PIIND
Pi Industries Ltd
Historical option data for PIIND
16 Apr 2026 04:11 PM IST
| PIIND 28-Apr-2026 (11d) 2940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.01
Theta: -0.7
Gamma: 0.00098
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 3112.20 | 189.05 | 57.85000000000002 | 22.15 | 6 | -1 | 81 | |||||||||
| 15 Apr | 3042.10 | 136.1 | 67.94999999999999 | 26.39 | 246 | -41 | 83 | |||||||||
| 13 Apr | 2909.40 | 67.45 | -19.39999999999999 | 32.87 | 140 | 16 | 125 | |||||||||
| 10 Apr | 2952.10 | 83.95 | 27.550000000000004 | 29.19 | 199 | 25 | 110 | |||||||||
| 9 Apr | 2880.70 | 56.45 | 1.25 | 26.83 | 125 | 38 | 85 | |||||||||
| 8 Apr | 2877.00 | 55.45 | 7.95 | 28.46 | 39 | 21 | 47 | |||||||||
| 7 Apr | 2825.00 | 47.8 | -1.5 | 29.14 | 20 | 14 | 24 | |||||||||
| 6 Apr | 2837.70 | 49.3 | 4.45 | 30.22 | 1 | 0 | 9 | |||||||||
| 2 Apr | 2797.20 | 44.85 | -15.7 | 31.25 | 1 | 0 | 9 | |||||||||
| 1 Apr | 2844.90 | 62.5 | 1.6 | 29.77 | 12 | -2 | 10 | |||||||||
| 30 Mar | 2718.80 | 60.9 | 28.55 | - | 0 | 0 | 12 | |||||||||
| 27 Mar | 2810.80 | 60.9 | 28.55 | 30.81 | 11 | 6 | 12 | |||||||||
| 25 Mar | 2905.40 | 32.35 | -12 | - | 0 | 0 | 6 | |||||||||
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| 24 Mar | 2759.00 | 32.35 | -12 | 23.99 | 4 | 0 | 2 | |||||||||
| 23 Mar | 2762.60 | 44.35 | -222.9 | 29.35 | 2 | 1 | 1 | |||||||||
| 20 Mar | 2909.50 | 267.25 | 0 | 0.62 | 0 | 0 | 0 | |||||||||
| 19 Mar | 2890.90 | 267.25 | 0 | 0.66 | 0 | 0 | 0 | |||||||||
| 18 Mar | 2927.60 | 267.25 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 17 Mar | 2893.00 | 267.25 | 0 | 0.2 | 0 | 0 | 0 | |||||||||
| 16 Mar | 2890.10 | 267.25 | 0 | 0.42 | 0 | 0 | 0 | |||||||||
| 13 Mar | 2896.30 | 267.25 | 0 | 0.5 | 0 | 0 | 0 | |||||||||
| 12 Mar | 2952.40 | 267.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3012.30 | 267.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3083.60 | 267.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3033.20 | 267.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3079.60 | 267.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 3089.00 | 267.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3063.50 | 267.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 3099.40 | 267.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 2940 expiring on 28APR2026
Delta for 2940 CE is 0.94
Historical price for 2940 CE is as follows
On 16 Apr PIIND was trading at 3112.20. The strike last trading price was 189.05, which was 57.85000000000002 higher than the previous day. The implied volatity was 22.15, the open interest changed by -1 which decreased total open position to 81
On 15 Apr PIIND was trading at 3042.10. The strike last trading price was 136.1, which was 67.94999999999999 higher than the previous day. The implied volatity was 26.39, the open interest changed by -41 which decreased total open position to 83
On 13 Apr PIIND was trading at 2909.40. The strike last trading price was 67.45, which was -19.39999999999999 lower than the previous day. The implied volatity was 32.87, the open interest changed by 16 which increased total open position to 125
On 10 Apr PIIND was trading at 2952.10. The strike last trading price was 83.95, which was 27.550000000000004 higher than the previous day. The implied volatity was 29.19, the open interest changed by 25 which increased total open position to 110
On 9 Apr PIIND was trading at 2880.70. The strike last trading price was 56.45, which was 1.25 higher than the previous day. The implied volatity was 26.83, the open interest changed by 38 which increased total open position to 85
On 8 Apr PIIND was trading at 2877.00. The strike last trading price was 55.45, which was 7.95 higher than the previous day. The implied volatity was 28.46, the open interest changed by 21 which increased total open position to 47
On 7 Apr PIIND was trading at 2825.00. The strike last trading price was 47.8, which was -1.5 lower than the previous day. The implied volatity was 29.14, the open interest changed by 14 which increased total open position to 24
On 6 Apr PIIND was trading at 2837.70. The strike last trading price was 49.3, which was 4.45 higher than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 9
On 2 Apr PIIND was trading at 2797.20. The strike last trading price was 44.85, which was -15.7 lower than the previous day. The implied volatity was 31.25, the open interest changed by 0 which decreased total open position to 9
On 1 Apr PIIND was trading at 2844.90. The strike last trading price was 62.5, which was 1.6 higher than the previous day. The implied volatity was 29.77, the open interest changed by -2 which decreased total open position to 10
