Historical option data for PIIND
20 May 2026 04:10 PM IST
| PIIND 26-May-2026 (5d) 2940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.01
Theta: -3.53
Gamma: 0.00321
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 2901.20 | 26.5 | -34.5 (-56.56%) | 30.26 | 4,649 | 357 | 357 | |||||||||
| 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 | -61 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 3103.60 | 0 | -61 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 3051.00 | 0 | -61 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 2997.60 | 0 | -61 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3090.80 | 0 | -61 (-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 | |||||||||
| 30 Apr | 3054.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 3091.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 3097.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 3083.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 3081.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 3069.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 3057.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 3021.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 3037.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 3139.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 3112.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 3042.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 2909.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 2952.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 2880.70 | 61 | 0 (0.00%) | 0.55 | 0 | 0 | 0 | |||||||||
| 8 Apr | 2877.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 2825.00 | 61 | 0 (0.00%) | 1.54 | 0 | 0 | 0 | |||||||||
| 6 Apr | 2837.70 | 61 | 0 (0.00%) | 1.61 | 0 | 0 | 0 | |||||||||
| 2 Apr | 2797.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 2844.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 2940 expiring on 26MAY2026
Delta for 2940 CE is 0.35
Historical price for 2940 CE is as follows
On 20 May PIIND was trading at 2901.20. The strike last trading price was 26.5, which was -34.5 lower than the previous day. The implied volatity was 30.26, the open interest changed by 357 which increased total open position to 357
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 -61 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 -61 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 -61 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 -61 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 -61 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
On 30 Apr PIIND was trading at 3054.80. 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 29 Apr PIIND was trading at 3091.10. 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 28 Apr PIIND was trading at 3097.60. 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 27 Apr PIIND was trading at 3083.60. 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 24 Apr PIIND was trading at 3081.20. 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 23 Apr PIIND was trading at 3069.60. 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 22 Apr PIIND was trading at 3057.30. 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 21 Apr PIIND was trading at 3021.30. 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 20 Apr PIIND was trading at 3037.00. 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 17 Apr PIIND was trading at 3139.70. 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 16 Apr PIIND was trading at 3112.20. 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 15 Apr PIIND was trading at 3042.10. 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 13 Apr PIIND was trading at 2909.40. 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
On 10 Apr PIIND was trading at 2952.10. 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 9 Apr PIIND was trading at 2880.70. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 8 Apr PIIND was trading at 2877.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr PIIND was trading at 2825.00. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 6 Apr PIIND was trading at 2837.70. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 2 Apr PIIND was trading at 2797.20. 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 1 Apr PIIND was trading at 2844.90. 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 26-May-2026 (5d) 2940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.01
Theta: -5.11
Gamma: 0.00221
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 2901.20 | 96.75 | 70.3 (265.78%) | 46.15 | 1,958 | 118 | 175 |
| 19 May | 3124.60 | 25.8 | -6.5 (-20.12%) | 52.35 | 132 | 38 | 57 |
| 18 May | 3096.30 | 32.3 | 0 (0.00%) | - | 0 | 0 | 19 |
| 15 May | 3114.90 | 32.25 | -0.05 (-0.15%) | 42.23 | 0 | 0 | 19 |
| 14 May | 3103.60 | 32.25 | -217.45 (-87.08%) | 42.23 | 32 | 19 | 19 |
| 13 May | 3051.00 | 0 | -249.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2997.60 | 0 | -249.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3090.80 | 0 | -249.7 (-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 |
| 30 Apr | 3054.80 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 3091.10 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 3097.60 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 3083.60 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 3081.20 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 3069.60 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 3057.30 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 3021.30 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 3037.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 3139.70 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 3112.20 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 3042.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 2909.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 2952.10 | 0 | 0 (0.00%) | 0.9 | 0 | 0 | 0 |
| 9 Apr | 2880.70 | 249.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 2877.00 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 2825.00 | 249.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 2837.70 | 249.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 2797.20 | 249.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 2844.90 | 249.7 | 0 (0.00%) | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 2940 expiring on 26MAY2026
Delta for 2940 PE is -0.59
Historical price for 2940 PE is as follows
On 20 May PIIND was trading at 2901.20. The strike last trading price was 96.75, which was 70.3 higher than the previous day. The implied volatity was 46.15, the open interest changed by 118 which increased total open position to 175
On 19 May PIIND was trading at 3124.60. The strike last trading price was 25.8, which was -6.5 lower than the previous day. The implied volatity was 52.35, the open interest changed by 38 which increased total open position to 57
On 18 May PIIND was trading at 3096.30. The strike last trading price was 32.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 15 May PIIND was trading at 3114.90. The strike last trading price was 32.25, which was -0.05 lower than the previous day. The implied volatity was 42.23, the open interest changed by 0 which decreased total open position to 19
On 14 May PIIND was trading at 3103.60. The strike last trading price was 32.25, which was -217.45 lower than the previous day. The implied volatity was 42.23, the open interest changed by 19 which increased total open position to 19
On 13 May PIIND was trading at 3051.00. The strike last trading price was 0, which was -249.7 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 -249.7 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 -249.7 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
On 30 Apr PIIND was trading at 3054.80. 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 29 Apr PIIND was trading at 3091.10. 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 28 Apr PIIND was trading at 3097.60. 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 27 Apr PIIND was trading at 3083.60. 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 24 Apr PIIND was trading at 3081.20. 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 23 Apr PIIND was trading at 3069.60. 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 22 Apr PIIND was trading at 3057.30. 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 21 Apr PIIND was trading at 3021.30. 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 20 Apr PIIND was trading at 3037.00. 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 17 Apr PIIND was trading at 3139.70. 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 16 Apr PIIND was trading at 3112.20. 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 15 Apr PIIND was trading at 3042.10. 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 13 Apr PIIND was trading at 2909.40. 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
On 10 Apr PIIND was trading at 2952.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.9, the open interest changed by 0 which decreased total open position to 0
On 9 Apr PIIND was trading at 2880.70. The strike last trading price was 249.7, 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 8 Apr PIIND was trading at 2877.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr PIIND was trading at 2825.00. The strike last trading price was 249.7, 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 Apr PIIND was trading at 2837.70. The strike last trading price was 249.7, 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 Apr PIIND was trading at 2797.20. The strike last trading price was 249.7, 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 1 Apr PIIND was trading at 2844.90. The strike last trading price was 249.7, 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
