PIIND
Pi Industries Ltd
Historical option data for PIIND
29 Apr 2026 10:05 AM IST
| PIIND 26-May-2026 (27d) 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.03
Theta: -2.09
Gamma: 0.0014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 3148.20 | 142.85 | 15.849999999999994 | 31.58 | 1,040 | -90 | 647 | |||||||||
| 28 Apr | 3097.60 | 127 | 18.450000000000003 | 30.61 | 2,053 | 56 | 908 | |||||||||
| 27 Apr | 3083.60 | 112 | 0.7999999999999972 | 31.7 | 1,094 | 243 | 855 | |||||||||
| 24 Apr | 3081.20 | 107.3 | 10.799999999999997 | 30.69 | 1,663 | 453 | 611 | |||||||||
| 23 Apr | 3069.60 | 97 | -9.900000000000006 | 28.06 | 92 | 32 | 159 | |||||||||
| 22 Apr | 3057.30 | 101 | 16.900000000000006 | 30.22 | 78 | 11 | 125 | |||||||||
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| 21 Apr | 3021.30 | 84 | 2 | 29.25 | 154 | 97 | 103 | |||||||||
| 20 Apr | 3037.00 | 82 | -28 | 28.36 | 6 | 3 | 6 | |||||||||
| 17 Apr | 3139.70 | 110 | 3.549999999999997 | 21.79 | 1 | 0 | 2 | |||||||||
| 16 Apr | 3112.20 | 106.45 | 77.35 | 21.13 | 2 | 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 | 0 | 0 | |||||||||
| 9 Apr | 2880.70 | 29.1 | 0 | 4.32 | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3100 expiring on 26MAY2026
Delta for 3100 CE is 0.61
Historical price for 3100 CE is as follows
On 29 Apr PIIND was trading at 3148.20. The strike last trading price was 142.85, which was 15.849999999999994 higher than the previous day. The implied volatity was 31.58, the open interest changed by -90 which decreased total open position to 647
On 28 Apr PIIND was trading at 3097.60. The strike last trading price was 127, which was 18.450000000000003 higher than the previous day. The implied volatity was 30.61, the open interest changed by 56 which increased total open position to 908
On 27 Apr PIIND was trading at 3083.60. The strike last trading price was 112, which was 0.7999999999999972 higher than the previous day. The implied volatity was 31.7, the open interest changed by 243 which increased total open position to 855
On 24 Apr PIIND was trading at 3081.20. The strike last trading price was 107.3, which was 10.799999999999997 higher than the previous day. The implied volatity was 30.69, the open interest changed by 453 which increased total open position to 611
On 23 Apr PIIND was trading at 3069.60. The strike last trading price was 97, which was -9.900000000000006 lower than the previous day. The implied volatity was 28.06, the open interest changed by 32 which increased total open position to 159
On 22 Apr PIIND was trading at 3057.30. The strike last trading price was 101, which was 16.900000000000006 higher than the previous day. The implied volatity was 30.22, the open interest changed by 11 which increased total open position to 125
On 21 Apr PIIND was trading at 3021.30. The strike last trading price was 84, which was 2 higher than the previous day. The implied volatity was 29.25, the open interest changed by 97 which increased total open position to 103
On 20 Apr PIIND was trading at 3037.00. The strike last trading price was 82, which was -28 lower than the previous day. The implied volatity was 28.36, the open interest changed by 3 which increased total open position to 6
On 17 Apr PIIND was trading at 3139.70. The strike last trading price was 110, which was 3.549999999999997 higher than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 2
On 16 Apr PIIND was trading at 3112.20. The strike last trading price was 106.45, which was 77.35 higher than the previous day. The implied volatity was 21.13, 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 29.1, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
| PIIND 26-May-2026 (27d) 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.4
Vega: 0.03
Theta: -1.96
Gamma: 0.00121
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 3148.20 | 96.75 | -23.150000000000006 | 36.9 | 244 | -10 | 520 |
| 28 Apr | 3097.60 | 109.75 | -52.05000000000001 | 37.83 | 596 | 174 | 533 |
