Historical option data for PIIND
29 Jun 2026 10:49 AM IST
| PIIND 28-Jul-2026 (27d) 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.4
Vega: 0.03
Theta: -1.53
Gamma: 0.00183
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 2626.00 | 57.35 | -29.65 (-34.08%) | 28.19 | 521 | 138 | 358 | |||||||||
| 25 Jun | 2684.90 | 85.5 | -29.5 (-25.65%) | 27.44 | 631 | 34 | 211 | |||||||||
| 24 Jun | 2746.80 | 117.9 | -8.1 (-6.43%) | 24.26 | 188 | 94 | 110 | |||||||||
| 23 Jun | 2767.00 | 124.95 | -35.05 (-21.91%) | 23.47 | 7 | 0 | 15 | |||||||||
| 22 Jun | 2805.60 | 160 | -32 (-16.67%) | 24.58 | 5 | 0 | 15 | |||||||||
| 19 Jun | 2803.60 | 191.8 | -0.2 (-0.10%) | - | 19 | 0 | 15 | |||||||||
| 18 Jun | 2846.00 | 191.8 | -0.2 (-0.10%) | 25.65 | 19 | 0 | 15 | |||||||||
| 17 Jun | 2835.20 | 191.8 | -19.2 (-9.10%) | 25.65 | 19 | 12 | 15 | |||||||||
| 16 Jun | 2878.00 | 210.6 | -7.4 (-3.39%) | 21.58 | 1 | 0 | 2 | |||||||||
| 15 Jun | 2834.50 | 218.05 | 0.05 (0.02%) | 28.98 | 1 | 0 | 2 | |||||||||
| 12 Jun | 2841.70 | 218.05 | 58.05 (36.28%) | 28.98 | 1 | 0 | 3 | |||||||||
| 11 Jun | 2801.20 | 160.1 | 0.1 (0.06%) | - | 1 | 0 | 3 | |||||||||
| 10 Jun | 2807.70 | 160.1 | 0.1 (0.06%) | 26.82 | 1 | 0 | 3 | |||||||||
| 9 Jun | 2866.40 | 160.1 | 31.1 (24.11%) | 26.82 | 1 | 0 | 3 | |||||||||
| 8 Jun | 2680.80 | 118 | -32 (-21.33%) | 29.38 | 3 | 2 | 3 | |||||||||
| 5 Jun | 2717.90 | 150 | 9 (6.38%) | 27.6 | 1 | -1 | 1 | |||||||||
| 4 Jun | 2707.50 | 141 | -12 (-7.84%) | 30.21 | 3 | 1 | 2 | |||||||||
| 3 Jun | 2738.30 | 177.7 | -0.3 (-0.17%) | 28.68 | 1 | 0 | 1 | |||||||||
| 2 Jun | 2739.80 | 152.95 | -96.05 (-38.57%) | 28.68 | 1 | 1 | 1 | |||||||||
| 1 Jun | 2702.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 2700 expiring on 28JUL2026
Delta for 2700 CE is 0.4
Historical price for 2700 CE is as follows
On 29 Jun PIIND was trading at 2626.00. The strike last trading price was 57.35, which was -29.65 lower than the previous day. The implied volatity was 28.19, the open interest changed by 138 which increased total open position to 358
On 25 Jun PIIND was trading at 2684.90. The strike last trading price was 85.5, which was -29.5 lower than the previous day. The implied volatity was 27.44, the open interest changed by 34 which increased total open position to 211
On 24 Jun PIIND was trading at 2746.80. The strike last trading price was 117.9, which was -8.1 lower than the previous day. The implied volatity was 24.26, the open interest changed by 94 which increased total open position to 110
On 23 Jun PIIND was trading at 2767.00. The strike last trading price was 124.95, which was -35.05 lower than the previous day. The implied volatity was 23.47, the open interest changed by 0 which decreased total open position to 15
On 22 Jun PIIND was trading at 2805.60. The strike last trading price was 160, which was -32 lower than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 15
On 19 Jun PIIND was trading at 2803.60. The strike last trading price was 191.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 18 Jun PIIND was trading at 2846.00. The strike last trading price was 191.8, which was -0.2 lower than the previous day. The implied volatity was 25.65, the open interest changed by 0 which decreased total open position to 15
On 17 Jun PIIND was trading at 2835.20. The strike last trading price was 191.8, which was -19.2 lower than the previous day. The implied volatity was 25.65, the open interest changed by 12 which increased total open position to 15
On 16 Jun PIIND was trading at 2878.00. The strike last trading price was 210.6, which was -7.4 lower than the previous day. The implied volatity was 21.58, the open interest changed by 0 which decreased total open position to 2
