[--[65.84.65.76]--]

PIIND

Pi Industries Ltd
3287.6 +20.60 (0.63%)
L: 3242.6 H: 3293.1

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Historical option data for PIIND

14 Jan 2026 04:10 PM IST
PIIND 27-JAN-2026 3250 CE
Delta: 0.67
Vega: 2.24
Theta: -2.1
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 3287.60 70.3 3.15 17.6 293 -5 313
13 Jan 3267.00 61.5 -2.5 21.72 311 -6 317
12 Jan 3256.40 68.2 21.1 22.1 752 -38 324
9 Jan 3201.40 46 -26.8 20.06 168 22 362
8 Jan 3245.50 71.8 -26.95 23.19 137 13 341
7 Jan 3283.80 100 16.05 22.07 271 -36 328
6 Jan 3275.50 84.5 7.7 19.33 551 18 366
5 Jan 3263.60 77.25 4.4 19.12 397 28 347
2 Jan 3256.60 67.95 4.65 16.78 442 30 318
1 Jan 3219.10 62.8 -14.15 16.29 221 49 292
31 Dec 3238.20 77 20.05 20.67 213 33 243
30 Dec 3183.90 59.15 -20 21.54 104 27 210
29 Dec 3240.70 74 1.15 19.35 87 7 182
26 Dec 3235.10 74 -3 18.02 146 61 174
24 Dec 3218.20 77 -17.1 20.27 89 32 114
23 Dec 3238.40 94 -9.9 19.53 27 19 83
22 Dec 3266.90 100.35 5.35 17.59 87 50 64
19 Dec 3249.60 95 -15 - 0 0 14
18 Dec 3213.80 95 -15 - 0 0 14
17 Dec 3206.20 95 -15 23.92 13 -3 13
16 Dec 3259.30 110 -197.55 20.09 18 15 15
15 Dec 3245.40 307.55 0 - 0 0 0
12 Dec 3311.10 307.55 0 - 0 0 0
11 Dec 3376.00 307.55 0 - 0 0 0
10 Dec 3347.40 307.55 0 - 0 0 0
9 Dec 3343.00 307.55 0 - 0 0 0
8 Dec 3329.70 307.55 0 - 0 0 0
5 Dec 3396.10 307.55 0 - 0 0 0
4 Dec 3409.70 307.55 0 - 0 0 0
3 Dec 3374.60 - - - 0 0 0
2 Dec 3374.00 - - - 0 0 0
1 Dec 3388.90 307.55 0 - 0 0 0
28 Nov 3395.60 307.55 0 - 0 0 0
27 Nov 3432.20 307.55 0 - 0 0 0
26 Nov 3438.10 - - - 0 0 0


For Pi Industries Ltd - strike price 3250 expiring on 27JAN2026

Delta for 3250 CE is 0.67

Historical price for 3250 CE is as follows

On 14 Jan PIIND was trading at 3287.60. The strike last trading price was 70.3, which was 3.15 higher than the previous day. The implied volatity was 17.6, the open interest changed by -5 which decreased total open position to 313


On 13 Jan PIIND was trading at 3267.00. The strike last trading price was 61.5, which was -2.5 lower than the previous day. The implied volatity was 21.72, the open interest changed by -6 which decreased total open position to 317


On 12 Jan PIIND was trading at 3256.40. The strike last trading price was 68.2, which was 21.1 higher than the previous day. The implied volatity was 22.1, the open interest changed by -38 which decreased total open position to 324


On 9 Jan PIIND was trading at 3201.40. The strike last trading price was 46, which was -26.8 lower than the previous day. The implied volatity was 20.06, the open interest changed by 22 which increased total open position to 362


On 8 Jan PIIND was trading at 3245.50. The strike last trading price was 71.8, which was -26.95 lower than the previous day. The implied volatity was 23.19, the open interest changed by 13 which increased total open position to 341


