Historical option data for PIIND
22 Jun 2026 01:12 PM IST
| PIIND 28-Jul-2026 (36d) 2900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0.03
Theta: -1.47
Gamma: 0.00159
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 2818.10 | 70 | -2 (-2.78%) | 27.44 | 17 | 1 | 55 | |||||||||
| 19 Jun | 2803.60 | 73 | -16 (-17.98%) | 27.78 | 29 | 14 | 56 | |||||||||
| 18 Jun | 2846.00 | 88 | 5 (6.02%) | 27.4 | 16 | 9 | 40 | |||||||||
| 17 Jun | 2835.20 | 81 | -33 (-28.95%) | 27.26 | 41 | 22 | 30 | |||||||||
| 16 Jun | 2878.00 | 113.95 | 19.95 (21.22%) | 27.97 | 8 | 5 | 7 | |||||||||
| 15 Jun | 2834.50 | 93.85 | -0.15 (-0.16%) | 28.53 | 1 | 0 | 2 | |||||||||
| 12 Jun | 2841.70 | 93.85 | 7.85 (9.13%) | 28.53 | 1 | 0 | 1 | |||||||||
| 11 Jun | 2801.20 | 86.05 | 0.05 (0.06%) | 29.01 | 1 | 0 | 1 | |||||||||
| 10 Jun | 2807.70 | 86.05 | -55.95 (-39.40%) | 29.01 | 1 | 1 | 1 | |||||||||
| 9 Jun | 2866.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 2900 expiring on 28JUL2026
Delta for 2900 CE is 0.41
Historical price for 2900 CE is as follows
On 22 Jun PIIND was trading at 2818.10. The strike last trading price was 70, which was -2 lower than the previous day. The implied volatity was 27.44, the open interest changed by 1 which increased total open position to 55
On 19 Jun PIIND was trading at 2803.60. The strike last trading price was 73, which was -16 lower than the previous day. The implied volatity was 27.78, the open interest changed by 14 which increased total open position to 56
On 18 Jun PIIND was trading at 2846.00. The strike last trading price was 88, which was 5 higher than the previous day. The implied volatity was 27.4, the open interest changed by 9 which increased total open position to 40
On 17 Jun PIIND was trading at 2835.20. The strike last trading price was 81, which was -33 lower than the previous day. The implied volatity was 27.26, the open interest changed by 22 which increased total open position to 30
On 16 Jun PIIND was trading at 2878.00. The strike last trading price was 113.95, which was 19.95 higher than the previous day. The implied volatity was 27.97, the open interest changed by 5 which increased total open position to 7
On 15 Jun PIIND was trading at 2834.50. The strike last trading price was 93.85, which was -0.15 lower than the previous day. The implied volatity was 28.53, 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 93.85, which was 7.85 higher than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 1
On 11 Jun PIIND was trading at 2801.20. The strike last trading price was 86.05, which was 0.05 higher than the previous day. The implied volatity was 29.01, the open interest changed by 0 which decreased total open position to 1
On 10 Jun PIIND was trading at 2807.70. The strike last trading price was 86.05, which was -55.95 lower than the previous day. The implied volatity was 29.01, the open interest changed by 1 which increased total open position to 1
On 9 Jun PIIND was trading at 2866.40. 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 (36d) 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.6
Vega: 0.04
Theta: -1.18
Gamma: 0.0013
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 2818.10 | 174 | 174 (21.68%) | 32.46 | 4 | 0 | 39 |
| 19 Jun | 2803.60 | 174 | 31 (21.68%) | 32.46 | 4 | 0 | 39 |
| 18 Jun | 2846.00 | 143 | -1.45 (-1.00%) | 32.38 | 1 | 1 | 39 |
| 17 Jun | 2835.20 | 142.9 | 22.9 (19.08%) | 31.63 | 15 | 8 | 37 |
| 16 Jun | 2878.00 | 120 | -18.65 (-13.45%) | 32.7 | 1 | 1 | 29 |
| 15 Jun | 2834.50 | 138.65 | 138.65 | - | 28 | 0 | 28 |
| 12 Jun | 2841.70 | 138.65 | 138.65 | - | 28 | 0 | 28 |
| 11 Jun | 2801.20 | 138.65 | 138.65 (0.00%) | - | 28 | 0 | 28 |
| 10 Jun | 2807.70 | 138.65 | 0 (0.00%) | 31.36 | 28 | 0 | 28 |
| 9 Jun | 2866.40 | 138.65 | -36.05 (-20.64%) | 31.36 | 28 | 27 | 27 |
For Pi Industries Ltd - strike price 2900 expiring on 28JUL2026
Delta for 2900 PE is -0.6
Historical price for 2900 PE is as follows
On 22 Jun PIIND was trading at 2818.10. The strike last trading price was 174, which was 174 higher than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 39
On 19 Jun PIIND was trading at 2803.60. The strike last trading price was 174, which was 31 higher than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 39
On 18 Jun PIIND was trading at 2846.00. The strike last trading price was 143, which was -1.45 lower than the previous day. The implied volatity was 32.38, the open interest changed by 1 which increased total open position to 39
On 17 Jun PIIND was trading at 2835.20. The strike last trading price was 142.9, which was 22.9 higher than the previous day. The implied volatity was 31.63, the open interest changed by 8 which increased total open position to 37
On 16 Jun PIIND was trading at 2878.00. The strike last trading price was 120, which was -18.65 lower than the previous day. The implied volatity was 32.7, the open interest changed by 1 which increased total open position to 29
On 15 Jun PIIND was trading at 2834.50. The strike last trading price was 138.65, which was 138.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 12 Jun PIIND was trading at 2841.70. The strike last trading price was 138.65, which was 138.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 11 Jun PIIND was trading at 2801.20. The strike last trading price was 138.65, which was 138.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 10 Jun PIIND was trading at 2807.70. The strike last trading price was 138.65, which was 0 lower than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 28
On 9 Jun PIIND was trading at 2866.40. The strike last trading price was 138.65, which was -36.05 lower than the previous day. The implied volatity was 31.36, the open interest changed by 27 which increased total open position to 27