On 15 Jun PIIND was trading at 2834.50. The strike last trading price was 218.05, which was 0.05 higher than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 2
On 12 Jun PIIND was trading at 2841.70. The strike last trading price was 218.05, which was 58.05 higher than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 3
On 11 Jun PIIND was trading at 2801.20. The strike last trading price was 160.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Jun PIIND was trading at 2807.70. The strike last trading price was 160.1, which was 0.1 higher than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 3
On 9 Jun PIIND was trading at 2866.40. The strike last trading price was 160.1, which was 31.1 higher than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 3
On 8 Jun PIIND was trading at 2680.80. The strike last trading price was 118, which was -32 lower than the previous day. The implied volatity was 29.38, the open interest changed by 2 which increased total open position to 3
On 5 Jun PIIND was trading at 2717.90. The strike last trading price was 150, which was 9 higher than the previous day. The implied volatity was 27.6, the open interest changed by -1 which decreased total open position to 1
On 4 Jun PIIND was trading at 2707.50. The strike last trading price was 141, which was -12 lower than the previous day. The implied volatity was 30.21, the open interest changed by 1 which increased total open position to 2
On 3 Jun PIIND was trading at 2738.30. The strike last trading price was 177.7, which was -0.3 lower than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 1
On 2 Jun PIIND was trading at 2739.80. The strike last trading price was 152.95, which was -96.05 lower than the previous day. The implied volatity was 28.68, the open interest changed by 1 which increased total open position to 1
On 1 Jun PIIND was trading at 2702.60. 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
| PIIND 28-Jul-2026 (27d) 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.03
Theta: -1.56
Gamma: 0.00145
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 2626.00 | 140.05 | 28.5 (25.55%) | 36.21 | 424 | 84 | 264 |
| 25 Jun | 2684.90 | 115 | 38.95 (51.22%) | 34.54 | 287 | 91 | 179 |
| 24 Jun | 2746.80 | 78.05 | 6.5 (9.08%) | 33.25 | 78 | 18 | 86 |
| 23 Jun | 2767.00 | 74.6 | 15.15 (25.48%) | 32.36 | 42 | -1 | 67 |
| 22 Jun | 2805.60 | 59 | -2 (-3.28%) | 31.73 | 33 | 13 | 67 |
| 19 Jun | 2803.60 | 61 | 10.95 (21.88%) | 30.89 | 49 | 2 | 54 |
| 18 Jun | 2846.00 | 50.05 | -2.85 (-5.39%) | 30.65 | 21 | 13 | 51 |
| 17 Jun | 2835.20 | 52.5 | 5.5 (11.70%) | 30.82 | 21 | 11 | 38 |
| 16 Jun | 2878.00 | 47 | -11 (-18.97%) | 31.59 | 52 | -12 | 27 |
| 15 Jun | 2834.50 | 58 | 2.5 (4.50%) | 31.75 | 53 | 30 | 39 |
| 12 Jun | 2841.70 | 55.25 | -14.75 (-21.07%) | 29.95 | 6 | 4 | 8 |
| 11 Jun | 2801.20 | 70 | -65 (-48.15%) | 31.7 | 2 | 2 | 4 |
| 10 Jun | 2807.70 | 109.9 | 109.9 | - | 1 | 0 | 2 |
| 9 Jun | 2866.40 | 109.9 | 109.9 | - | 1 | 0 | 2 |
| 8 Jun | 2680.80 | 109.9 | 109.9 | - | 1 | 0 | 2 |
| 5 Jun | 2717.90 | 109.9 | 109.9 | - | 1 | 0 | 2 |
| 4 Jun | 2707.50 | 109.9 | 109.9 | - | 1 | 0 | 2 |
| 3 Jun | 2738.30 | 109.9 | 109.9 (36.71%) | 30.98 | 1 | 0 | 2 |
| 2 Jun | 2739.80 | 135 | 36.25 (36.71%) | 30.98 | 1 | 1 | 2 |
| 1 Jun | 2702.60 | 98.75 | 0 (0.00%) | 38.82 | 1 | 0 | 1 |
For Pi Industries Ltd - strike price 2700 expiring on 28JUL2026
Delta for 2700 PE is -0.56
Historical price for 2700 PE is as follows
On 29 Jun PIIND was trading at 2626.00. The strike last trading price was 140.05, which was 28.5 higher than the previous day. The implied volatity was 36.21, the open interest changed by 84 which increased total open position to 264
