[--[65.84.65.76]--]

PIIND

Pi Industries Ltd
3201.4 -44.10 (-1.36%)
L: 3172.4 H: 3260.5

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Historical option data for PIIND

09 Jan 2026 04:10 PM IST
PIIND 27-JAN-2026 3260 CE
Delta: 0.42
Vega: 2.78
Theta: -1.96
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 3201.40 43.95 -23.05 20.79 81 -6 111
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
Delta: -0.55
Vega: 2.82
Theta: -1.68
Gamma: 0.00
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