`
[--[65.84.65.76]--]
PIIND
Pi Industries Ltd

3297.3 -36.35 (-1.09%)

Back to Option Chain


Historical option data for PIIND

13 Mar 2025 04:10 PM IST
PIIND 27MAR2025 2800 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 3297.30 490 0 0.00 0 0 0
12 Mar 3333.65 490 0 0.00 0 0 0
11 Mar 3353.90 490 0 0.00 0 0 0
10 Mar 3253.65 490 0 0.00 0 -1 0
7 Mar 3219.10 490 207 70.06 5 1 13
6 Mar 3255.60 283 0 0.00 0 0 0
5 Mar 3145.35 283 0 0.00 0 5 0
4 Mar 3040.70 283 53.85 35.59 5 3 10
3 Mar 2987.10 229.15 -22.3 22.12 6 2 5
28 Feb 3013.95 251.45 -4.55 30.15 2 1 1
27 Feb 3012.45 256 -743.55 30.72 1 0 0
26 Feb 3074.60 999.55 0 - 0 0 0
25 Feb 3084.80 999.55 0 - 0 0 0
24 Feb 3090.45 999.55 0 - 0 0 0
21 Feb 3145.40 999.55 0 - 0 0 0


For Pi Industries Ltd - strike price 2800 expiring on 27MAR2025

Delta for 2800 CE is 0.00

Historical price for 2800 CE is as follows

On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 490, 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 12 Mar PIIND was trading at 3333.65. The strike last trading price was 490, 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 11 Mar PIIND was trading at 3353.90. The strike last trading price was 490, 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 10 Mar PIIND was trading at 3253.65. The strike last trading price was 490, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 7 Mar PIIND was trading at 3219.10. The strike last trading price was 490, which was 207 higher than the previous day. The implied volatity was 70.06, the open interest changed by 1 which increased total open position to 13


On 6 Mar PIIND was trading at 3255.60. The strike last trading price was 283, 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 5 Mar PIIND was trading at 3145.35. The strike last trading price was 283, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 4 Mar PIIND was trading at 3040.70. The strike last trading price was 283, which was 53.85 higher than the previous day. The implied volatity was 35.59, the open interest changed by 3 which increased total open position to 10


On 3 Mar PIIND was trading at 2987.10. The strike last trading price was 229.15, which was -22.3 lower than the previous day. The implied volatity was 22.12, the open interest changed by 2 which increased total open position to 5


On 28 Feb PIIND was trading at 3013.95. The strike last trading price was 251.45, which was -4.55 lower than the previous day. The implied volatity was 30.15, the open interest changed by 1 which increased total open position to 1


On 27 Feb PIIND was trading at 3012.45. The strike last trading price was 256, which was -743.55 lower than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 0


On 26 Feb PIIND was trading at 3074.60. The strike last trading price was 999.55, 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 Feb PIIND was trading at 3084.80. The strike last trading price was 999.55, 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 24 Feb PIIND was trading at 3090.45. The strike last trading price was 999.55, 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 21 Feb PIIND was trading at 3145.40. The strike last trading price was 999.55, 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 27MAR2025 2800 PE
Delta: -0.04
Vega: 0.50
Theta: -0.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 3297.30 4.5 0.65 48.29 9 1 166
12 Mar 3333.65 3.85 0.2 47.71 41 -23 168
11 Mar 3353.90 3.35 -1.9 47.31 166 -8 191
10 Mar 3253.65 5.15 -3.3 42.84 246 -66 199
7 Mar 3219.10 7.95 3 41.09 1,631 122 265
6 Mar 3255.60 4.8 -4.5 37.73 84 -39 145
5 Mar 3145.35 9.25 -9.85 35.70 297 -66 184
4 Mar 3040.70 19.45 -7.45 34.45 406 67 253
3 Mar 2987.10 26.65 0.35 34.27 219 -2 193
28 Feb 3013.95 25.95 -1.2 32.68 224 79 172
27 Feb 3012.45 29.95 8.45 34.16 95 35 93
26 Feb 3074.60 20.85 0.9 33.51 52 9 67
25 Feb 3084.80 20.85 0.9 33.51 52 18 67
24 Feb 3090.45 19.95 3.25 34.48 40 17 48
21 Feb 3145.40 16.2 13.25 33.62 39 31 31


For Pi Industries Ltd - strike price 2800 expiring on 27MAR2025

Delta for 2800 PE is -0.04

Historical price for 2800 PE is as follows

On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 4.5, which was 0.65 higher than the previous day. The implied volatity was 48.29, the open interest changed by 1 which increased total open position to 166


On 12 Mar PIIND was trading at 3333.65. The strike last trading price was 3.85, which was 0.2 higher than the previous day. The implied volatity was 47.71, the open interest changed by -23 which decreased total open position to 168


On 11 Mar PIIND was trading at 3353.90. The strike last trading price was 3.35, which was -1.9 lower than the previous day. The implied volatity was 47.31, the open interest changed by -8 which decreased total open position to 191


On 10 Mar PIIND was trading at 3253.65. The strike last trading price was 5.15, which was -3.3 lower than the previous day. The implied volatity was 42.84, the open interest changed by -66 which decreased total open position to 199


On 7 Mar PIIND was trading at 3219.10. The strike last trading price was 7.95, which was 3 higher than the previous day. The implied volatity was 41.09, the open interest changed by 122 which increased total open position to 265


On 6 Mar PIIND was trading at 3255.60. The strike last trading price was 4.8, which was -4.5 lower than the previous day. The implied volatity was 37.73, the open interest changed by -39 which decreased total open position to 145


On 5 Mar PIIND was trading at 3145.35. The strike last trading price was 9.25, which was -9.85 lower than the previous day. The implied volatity was 35.70, the open interest changed by -66 which decreased total open position to 184


On 4 Mar PIIND was trading at 3040.70. The strike last trading price was 19.45, which was -7.45 lower than the previous day. The implied volatity was 34.45, the open interest changed by 67 which increased total open position to 253


On 3 Mar PIIND was trading at 2987.10. The strike last trading price was 26.65, which was 0.35 higher than the previous day. The implied volatity was 34.27, the open interest changed by -2 which decreased total open position to 193


On 28 Feb PIIND was trading at 3013.95. The strike last trading price was 25.95, which was -1.2 lower than the previous day. The implied volatity was 32.68, the open interest changed by 79 which increased total open position to 172


On 27 Feb PIIND was trading at 3012.45. The strike last trading price was 29.95, which was 8.45 higher than the previous day. The implied volatity was 34.16, the open interest changed by 35 which increased total open position to 93


On 26 Feb PIIND was trading at 3074.60. The strike last trading price was 20.85, which was 0.9 higher than the previous day. The implied volatity was 33.51, the open interest changed by 9 which increased total open position to 67


On 25 Feb PIIND was trading at 3084.80. The strike last trading price was 20.85, which was 0.9 higher than the previous day. The implied volatity was 33.51, the open interest changed by 18 which increased total open position to 67


On 24 Feb PIIND was trading at 3090.45. The strike last trading price was 19.95, which was 3.25 higher than the previous day. The implied volatity was 34.48, the open interest changed by 17 which increased total open position to 48


On 21 Feb PIIND was trading at 3145.40. The strike last trading price was 16.2, which was 13.25 higher than the previous day. The implied volatity was 33.62, the open interest changed by 31 which increased total open position to 31