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[--[65.84.65.76]--]
PIIND
Pi Industries Ltd

3297.3 -36.35 (-1.09%)

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Historical option data for PIIND

13 Mar 2025 04:10 PM IST
PIIND 27MAR2025 3150 CE
Delta: 0.80
Vega: 1.81
Theta: -2.66
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 3297.30 180 -29.95 30.81 15 -1 193
12 Mar 3333.65 209.95 -25.55 30.04 6 0 194
11 Mar 3353.90 235.5 83.3 24.72 42 -5 195
10 Mar 3253.65 152.7 5.8 27.01 277 -45 198
7 Mar 3219.10 145.9 -15.35 31.20 3,753 141 243
6 Mar 3255.60 161.1 64 29.14 405 -21 100
5 Mar 3145.35 97 42.2 28.36 479 57 121
4 Mar 3040.70 52.8 16.1 28.92 154 13 65
3 Mar 2987.10 41.9 -4.15 29.06 51 11 51
28 Feb 3013.95 47 -9.2 28.27 70 32 35
27 Feb 3012.45 56.2 -325.5 30.48 5 3 3
26 Feb 3074.60 381.7 0 1.60 0 0 0
25 Feb 3084.80 381.7 0 1.60 0 0 0
24 Feb 3090.45 381.7 0 0.74 0 0 0
21 Feb 3145.40 381.7 0 - 0 0 0
20 Feb 3189.05 381.7 0 - 0 0 0
19 Feb 3203.50 381.7 0 - 0 0 0
18 Feb 3165.60 381.7 0 - 0 0 0
17 Feb 3118.60 381.7 0 - 0 0 0
13 Feb 3226.65 381.7 0 - 0 0 0
12 Feb 3356.65 381.7 0 - 0 0 0
11 Feb 3419.60 381.7 0 - 0 0 0


For Pi Industries Ltd - strike price 3150 expiring on 27MAR2025

Delta for 3150 CE is 0.80

Historical price for 3150 CE is as follows

On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 180, which was -29.95 lower than the previous day. The implied volatity was 30.81, the open interest changed by -1 which decreased total open position to 193


On 12 Mar PIIND was trading at 3333.65. The strike last trading price was 209.95, which was -25.55 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 194


On 11 Mar PIIND was trading at 3353.90. The strike last trading price was 235.5, which was 83.3 higher than the previous day. The implied volatity was 24.72, the open interest changed by -5 which decreased total open position to 195


On 10 Mar PIIND was trading at 3253.65. The strike last trading price was 152.7, which was 5.8 higher than the previous day. The implied volatity was 27.01, the open interest changed by -45 which decreased total open position to 198


On 7 Mar PIIND was trading at 3219.10. The strike last trading price was 145.9, which was -15.35 lower than the previous day. The implied volatity was 31.20, the open interest changed by 141 which increased total open position to 243


On 6 Mar PIIND was trading at 3255.60. The strike last trading price was 161.1, which was 64 higher than the previous day. The implied volatity was 29.14, the open interest changed by -21 which decreased total open position to 100


On 5 Mar PIIND was trading at 3145.35. The strike last trading price was 97, which was 42.2 higher than the previous day. The implied volatity was 28.36, the open interest changed by 57 which increased total open position to 121


On 4 Mar PIIND was trading at 3040.70. The strike last trading price was 52.8, which was 16.1 higher than the previous day. The implied volatity was 28.92, the open interest changed by 13 which increased total open position to 65


On 3 Mar PIIND was trading at 2987.10. The strike last trading price was 41.9, which was -4.15 lower than the previous day. The implied volatity was 29.06, the open interest changed by 11 which increased total open position to 51


On 28 Feb PIIND was trading at 3013.95. The strike last trading price was 47, which was -9.2 lower than the previous day. The implied volatity was 28.27, the open interest changed by 32 which increased total open position to 35


On 27 Feb PIIND was trading at 3012.45. The strike last trading price was 56.2, which was -325.5 lower than the previous day. The implied volatity was 30.48, the open interest changed by 3 which increased total open position to 3


On 26 Feb PIIND was trading at 3074.60. The strike last trading price was 381.7, which was 0 lower than the previous day. The implied volatity was 1.60, 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 381.7, which was 0 lower than the previous day. The implied volatity was 1.60, 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 381.7, which was 0 lower than the previous day. The implied volatity was 0.74, 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 381.7, 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 20 Feb PIIND was trading at 3189.05. The strike last trading price was 381.7, 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 19 Feb PIIND was trading at 3203.50. The strike last trading price was 381.7, 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 18 Feb PIIND was trading at 3165.60. The strike last trading price was 381.7, 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 17 Feb PIIND was trading at 3118.60. The strike last trading price was 381.7, 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 13 Feb PIIND was trading at 3226.65. The strike last trading price was 381.7, 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 12 Feb PIIND was trading at 3356.65. The strike last trading price was 381.7, 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 11 Feb PIIND was trading at 3419.60. The strike last trading price was 381.7, 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


