Historical option data for PIIND
01 Jun 2026 04:10 PM IST
| PIIND 30-Jun-2026 (29d) 2820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.03
Theta: -1.45
Gamma: 0.00173
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 2702.60 | 44.25 | -29.1 (-39.67%) | 27.32 | 94 | 12 | 116 | |||||||||
| 29 May | 2775.00 | 68.95 | -28.05 (-28.92%) | 24.85 | 92 | -22 | 105 | |||||||||
| 27 May | 2847.30 | 106.8 | 12.8 (13.62%) | 24.54 | 136 | 56 | 128 | |||||||||
| 26 May | 2837.90 | 93.1 | -6.9 (-6.90%) | 20.87 | 104 | 27 | 73 | |||||||||
| 25 May | 2849.00 | 100 | 15 (17.65%) | 22 | 141 | 7 | 46 | |||||||||
| 22 May | 2781.00 | 85 | 16 (23.19%) | 26.08 | 11 | -1 | 39 | |||||||||
| 21 May | 2740.50 | 69.5 | -282.5 (-80.26%) | 25.34 | 47 | 40 | 40 | |||||||||
| 20 May | 2901.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 3124.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 3096.30 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 3114.90 | 0 | -352.5 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 3103.60 | 0 | -352.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 3051.00 | 0 | -352.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 2997.60 | 0 | -352.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3090.80 | 0 | -352.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 3110.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 3101.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 3071.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 3014.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 3047.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 2820 expiring on 30JUN2026
Delta for 2820 CE is 0.33
Historical price for 2820 CE is as follows
On 1 Jun PIIND was trading at 2702.60. The strike last trading price was 44.25, which was -29.1 lower than the previous day. The implied volatity was 27.32, the open interest changed by 12 which increased total open position to 116
On 29 May PIIND was trading at 2775.00. The strike last trading price was 68.95, which was -28.05 lower than the previous day. The implied volatity was 24.85, the open interest changed by -22 which decreased total open position to 105
On 27 May PIIND was trading at 2847.30. The strike last trading price was 106.8, which was 12.8 higher than the previous day. The implied volatity was 24.54, the open interest changed by 56 which increased total open position to 128
On 26 May PIIND was trading at 2837.90. The strike last trading price was 93.1, which was -6.9 lower than the previous day. The implied volatity was 20.87, the open interest changed by 27 which increased total open position to 73
On 25 May PIIND was trading at 2849.00. The strike last trading price was 100, which was 15 higher than the previous day. The implied volatity was 22, the open interest changed by 7 which increased total open position to 46
On 22 May PIIND was trading at 2781.00. The strike last trading price was 85, which was 16 higher than the previous day. The implied volatity was 26.08, the open interest changed by -1 which decreased total open position to 39
On 21 May PIIND was trading at 2740.50. The strike last trading price was 69.5, which was -282.5 lower than the previous day. The implied volatity was 25.34, the open interest changed by 40 which increased total open position to 40
On 20 May PIIND was trading at 2901.20. 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 19 May PIIND was trading at 3124.60. 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
On 18 May PIIND was trading at 3096.30. 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 15 May PIIND was trading at 3114.90. The strike last trading price was 0, which was -352.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May PIIND was trading at 3103.60. The strike last trading price was 0, which was -352.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May PIIND was trading at 3051.00. The strike last trading price was 0, which was -352.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PIIND was trading at 2997.60. The strike last trading price was 0, which was -352.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PIIND was trading at 3090.80. The strike last trading price was 0, which was -352.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May PIIND was trading at 3110.80. 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 7 May PIIND was trading at 3101.50. 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 6 May PIIND was trading at 3071.00. 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 5 May PIIND was trading at 3014.30. 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 4 May PIIND was trading at 3047.50. 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 30-Jun-2026 (29d) 2820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.03
Theta: -1.31
Gamma: 0.00152