On 7 Jan PIIND was trading at 3283.80. The strike last trading price was 100, which was 16.05 higher than the previous day. The implied volatity was 22.07, the open interest changed by -36 which decreased total open position to 328


On 6 Jan PIIND was trading at 3275.50. The strike last trading price was 84.5, which was 7.7 higher than the previous day. The implied volatity was 19.33, the open interest changed by 18 which increased total open position to 366


On 5 Jan PIIND was trading at 3263.60. The strike last trading price was 77.25, which was 4.4 higher than the previous day. The implied volatity was 19.12, the open interest changed by 28 which increased total open position to 347


On 2 Jan PIIND was trading at 3256.60. The strike last trading price was 67.95, which was 4.65 higher than the previous day. The implied volatity was 16.78, the open interest changed by 30 which increased total open position to 318


On 1 Jan PIIND was trading at 3219.10. The strike last trading price was 62.8, which was -14.15 lower than the previous day. The implied volatity was 16.29, the open interest changed by 49 which increased total open position to 292


On 31 Dec PIIND was trading at 3238.20. The strike last trading price was 77, which was 20.05 higher than the previous day. The implied volatity was 20.67, the open interest changed by 33 which increased total open position to 243


On 30 Dec PIIND was trading at 3183.90. The strike last trading price was 59.15, which was -20 lower than the previous day. The implied volatity was 21.54, the open interest changed by 27 which increased total open position to 210


On 29 Dec PIIND was trading at 3240.70. The strike last trading price was 74, which was 1.15 higher than the previous day. The implied volatity was 19.35, the open interest changed by 7 which increased total open position to 182


On 26 Dec PIIND was trading at 3235.10. The strike last trading price was 74, which was -3 lower than the previous day. The implied volatity was 18.02, the open interest changed by 61 which increased total open position to 174


On 24 Dec PIIND was trading at 3218.20. The strike last trading price was 77, which was -17.1 lower than the previous day. The implied volatity was 20.27, the open interest changed by 32 which increased total open position to 114


On 23 Dec PIIND was trading at 3238.40. The strike last trading price was 94, which was -9.9 lower than the previous day. The implied volatity was 19.53, the open interest changed by 19 which increased total open position to 83


On 22 Dec PIIND was trading at 3266.90. The strike last trading price was 100.35, which was 5.35 higher than the previous day. The implied volatity was 17.59, the open interest changed by 50 which increased total open position to 64


On 19 Dec PIIND was trading at 3249.60. The strike last trading price was 95, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 18 Dec PIIND was trading at 3213.80. The strike last trading price was 95, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 17 Dec PIIND was trading at 3206.20. The strike last trading price was 95, which was -15 lower than the previous day. The implied volatity was 23.92, the open interest changed by -3 which decreased total open position to 13


On 16 Dec PIIND was trading at 3259.30. The strike last trading price was 110, which was -197.55 lower than the previous day. The implied volatity was 20.09, the open interest changed by 15 which increased total open position to 15


On 15 Dec PIIND was trading at 3245.40. The strike last trading price was 307.55, 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 Dec PIIND was trading at 3311.10. The strike last trading price was 307.55, 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 Dec PIIND was trading at 3376.00. The strike last trading price was 307.55, 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 Dec PIIND was trading at 3347.40. The strike last trading price was 307.55, 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 Dec PIIND was trading at 3343.00. The strike last trading price was 307.55, 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 Dec PIIND was trading at 3329.70. The strike last trading price was 307.55, 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 Dec PIIND was trading at 3396.10. The strike last trading price was 307.55, 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 Dec PIIND was trading at 3409.70. The strike last trading price was 307.55, 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 3 Dec PIIND was trading at 3374.60. 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 2 Dec PIIND was trading at 3374.00. 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 1 Dec PIIND was trading at 3388.90. The strike last trading price was 307.55, 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 Nov PIIND was trading at 3395.60. The strike last trading price was 307.55, 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 Nov PIIND was trading at 3432.20. The strike last trading price was 307.55, 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 26 Nov PIIND was trading at 3438.10. 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


