PIIND
Pi Industries Ltd
Historical option data for PIIND
13 Mar 2025 04:10 PM IST
| PIIND 27MAR2025 3050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 1.61
Theta: -3.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 3297.30 | 283.05 | -58.35 | 44.63 | 5 | 0 | 561 | |||
| 12 Mar | 3333.65 | 341.4 | 111.6 | 59.33 | 1 | 0 | 561 | |||
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| 11 Mar | 3353.90 | 229.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 3253.65 | 229.8 | 17.2 | 23.34 | 8 | 0 | 561 | |||
| 7 Mar | 3219.10 | 212.3 | -24.1 | 28.70 | 697 | 199 | 561 | |||
| 6 Mar | 3255.60 | 235.35 | 75.25 | 28.11 | 33 | -4 | 362 | |||
| 5 Mar | 3145.35 | 159.55 | 63.9 | 29.09 | 755 | 177 | 366 | |||
| 4 Mar | 3040.70 | 93.8 | 25.9 | 28.63 | 723 | 138 | 187 | |||
| 3 Mar | 2987.10 | 68.4 | -13.7 | 26.14 | 75 | 21 | 53 | |||
| 28 Feb | 3013.95 | 83.9 | -379.95 | 28.22 | 47 | 29 | 29 | |||
| 27 Feb | 3012.45 | 463.85 | 0 | 0.55 | 0 | 0 | 0 | |||
| 26 Feb | 3074.60 | 463.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 3084.80 | 463.85 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 3090.45 | 463.85 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 3145.40 | 463.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 3203.50 | 463.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 3165.60 | 463.85 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 3118.60 | 463.85 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 3226.65 | 463.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 3356.65 | 463.85 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 3419.60 | 463.85 | 0 | - | 0 | 0 | 0 | |||
For Pi Industries Ltd - strike price 3050 expiring on 27MAR2025
Delta for 3050 CE is 0.83
Historical price for 3050 CE is as follows
On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 283.05, which was -58.35 lower than the previous day. The implied volatity was 44.63, the open interest changed by 0 which decreased total open position to 561
On 12 Mar PIIND was trading at 3333.65. The strike last trading price was 341.4, which was 111.6 higher than the previous day. The implied volatity was 59.33, the open interest changed by 0 which decreased total open position to 561
On 11 Mar PIIND was trading at 3353.90. The strike last trading price was 229.8, 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 229.8, which was 17.2 higher than the previous day. The implied volatity was 23.34, the open interest changed by 0 which decreased total open position to 561
On 7 Mar PIIND was trading at 3219.10. The strike last trading price was 212.3, which was -24.1 lower than the previous day. The implied volatity was 28.70, the open interest changed by 199 which increased total open position to 561
On 6 Mar PIIND was trading at 3255.60. The strike last trading price was 235.35, which was 75.25 higher than the previous day. The implied volatity was 28.11, the open interest changed by -4 which decreased total open position to 362
On 5 Mar PIIND was trading at 3145.35. The strike last trading price was 159.55, which was 63.9 higher than the previous day. The implied volatity was 29.09, the open interest changed by 177 which increased total open position to 366
On 4 Mar PIIND was trading at 3040.70. The strike last trading price was 93.8, which was 25.9 higher than the previous day. The implied volatity was 28.63, the open interest changed by 138 which increased total open position to 187
On 3 Mar PIIND was trading at 2987.10. The strike last trading price was 68.4, which was -13.7 lower than the previous day. The implied volatity was 26.14, the open interest changed by 21 which increased total open position to 53
On 28 Feb PIIND was trading at 3013.95. The strike last trading price was 83.9, which was -379.95 lower than the previous day. The implied volatity was 28.22, the open interest changed by 29 which increased total open position to 29
On 27 Feb PIIND was trading at 3012.45. The strike last trading price was 463.85, 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 26 Feb PIIND was trading at 3074.60. The strike last trading price was 463.85, 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 463.85, 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 463.85, 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 463.85, 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 Feb PIIND was trading at 3203.50. The strike last trading price was 463.85, 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 Feb PIIND was trading at 3165.60. The strike last trading price was 463.85, 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 Feb PIIND was trading at 3118.60. The strike last trading price was 463.85, 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 Feb PIIND was trading at 3226.65. The strike last trading price was 463.85, 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 12 Feb PIIND was trading at 3356.65. The strike last trading price was 463.85, 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 Feb PIIND was trading at 3419.60. The strike last trading price was 463.85, 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 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 1.35
Theta: -1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 3297.30 | 15.95 | 2.1 | 37.61 | 74 | 17 | 148 |
| 12 Mar | 3333.65 | 13.85 | 0.75 | 37.94 | 114 | 12 | 131 |
