |||||||||
| 21 Sept | 3731.20 | 2.7 | -0.1 | 34.47 | 33 | -6 | 109 | |||||||||
| 18 Sept | 3705.70 | 3.1 | -0.75 | 36.41 | 136 | -24 | 113 | |||||||||
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| 14 Sept | 3701.00 | 4.6 | 0.05 | 30.86 | 19 | -4 | 99 | |||||||||
For Pi Industries Ltd - strike price 4200 expiring on 30SEP2025
Delta for 4200 CE is 0.03
Historical price for 4200 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 46.29, the open interest changed by 3 which increased total open position to 111
On 21 Sept PIIND was trading at 3731.20. The strike last trading price was 2.7, which was -0.1 lower than the previous day. The implied volatity was 34.47, the open interest changed by -6 which decreased total open position to 109
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 3.1, which was -0.75 lower than the previous day. The implied volatity was 36.41, the open interest changed by -24 which decreased total open position to 113
On 14 Sept PIIND was trading at 3701.00. The strike last trading price was 4.6, which was 0.05 higher than the previous day. The implied volatity was 30.86, the open interest changed by -4 which decreased total open position to 99
| PIIND 30SEP2025 4200 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 | 455.45 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 3731.20 | 455.45 | 19.1 | 42.65 | 3 | 0 | 9 |
| 18 Sept | 3705.70 | 436.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3701.00 | 436.35 | 0 | 0.00 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 4200 expiring on 30SEP2025
Delta for 4200 PE is 0.00
Historical price for 4200 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 455.45, 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 455.45, which was 19.1 higher than the previous day. The implied volatity was 42.65, the open interest changed by 0 which decreased total open position to 9
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 436.35, 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 436.35, 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