PIIND 27MAR2025 3150 PE
Delta: -0.23
Vega: 1.94
Theta: -2.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 3297.30 30.5 1.45 34.84 78 3 357
12 Mar 3333.65 29.05 3.5 36.84 176 -13 354
11 Mar 3353.90 24.1 -21.9 36.58 212 -66 371
10 Mar 3253.65 43.05 -20.75 33.53 258 -1 438
7 Mar 3219.10 62.4 19.45 34.35 4,868 231 439
6 Mar 3255.60 44.1 -38.35 30.03 492 -14 207
5 Mar 3145.35 79 -65.9 28.66 380 113 220
4 Mar 3040.70 144.9 -30.05 30.96 8 0 107
3 Mar 2987.10 174.95 2.95 31.95 8 0 107
28 Feb 3013.95 173.1 57.25 31.40 134 106 106
27 Feb 3012.45 115.85 0 0.00 0 0 0
26 Feb 3074.60 115.85 0 0.00 0 0 0
25 Feb 3084.80 115.85 0 0.00 0 0 0
24 Feb 3090.45 115.85 0 0.00 0 1 0
21 Feb 3145.40 115.85 20.85 33.46 2 1 2
20 Feb 3189.05 95 0 0.00 0 1 0
19 Feb 3203.50 95 54.95 33.87 1 0 0
18 Feb 3165.60 40.05 0 1.04 0 0 0
17 Feb 3118.60 40.05 0 - 0 0 0
13 Feb 3226.65 40.05 0 2.78 0 0 0
12 Feb 3356.65 40.05 0 5.25 0 0 0
11 Feb 3419.60 40.05 0 6.04 0 0 0


For Pi Industries Ltd - strike price 3150 expiring on 27MAR2025

Delta for 3150 PE is -0.23

Historical price for 3150 PE is as follows

On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 30.5, which was 1.45 higher than the previous day. The implied volatity was 34.84, the open interest changed by 3 which increased total open position to 357


On 12 Mar PIIND was trading at 3333.65. The strike last trading price was 29.05, which was 3.5 higher than the previous day. The implied volatity was 36.84, the open interest changed by -13 which decreased total open position to 354


On 11 Mar PIIND was trading at 3353.90. The strike last trading price was 24.1, which was -21.9 lower than the previous day. The implied volatity was 36.58, the open interest changed by -66 which decreased total open position to 371


On 10 Mar PIIND was trading at 3253.65. The strike last trading price was 43.05, which was -20.75 lower than the previous day. The implied volatity was 33.53, the open interest changed by -1 which decreased total open position to 438


On 7 Mar PIIND was trading at 3219.10. The strike last trading price was 62.4, which was 19.45 higher than the previous day. The implied volatity was 34.35, the open interest changed by 231 which increased total open position to 439


On 6 Mar PIIND was trading at 3255.60. The strike last trading price was 44.1, which was -38.35 lower than the previous day. The implied volatity was 30.03, the open interest changed by -14 which decreased total open position to 207


On 5 Mar PIIND was trading at 3145.35. The strike last trading price was 79, which was -65.9 lower than the previous day. The implied volatity was 28.66, the open interest changed by 113 which increased total open position to 220


On 4 Mar PIIND was trading at 3040.70. The strike last trading price was 144.9, which was -30.05 lower than the previous day. The implied volatity was 30.96, the open interest changed by 0 which decreased total open position to 107


On 3 Mar PIIND was trading at 2987.10. The strike last trading price was 174.95, which was 2.95 higher than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 107


On 28 Feb PIIND was trading at 3013.95. The strike last trading price was 173.1, which was 57.25 higher than the previous day. The implied volatity was 31.40, the open interest changed by 106 which increased total open position to 106


On 27 Feb PIIND was trading at 3012.45. The strike last trading price was 115.85, 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 115.85, 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 115.85, 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 24 Feb PIIND was trading at 3090.45. The strike last trading price was 115.85, 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 21 Feb PIIND was trading at 3145.40. The strike last trading price was 115.85, which was 20.85 higher than the previous day. The implied volatity was 33.46, the open interest changed by 1 which increased total open position to 2


On 20 Feb PIIND was trading at 3189.05. The strike last trading price was 95, 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 19 Feb PIIND was trading at 3203.50. The strike last trading price was 95, which was 54.95 higher than the previous day. The implied volatity was 33.87, 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 40.05, which was 0 lower than the previous day. The implied volatity was 1.04, 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 40.05, 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 40.05, which was 0 lower than the previous day. The implied volatity was 2.78, 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 40.05, which was 0 lower than the previous day. The implied volatity was 5.25, 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 40.05, which was 0 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0