Historical option data for PIIND
29 Jun 2026 10:49 AM IST
| PIIND 28-Jul-2026 (25d) 2640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0.03
Theta: -1.54
Gamma: 0.00194
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 2626.00 | 81.2 | -32.8 (-28.77%) | 27.44 | 13 | 10 | 12 | |||||||||
| 25 Jun | 2684.90 | 113.55 | -412.45 (-78.41%) | 26.37 | 2 | 1 | 1 | |||||||||
For Pi Industries Ltd - strike price 2640 expiring on 28JUL2026
Delta for 2640 CE is 0.51
Historical price for 2640 CE is as follows
On 29 Jun PIIND was trading at 2626.00. The strike last trading price was 81.2, which was -32.8 lower than the previous day. The implied volatity was 27.44, the open interest changed by 10 which increased total open position to 12
On 25 Jun PIIND was trading at 2684.90. The strike last trading price was 113.55, which was -412.45 lower than the previous day. The implied volatity was 26.37, the open interest changed by 1 which increased total open position to 1
| PIIND 28-Jul-2026 (25d) 2640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 2626.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Jun | 2684.90 | 0 | 0 | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 2640 expiring on 28JUL2026
Delta for 2640 PE is -
Historical price for 2640 PE is as follows
On 29 Jun PIIND was trading at 2626.00. The strike last trading price was 0, 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
On 25 Jun PIIND was trading at 2684.90. The strike last trading price was 0, 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