PIIND 27JAN2026 3250 PE
Delta: -0.37
Vega: 2.34
Theta: -1.87
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 3287.60 40.1 -13.8 24.63 87 5 269
13 Jan 3267.00 56.1 -11.45 24.51 281 29 263
12 Jan 3256.40 63.1 -30 27.56 521 -3 235
9 Jan 3201.40 96.5 23.25 29.4 86 1 239
8 Jan 3245.50 73.25 29 26.02 105 -4 239
7 Jan 3283.80 43 -14.75 22.34 68 0 244
6 Jan 3275.50 56.6 -7.05 24.56 3 0 242
5 Jan 3263.60 64.95 -2.2 24.94 136 17 243
2 Jan 3256.60 74.15 -1.85 24.94 123 30 225
1 Jan 3219.10 76 5.2 23.92 15 0 195
31 Dec 3238.20 71.5 -36.6 21.65 61 12 194
30 Dec 3183.90 100.1 14.2 22.63 75 18 183
29 Dec 3240.70 90.55 -11.05 25.96 73 17 165
26 Dec 3235.10 101.65 -2.35 28.02 84 42 149
24 Dec 3218.20 104 11.6 25.93 63 53 107
23 Dec 3238.40 92.4 11.2 26.74 14 10 53
22 Dec 3266.90 83.1 -10.1 26.34 50 36 40
19 Dec 3249.60 93.2 -6.7 - 0 0 4
18 Dec 3213.80 93.2 -6.7 - 0 0 4
17 Dec 3206.20 93.2 -6.7 - 0 0 4
16 Dec 3259.30 93.2 -6.7 25.74 8 -3 6
15 Dec 3245.40 99.9 35.35 26.03 8 0 5
12 Dec 3311.10 64.55 16.95 - 0 0 5
11 Dec 3376.00 64.55 16.95 - 0 0 5
10 Dec 3347.40 64.55 16.95 - 0 0 5
9 Dec 3343.00 64.55 16.95 - 0 0 0
8 Dec 3329.70 64.55 16.95 - 0 0 5
5 Dec 3396.10 64.55 16.95 - 0 0 0
4 Dec 3409.70 64.55 16.95 - 0 0 0
3 Dec 3374.60 - - - 0 0 0
2 Dec 3374.00 - - - 0 0 0
1 Dec 3388.90 64.55 16.95 26.78 2 0 3
28 Nov 3395.60 47.6 -6.65 22.87 1 0 3
27 Nov 3432.20 54.25 -20.8 26.54 3 1 1
26 Nov 3438.10 - - - 0 0 0


For Pi Industries Ltd - strike price 3250 expiring on 27JAN2026

Delta for 3250 PE is -0.37

Historical price for 3250 PE is as follows

On 14 Jan PIIND was trading at 3287.60. The strike last trading price was 40.1, which was -13.8 lower than the previous day. The implied volatity was 24.63, the open interest changed by 5 which increased total open position to 269


On 13 Jan PIIND was trading at 3267.00. The strike last trading price was 56.1, which was -11.45 lower than the previous day. The implied volatity was 24.51, the open interest changed by 29 which increased total open position to 263


On 12 Jan PIIND was trading at 3256.40. The strike last trading price was 63.1, which was -30 lower than the previous day. The implied volatity was 27.56, the open interest changed by -3 which decreased total open position to 235


On 9 Jan PIIND was trading at 3201.40. The strike last trading price was 96.5, which was 23.25 higher than the previous day. The implied volatity was 29.4, the open interest changed by 1 which increased total open position to 239


On 8 Jan PIIND was trading at 3245.50. The strike last trading price was 73.25, which was 29 higher than the previous day. The implied volatity was 26.02, the open interest changed by -4 which decreased total open position to 239


On 7 Jan PIIND was trading at 3283.80. The strike last trading price was 43, which was -14.75 lower than the previous day. The implied volatity was 22.34, the open interest changed by 0 which decreased total open position to 244