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 2702.60 | 158.4 | 47.75 (43.15%) | 32.21 | 75 | -23 | 225 |
| 29 May | 2775.00 | 122.8 | 36.55 (42.38%) | 32.28 | 166 | -10 | 249 |
| 27 May | 2847.30 | 79.45 | -23.45 (-22.79%) | 28.51 | 306 | -19 | 260 |
| 26 May | 2837.90 | 98.4 | -15.05 (-13.27%) | 33.1 | 109 | 12 | 279 |
| 25 May | 2849.00 | 175.45 | 175.45 (-35.34%) | 37.17 | 494 | 0 | 268 |
| 22 May | 2781.00 | 175.45 | 175.45 (299.54%) | 37.92 | 494 | 0 | 268 |
| 21 May | 2740.50 | 173.6 | 130.15 (299.54%) | 37.92 | 494 | 267 | 269 |
| 20 May | 2901.20 | 43.45 | 0 (0.00%) | - | 0 | 0 | 2 |
| 19 May | 3124.60 | 43.45 | 0 (0.00%) | 36.01 | 0 | 0 | 2 |
| 18 May | 3096.30 | 43.45 | -3.4 (-7.26%) | 36.01 | 2 | 0 | 0 |
| 15 May | 3114.90 | 0 | -46.85 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 3103.60 | 0 | -46.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 3051.00 | 0 | -46.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2997.60 | 0 | -46.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3090.80 | 0 | -46.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 3110.80 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 3101.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 3071.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 3014.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 3047.50 | 0 | 0 | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 2820 expiring on 30JUN2026
Delta for 2820 PE is -0.64
Historical price for 2820 PE is as follows
On 1 Jun PIIND was trading at 2702.60. The strike last trading price was 158.4, which was 47.75 higher than the previous day. The implied volatity was 32.21, the open interest changed by -23 which decreased total open position to 225
On 29 May PIIND was trading at 2775.00. The strike last trading price was 122.8, which was 36.55 higher than the previous day. The implied volatity was 32.28, the open interest changed by -10 which decreased total open position to 249
On 27 May PIIND was trading at 2847.30. The strike last trading price was 79.45, which was -23.45 lower than the previous day. The implied volatity was 28.51, the open interest changed by -19 which decreased total open position to 260
On 26 May PIIND was trading at 2837.90. The strike last trading price was 98.4, which was -15.05 lower than the previous day. The implied volatity was 33.1, the open interest changed by 12 which increased total open position to 279
On 25 May PIIND was trading at 2849.00. The strike last trading price was 175.45, which was 175.45 higher than the previous day. The implied volatity was 37.17, the open interest changed by 0 which decreased total open position to 268
On 22 May PIIND was trading at 2781.00. The strike last trading price was 175.45, which was 175.45 higher than the previous day. The implied volatity was 37.92, the open interest changed by 0 which decreased total open position to 268
On 21 May PIIND was trading at 2740.50. The strike last trading price was 173.6, which was 130.15 higher than the previous day. The implied volatity was 37.92, the open interest changed by 267 which increased total open position to 269
On 20 May PIIND was trading at 2901.20. The strike last trading price was 43.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 May PIIND was trading at 3124.60. The strike last trading price was 43.45, which was 0 lower than the previous day. The implied volatity was 36.01, the open interest changed by 0 which decreased total open position to 2
On 18 May PIIND was trading at 3096.30. The strike last trading price was 43.45, which was -3.4 lower than the previous day. The implied volatity was 36.01, the open interest changed by 0 which decreased total open position to 0
On 15 May PIIND was trading at 3114.90. The strike last trading price was 0, which was -46.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May PIIND was trading at 3103.60. The strike last trading price was 0, which was -46.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May PIIND was trading at 3051.00. The strike last trading price was 0, which was -46.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PIIND was trading at 2997.60. The strike last trading price was 0, which was -46.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PIIND was trading at 3090.80. The strike last trading price was 0, which was -46.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May PIIND was trading at 3110.80. 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 7 May PIIND was trading at 3101.50. 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 6 May PIIND was trading at 3071.00. 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 5 May PIIND was trading at 3014.30. 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 4 May PIIND was trading at 3047.50. 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
