PIIND
Pi Industries Ltd
Historical option data for PIIND
09 Jan 2026 04:10 PM IST
| PIIND 27-JAN-2026 3260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 2.78
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 3201.40 | 43.95 | -23.05 | 20.79 | 81 | -6 | 111 | |||||||||
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| 8 Jan | 3245.50 | 68.35 | -22.35 | 23.69 | 145 | 13 | 123 | |||||||||
| 7 Jan | 3283.80 | 95.55 | 16.8 | 22.63 | 214 | 6 | 117 | |||||||||
| 6 Jan | 3275.50 | 77.3 | 5.7 | 18.90 | 365 | 41 | 112 | |||||||||
| 5 Jan | 3263.60 | 71.95 | 3.7 | 19.19 | 169 | 49 | 60 | |||||||||
| 2 Jan | 3256.60 | 67.35 | -7.5 | 18.18 | 23 | 7 | 10 | |||||||||
| 1 Jan | 3219.10 | 75.65 | 0.05 | - | 0 | 0 | 3 | |||||||||
| 31 Dec | 3238.20 | 75.65 | 0.05 | 21.69 | 3 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3260 expiring on 27JAN2026
Delta for 3260 CE is 0.42
Historical price for 3260 CE is as follows
On 9 Jan PIIND was trading at 3201.40. The strike last trading price was 43.95, which was -23.05 lower than the previous day. The implied volatity was 20.79, the open interest changed by -6 which decreased total open position to 111
On 8 Jan PIIND was trading at 3245.50. The strike last trading price was 68.35, which was -22.35 lower than the previous day. The implied volatity was 23.69, the open interest changed by 13 which increased total open position to 123
On 7 Jan PIIND was trading at 3283.80. The strike last trading price was 95.55, which was 16.8 higher than the previous day. The implied volatity was 22.63, the open interest changed by 6 which increased total open position to 117
On 6 Jan PIIND was trading at 3275.50. The strike last trading price was 77.3, which was 5.7 higher than the previous day. The implied volatity was 18.90, the open interest changed by 41 which increased total open position to 112
On 5 Jan PIIND was trading at 3263.60. The strike last trading price was 71.95, which was 3.7 higher than the previous day. The implied volatity was 19.19, the open interest changed by 49 which increased total open position to 60
On 2 Jan PIIND was trading at 3256.60. The strike last trading price was 67.35, which was -7.5 lower than the previous day. The implied volatity was 18.18, the open interest changed by 7 which increased total open position to 10
On 1 Jan PIIND was trading at 3219.10. The strike last trading price was 75.65, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 31 Dec PIIND was trading at 3238.20. The strike last trading price was 75.65, which was 0.05 higher than the previous day. The implied volatity was 21.69, the open interest changed by 0 which decreased total open position to 0
| PIIND 27JAN2026 3260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 2.82
Theta: -1.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 3201.40 | 98.4 | 17.6 | 28.07 | 34 | -1 | 47 |
| 8 Jan | 3245.50 | 81.7 | 34.2 | 27.17 | 51 | 7 | 48 |
| 7 Jan | 3283.80 | 45.9 | -17.25 | 22.01 | 58 | 1 | 41 |
| 6 Jan | 3275.50 | 62.4 | -6.55 | 25.05 | 26 | 10 | 40 |
| 5 Jan | 3263.60 | 69.5 | -67.3 | 24.93 | 44 | 28 | 28 |
| 2 Jan | 3256.60 | 136.8 | 0 | 0.53 | 0 | 0 | 0 |
| 1 Jan | 3219.10 | 136.8 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 3238.20 | 136.8 | 0 | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3260 expiring on 27JAN2026
Delta for 3260 PE is -0.55
Historical price for 3260 PE is as follows
On 9 Jan PIIND was trading at 3201.40. The strike last trading price was 98.4, which was 17.6 higher than the previous day. The implied volatity was 28.07, the open interest changed by -1 which decreased total open position to 47
On 8 Jan PIIND was trading at 3245.50. The strike last trading price was 81.7, which was 34.2 higher than the previous day. The implied volatity was 27.17, the open interest changed by 7 which increased total open position to 48
On 7 Jan PIIND was trading at 3283.80. The strike last trading price was 45.9, which was -17.25 lower than the previous day. The implied volatity was 22.01, the open interest changed by 1 which increased total open position to 41
On 6 Jan PIIND was trading at 3275.50. The strike last trading price was 62.4, which was -6.55 lower than the previous day. The implied volatity was 25.05, the open interest changed by 10 which increased total open position to 40
On 5 Jan PIIND was trading at 3263.60. The strike last trading price was 69.5, which was -67.3 lower than the previous day. The implied volatity was 24.93, the open interest changed by 28 which increased total open position to 28
On 2 Jan PIIND was trading at 3256.60. The strike last trading price was 136.8, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 1 Jan PIIND was trading at 3219.10. The strike last trading price was 136.8, 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 31 Dec PIIND was trading at 3238.20. The strike last trading price was 136.8, 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































































































































































































