On 6 Jan PIIND was trading at 3275.50. The strike last trading price was 56.6, which was -7.05 lower than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 242


On 5 Jan PIIND was trading at 3263.60. The strike last trading price was 64.95, which was -2.2 lower than the previous day. The implied volatity was 24.94, the open interest changed by 17 which increased total open position to 243


On 2 Jan PIIND was trading at 3256.60. The strike last trading price was 74.15, which was -1.85 lower than the previous day. The implied volatity was 24.94, the open interest changed by 30 which increased total open position to 225


On 1 Jan PIIND was trading at 3219.10. The strike last trading price was 76, which was 5.2 higher than the previous day. The implied volatity was 23.92, the open interest changed by 0 which decreased total open position to 195


On 31 Dec PIIND was trading at 3238.20. The strike last trading price was 71.5, which was -36.6 lower than the previous day. The implied volatity was 21.65, the open interest changed by 12 which increased total open position to 194


On 30 Dec PIIND was trading at 3183.90. The strike last trading price was 100.1, which was 14.2 higher than the previous day. The implied volatity was 22.63, the open interest changed by 18 which increased total open position to 183


On 29 Dec PIIND was trading at 3240.70. The strike last trading price was 90.55, which was -11.05 lower than the previous day. The implied volatity was 25.96, the open interest changed by 17 which increased total open position to 165


On 26 Dec PIIND was trading at 3235.10. The strike last trading price was 101.65, which was -2.35 lower than the previous day. The implied volatity was 28.02, the open interest changed by 42 which increased total open position to 149


On 24 Dec PIIND was trading at 3218.20. The strike last trading price was 104, which was 11.6 higher than the previous day. The implied volatity was 25.93, the open interest changed by 53 which increased total open position to 107


On 23 Dec PIIND was trading at 3238.40. The strike last trading price was 92.4, which was 11.2 higher than the previous day. The implied volatity was 26.74, the open interest changed by 10 which increased total open position to 53


On 22 Dec PIIND was trading at 3266.90. The strike last trading price was 83.1, which was -10.1 lower than the previous day. The implied volatity was 26.34, the open interest changed by 36 which increased total open position to 40


On 19 Dec PIIND was trading at 3249.60. The strike last trading price was 93.2, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Dec PIIND was trading at 3213.80. The strike last trading price was 93.2, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Dec PIIND was trading at 3206.20. The strike last trading price was 93.2, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Dec PIIND was trading at 3259.30. The strike last trading price was 93.2, which was -6.7 lower than the previous day. The implied volatity was 25.74, the open interest changed by -3 which decreased total open position to 6


On 15 Dec PIIND was trading at 3245.40. The strike last trading price was 99.9, which was 35.35 higher than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 5


On 12 Dec PIIND was trading at 3311.10. The strike last trading price was 64.55, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 11 Dec PIIND was trading at 3376.00. The strike last trading price was 64.55, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Dec PIIND was trading at 3347.40. The strike last trading price was 64.55, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Dec PIIND was trading at 3343.00. The strike last trading price was 64.55, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec PIIND was trading at 3329.70. The strike last trading price was 64.55, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec PIIND was trading at 3396.10. The strike last trading price was 64.55, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec PIIND was trading at 3409.70. The strike last trading price was 64.55, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec PIIND was trading at 3374.60. 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 2 Dec PIIND was trading at 3374.00. 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 1 Dec PIIND was trading at 3388.90. The strike last trading price was 64.55, which was 16.95 higher than the previous day. The implied volatity was 26.78, the open interest changed by 0 which decreased total open position to 3


On 28 Nov PIIND was trading at 3395.60. The strike last trading price was 47.6, which was -6.65 lower than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 3


On 27 Nov PIIND was trading at 3432.20. The strike last trading price was 54.25, which was -20.8 lower than the previous day. The implied volatity was 26.54, the open interest changed by 1 which increased total open position to 1


On 26 Nov PIIND was trading at 3438.10. 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