On 30 Mar PIIND was trading at 2718.80. The strike last trading price was 60.9, which was 28.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 27 Mar PIIND was trading at 2810.80. The strike last trading price was 60.9, which was 28.55 higher than the previous day. The implied volatity was 30.81, the open interest changed by 6 which increased total open position to 12
On 25 Mar PIIND was trading at 2905.40. The strike last trading price was 32.35, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 24 Mar PIIND was trading at 2759.00. The strike last trading price was 32.35, which was -12 lower than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 2
On 23 Mar PIIND was trading at 2762.60. The strike last trading price was 44.35, which was -222.9 lower than the previous day. The implied volatity was 29.35, the open interest changed by 1 which increased total open position to 1
On 20 Mar PIIND was trading at 2909.50. The strike last trading price was 267.25, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 19 Mar PIIND was trading at 2890.90. The strike last trading price was 267.25, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 18 Mar PIIND was trading at 2927.60. The strike last trading price was 267.25, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 17 Mar PIIND was trading at 2893.00. The strike last trading price was 267.25, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 16 Mar PIIND was trading at 2890.10. The strike last trading price was 267.25, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 13 Mar PIIND was trading at 2896.30. The strike last trading price was 267.25, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
On 12 Mar PIIND was trading at 2952.40. The strike last trading price was 267.25, 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 11 Mar PIIND was trading at 3012.30. The strike last trading price was 267.25, 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 10 Mar PIIND was trading at 3083.60. The strike last trading price was 267.25, 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 9 Mar PIIND was trading at 3033.20. The strike last trading price was 267.25, 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 Mar PIIND was trading at 3079.60. The strike last trading price was 267.25, 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 Mar PIIND was trading at 3089.00. The strike last trading price was 267.25, 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 Mar PIIND was trading at 3063.50. The strike last trading price was 267.25, 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 2 Mar PIIND was trading at 3099.40. The strike last trading price was 267.25, 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-Apr-2026 (11d) 2940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.01
Theta: -1.59
Gamma: 0.0013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 3112.20 | 17.1 | -16.5 | 33.31 | 58 | -9 | 83 |
| 15 Apr | 3042.10 | 32.25 | -54.25 | 32.52 | 187 | 8 | 96 |
| 13 Apr | 2909.40 | 87.05 | 15.849999999999994 | 31.57 | 159 | 54 | 90 |
| 10 Apr | 2952.10 | 71.35 | -35.95 | 30.24 | 47 | 16 | 37 |
| 9 Apr | 2880.70 | 108.45 | -41.55 | - | 0 | 8 | 0 |
| 8 Apr | 2877.00 | 108.45 | -41.55 | 30.39 | 18 | 7 | 20 |
| 7 Apr | 2825.00 | 150 | 4.5 | - | 0 | 0 | 13 |
| 6 Apr | 2837.70 | 150 | 4.5 | - | 0 | 0 | 13 |
| 2 Apr | 2797.20 | 150 | 4.5 | - | 0 | 0 | 13 |
| 1 Apr | 2844.90 | 150 | 4.5 | 35.77 | 6 | 2 | 14 |
| 30 Mar | 2718.80 | 145.5 | 0.7 | - | 0 | 0 | 12 |
| 27 Mar | 2810.80 | 145.5 | 0.7 | 25.04 | 2 | 0 | 12 |
| 25 Mar | 2905.40 | 145.55 | 21.55 | 39.88 | 10 | 1 | 12 |
| 24 Mar | 2759.00 | 124 | -56 | - | 0 | 0 | 11 |
| 23 Mar | 2762.60 | 124 | -56 | - | 0 | 0 | 11 |
| 20 Mar | 2909.50 | 124 | -56 | - | 0 | 0 | 11 |
| 19 Mar | 2890.90 | 124 | -56 | - | 0 | 0 | 11 |
| 18 Mar | 2927.60 | 124 | -56 | - | 0 | 0 | 11 |
| 17 Mar | 2893.00 | 124 | -56 | 30.52 | 2 | 0 | 11 |
| 16 Mar | 2890.10 | 180 | 113.55 | - | 0 | 11 | 0 |
| 13 Mar | 2896.30 | 180 | 113.55 | 41.9 | 13 | 11 | 11 |
| 12 Mar | 2952.40 | 66.45 | 0 | 1.89 | 0 | 0 | 0 |
| 11 Mar | 3012.30 | 66.45 | 0 | 2.9 | 0 | 0 | 0 |
| 10 Mar | 3083.60 | 66.45 | 0 | 4.38 | 0 | 0 | 0 |
| 9 Mar | 3033.20 | 66.45 | 0 | 3.16 | 0 | 0 | 0 |
| 6 Mar | 3079.60 | 66.45 | 0 | 4.36 | 0 | 0 | 0 |
| 5 Mar | 3089.00 | 66.45 | 0 | 4.2 | 0 | 0 | 0 |
| 4 Mar | 3063.50 | 66.45 | 0 | 3.54 | 0 | 0 | 0 |
| 2 Mar | 3099.40 | 66.45 | 0 | 4.59 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 2940 expiring on 28APR2026
Delta for 2940 PE is -0.16
Historical price for 2940 PE is as follows
On 16 Apr PIIND was trading at 3112.20. The strike last trading price was 17.1, which was -16.5 lower than the previous day. The implied volatity was 33.31, the open interest changed by -9 which decreased total open position to 83