On 25 Jun PIIND was trading at 2684.90. The strike last trading price was 115, which was 38.95 higher than the previous day. The implied volatity was 34.54, the open interest changed by 91 which increased total open position to 179
On 24 Jun PIIND was trading at 2746.80. The strike last trading price was 78.05, which was 6.5 higher than the previous day. The implied volatity was 33.25, the open interest changed by 18 which increased total open position to 86
On 23 Jun PIIND was trading at 2767.00. The strike last trading price was 74.6, which was 15.15 higher than the previous day. The implied volatity was 32.36, the open interest changed by -1 which decreased total open position to 67
On 22 Jun PIIND was trading at 2805.60. The strike last trading price was 59, which was -2 lower than the previous day. The implied volatity was 31.73, the open interest changed by 13 which increased total open position to 67
On 19 Jun PIIND was trading at 2803.60. The strike last trading price was 61, which was 10.95 higher than the previous day. The implied volatity was 30.89, the open interest changed by 2 which increased total open position to 54
On 18 Jun PIIND was trading at 2846.00. The strike last trading price was 50.05, which was -2.85 lower than the previous day. The implied volatity was 30.65, the open interest changed by 13 which increased total open position to 51
On 17 Jun PIIND was trading at 2835.20. The strike last trading price was 52.5, which was 5.5 higher than the previous day. The implied volatity was 30.82, the open interest changed by 11 which increased total open position to 38
On 16 Jun PIIND was trading at 2878.00. The strike last trading price was 47, which was -11 lower than the previous day. The implied volatity was 31.59, the open interest changed by -12 which decreased total open position to 27
On 15 Jun PIIND was trading at 2834.50. The strike last trading price was 58, which was 2.5 higher than the previous day. The implied volatity was 31.75, the open interest changed by 30 which increased total open position to 39
On 12 Jun PIIND was trading at 2841.70. The strike last trading price was 55.25, which was -14.75 lower than the previous day. The implied volatity was 29.95, the open interest changed by 4 which increased total open position to 8
On 11 Jun PIIND was trading at 2801.20. The strike last trading price was 70, which was -65 lower than the previous day. The implied volatity was 31.7, the open interest changed by 2 which increased total open position to 4
On 10 Jun PIIND was trading at 2807.70. The strike last trading price was 109.9, which was 109.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun PIIND was trading at 2866.40. The strike last trading price was 109.9, which was 109.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun PIIND was trading at 2680.80. The strike last trading price was 109.9, which was 109.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun PIIND was trading at 2717.90. The strike last trading price was 109.9, which was 109.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun PIIND was trading at 2707.50. The strike last trading price was 109.9, which was 109.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun PIIND was trading at 2738.30. The strike last trading price was 109.9, which was 109.9 higher than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 2
On 2 Jun PIIND was trading at 2739.80. The strike last trading price was 135, which was 36.25 higher than the previous day. The implied volatity was 30.98, the open interest changed by 1 which increased total open position to 2
On 1 Jun PIIND was trading at 2702.60. The strike last trading price was 98.75, which was 0 lower than the previous day. The implied volatity was 38.82, the open interest changed by 0 which decreased total open position to 1