| 11 Mar | 3353.90 | 12.3 | -12.15 | 38.42 | 146 | -8 | 123 |
| 10 Mar | 3253.65 | 24.45 | -10.9 | 36.37 | 224 | -15 | 131 |
| 7 Mar | 3219.10 | 33.9 | 12.1 | 35.08 | 1,898 | 51 | 146 |
| 6 Mar | 3255.60 | 23 | -21.45 | 31.57 | 113 | -9 | 95 |
| 5 Mar | 3145.35 | 42.9 | -46.9 | 29.73 | 113 | -28 | 103 |
| 4 Mar | 3040.70 | 90.3 | -26.1 | 31.81 | 268 | 83 | 131 |
| 3 Mar | 2987.10 | 115.75 | 8.8 | 33.16 | 11 | 0 | 40 |
| 28 Feb | 3013.95 | 105.95 | 26.25 | 29.60 | 58 | 30 | 30 |
| 27 Feb | 3012.45 | 79.7 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 3074.60 | 79.7 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 3084.80 | 79.7 | 0 | 0.00 | 0 | 1 | 0 |
| 24 Feb | 3090.45 | 79.7 | 0 | 32.23 | 1 | 0 | 5 |
| 21 Feb | 3145.40 | 79.7 | 56.35 | 35.26 | 6 | 0 | 0 |
| 19 Feb | 3203.50 | 23.35 | 0 | 4.91 | 0 | 0 | 0 |
| 18 Feb | 3165.60 | 23.35 | 0 | 3.59 | 0 | 0 | 0 |
| 17 Feb | 3118.60 | 23.35 | 0 | 2.60 | 0 | 0 | 0 |
| 13 Feb | 3226.65 | 23.35 | 0 | 5.05 | 0 | 0 | 0 |
| 12 Feb | 3356.65 | 23.35 | 0 | 7.44 | 0 | 0 | 0 |
| 11 Feb | 3419.60 | 23.35 | 0 | 8.89 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3050 expiring on 27MAR2025
Delta for 3050 PE is -0.13
Historical price for 3050 PE is as follows
On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 15.95, which was 2.1 higher than the previous day. The implied volatity was 37.61, the open interest changed by 17 which increased total open position to 148
On 12 Mar PIIND was trading at 3333.65. The strike last trading price was 13.85, which was 0.75 higher than the previous day. The implied volatity was 37.94, the open interest changed by 12 which increased total open position to 131
On 11 Mar PIIND was trading at 3353.90. The strike last trading price was 12.3, which was -12.15 lower than the previous day. The implied volatity was 38.42, the open interest changed by -8 which decreased total open position to 123
On 10 Mar PIIND was trading at 3253.65. The strike last trading price was 24.45, which was -10.9 lower than the previous day. The implied volatity was 36.37, the open interest changed by -15 which decreased total open position to 131
On 7 Mar PIIND was trading at 3219.10. The strike last trading price was 33.9, which was 12.1 higher than the previous day. The implied volatity was 35.08, the open interest changed by 51 which increased total open position to 146
On 6 Mar PIIND was trading at 3255.60. The strike last trading price was 23, which was -21.45 lower than the previous day. The implied volatity was 31.57, the open interest changed by -9 which decreased total open position to 95
On 5 Mar PIIND was trading at 3145.35. The strike last trading price was 42.9, which was -46.9 lower than the previous day. The implied volatity was 29.73, the open interest changed by -28 which decreased total open position to 103
On 4 Mar PIIND was trading at 3040.70. The strike last trading price was 90.3, which was -26.1 lower than the previous day. The implied volatity was 31.81, the open interest changed by 83 which increased total open position to 131
On 3 Mar PIIND was trading at 2987.10. The strike last trading price was 115.75, which was 8.8 higher than the previous day. The implied volatity was 33.16, the open interest changed by 0 which decreased total open position to 40
On 28 Feb PIIND was trading at 3013.95. The strike last trading price was 105.95, which was 26.25 higher than the previous day. The implied volatity was 29.60, the open interest changed by 30 which increased total open position to 30
On 27 Feb PIIND was trading at 3012.45. The strike last trading price was 79.7, 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 26 Feb PIIND was trading at 3074.60. The strike last trading price was 79.7, 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 25 Feb PIIND was trading at 3084.80. The strike last trading price was 79.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 24 Feb PIIND was trading at 3090.45. The strike last trading price was 79.7, which was 0 lower than the previous day. The implied volatity was 32.23, the open interest changed by 0 which decreased total open position to 5
On 21 Feb PIIND was trading at 3145.40. The strike last trading price was 79.7, which was 56.35 higher than the previous day. The implied volatity was 35.26, the open interest changed by 0 which decreased total open position to 0
On 19 Feb PIIND was trading at 3203.50. The strike last trading price was 23.35, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 18 Feb PIIND was trading at 3165.60. The strike last trading price was 23.35, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 17 Feb PIIND was trading at 3118.60. The strike last trading price was 23.35, which was 0 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0
On 13 Feb PIIND was trading at 3226.65. The strike last trading price was 23.35, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
On 12 Feb PIIND was trading at 3356.65. The strike last trading price was 23.35, which was 0 lower than the previous day. The implied volatity was 7.44, the open interest changed by 0 which decreased total open position to 0
On 11 Feb PIIND was trading at 3419.60. The strike last trading price was 23.35, which was 0 lower than the previous day. The implied volatity was 8.89, the open interest changed by 0 which decreased total open position to 0