On 15 Apr PIIND was trading at 3042.10. The strike last trading price was 32.25, which was -54.25 lower than the previous day. The implied volatity was 32.52, the open interest changed by 8 which increased total open position to 96
On 13 Apr PIIND was trading at 2909.40. The strike last trading price was 87.05, which was 15.849999999999994 higher than the previous day. The implied volatity was 31.57, the open interest changed by 54 which increased total open position to 90
On 10 Apr PIIND was trading at 2952.10. The strike last trading price was 71.35, which was -35.95 lower than the previous day. The implied volatity was 30.24, the open interest changed by 16 which increased total open position to 37
On 9 Apr PIIND was trading at 2880.70. The strike last trading price was 108.45, which was -41.55 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 8 Apr PIIND was trading at 2877.00. The strike last trading price was 108.45, which was -41.55 lower than the previous day. The implied volatity was 30.39, the open interest changed by 7 which increased total open position to 20
On 7 Apr PIIND was trading at 2825.00. The strike last trading price was 150, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 6 Apr PIIND was trading at 2837.70. The strike last trading price was 150, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 2 Apr PIIND was trading at 2797.20. The strike last trading price was 150, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 1 Apr PIIND was trading at 2844.90. The strike last trading price was 150, which was 4.5 higher than the previous day. The implied volatity was 35.77, the open interest changed by 2 which increased total open position to 14
On 30 Mar PIIND was trading at 2718.80. The strike last trading price was 145.5, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 27 Mar PIIND was trading at 2810.80. The strike last trading price was 145.5, which was 0.7 higher than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 12
On 25 Mar PIIND was trading at 2905.40. The strike last trading price was 145.55, which was 21.55 higher than the previous day. The implied volatity was 39.88, the open interest changed by 1 which increased total open position to 12
On 24 Mar PIIND was trading at 2759.00. The strike last trading price was 124, which was -56 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 23 Mar PIIND was trading at 2762.60. The strike last trading price was 124, which was -56 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 Mar PIIND was trading at 2909.50. The strike last trading price was 124, which was -56 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 19 Mar PIIND was trading at 2890.90. The strike last trading price was 124, which was -56 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 Mar PIIND was trading at 2927.60. The strike last trading price was 124, which was -56 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Mar PIIND was trading at 2893.00. The strike last trading price was 124, which was -56 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 11
On 16 Mar PIIND was trading at 2890.10. The strike last trading price was 180, which was 113.55 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0
On 13 Mar PIIND was trading at 2896.30. The strike last trading price was 180, which was 113.55 higher than the previous day. The implied volatity was 41.9, the open interest changed by 11 which increased total open position to 11
On 12 Mar PIIND was trading at 2952.40. The strike last trading price was 66.45, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 11 Mar PIIND was trading at 3012.30. The strike last trading price was 66.45, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0
On 10 Mar PIIND was trading at 3083.60. The strike last trading price was 66.45, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
On 9 Mar PIIND was trading at 3033.20. The strike last trading price was 66.45, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 6 Mar PIIND was trading at 3079.60. The strike last trading price was 66.45, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
On 5 Mar PIIND was trading at 3089.00. The strike last trading price was 66.45, which was 0 lower than the previous day. The implied volatity was 4.2, the open interest changed by 0 which decreased total open position to 0
On 4 Mar PIIND was trading at 3063.50. The strike last trading price was 66.45, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
On 2 Mar PIIND was trading at 3099.40. The strike last trading price was 66.45, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0