| 27 Apr | 3083.60 | 158.55 | -12.849999999999994 | 45.49 | 310 | 47 | 359 |
| 24 Apr | 3081.20 | 169.55 | 9 | 45.16 | 459 | 266 | 314 |
| 23 Apr | 3069.60 | 160.55 | -9.049999999999983 | 40.91 | 42 | 31 | 48 |
| 22 Apr | 3057.30 | 169.6 | 169.6 | 38.49 | 0 | 0 | 17 |
| 21 Apr | 3021.30 | 169.6 | 7.599999999999994 | 38.49 | 12 | 11 | 16 |
| 20 Apr | 3037.00 | 162 | 32.94999999999999 | 37.29 | 2 | 0 | 5 |
| 17 Apr | 3139.70 | 129.05 | 129.05 | 35.92 | 0 | 0 | 5 |
| 16 Apr | 3112.20 | 129.05 | -190.7 | 35.92 | 7 | 4 | 5 |
| 15 Apr | 3042.10 | 319.75 | 68.55000000000001 | - | 0 | 0 | 1 |
| 13 Apr | 2909.40 | 319.75 | 68.55000000000001 | - | 0 | 0 | 1 |
| 10 Apr | 2952.10 | 319.75 | 68.55000000000001 | - | 0 | 0 | 1 |
| 9 Apr | 2880.70 | 319.75 | -56.25 | 53.26 | 1 | 0 | 0 |
For Pi Industries Ltd - strike price 3100 expiring on 26MAY2026
Delta for 3100 PE is -0.4
Historical price for 3100 PE is as follows
On 29 Apr PIIND was trading at 3148.20. The strike last trading price was 96.75, which was -23.150000000000006 lower than the previous day. The implied volatity was 36.9, the open interest changed by -10 which decreased total open position to 520
On 28 Apr PIIND was trading at 3097.60. The strike last trading price was 109.75, which was -52.05000000000001 lower than the previous day. The implied volatity was 37.83, the open interest changed by 174 which increased total open position to 533
On 27 Apr PIIND was trading at 3083.60. The strike last trading price was 158.55, which was -12.849999999999994 lower than the previous day. The implied volatity was 45.49, the open interest changed by 47 which increased total open position to 359
On 24 Apr PIIND was trading at 3081.20. The strike last trading price was 169.55, which was 9 higher than the previous day. The implied volatity was 45.16, the open interest changed by 266 which increased total open position to 314
On 23 Apr PIIND was trading at 3069.60. The strike last trading price was 160.55, which was -9.049999999999983 lower than the previous day. The implied volatity was 40.91, the open interest changed by 31 which increased total open position to 48
On 22 Apr PIIND was trading at 3057.30. The strike last trading price was 169.6, which was 169.6 higher than the previous day. The implied volatity was 38.49, the open interest changed by 0 which decreased total open position to 17
On 21 Apr PIIND was trading at 3021.30. The strike last trading price was 169.6, which was 7.599999999999994 higher than the previous day. The implied volatity was 38.49, the open interest changed by 11 which increased total open position to 16
On 20 Apr PIIND was trading at 3037.00. The strike last trading price was 162, which was 32.94999999999999 higher than the previous day. The implied volatity was 37.29, the open interest changed by 0 which decreased total open position to 5
On 17 Apr PIIND was trading at 3139.70. The strike last trading price was 129.05, which was 129.05 higher than the previous day. The implied volatity was 35.92, the open interest changed by 0 which decreased total open position to 5
On 16 Apr PIIND was trading at 3112.20. The strike last trading price was 129.05, which was -190.7 lower than the previous day. The implied volatity was 35.92, the open interest changed by 4 which increased total open position to 5
On 15 Apr PIIND was trading at 3042.10. The strike last trading price was 319.75, which was 68.55000000000001 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr PIIND was trading at 2909.40. The strike last trading price was 319.75, which was 68.55000000000001 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr PIIND was trading at 2952.10. The strike last trading price was 319.75, which was 68.55000000000001 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr PIIND was trading at 2880.70. The strike last trading price was 319.75, which was -56.25 lower than the previous day. The implied volatity was 53.26, the open interest changed by 0 which decreased total open position to 0
