[--[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 3280 CE
Delta: 0.37
Vega: 2.69
Theta: -1.89
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 3201.40 37.3 -22.05 21.10 56 -1 117
8 Jan 3245.50 55.35 -25 22.37 163 34 120
7 Jan 3283.80 83.75 14.7 22.52 221 39 83
6 Jan 3275.50 68.35 5.35 19.57 116 34 42
5 Jan 3263.60 63 -5.1 19.62 19 7 7
2 Jan 3256.60 68.1 0 0.32 0 0 0
1 Jan 3219.10 68.1 0 0.61 0 0 0
31 Dec 3238.20 68.1 0 0.68 0 0 0


For Pi Industries Ltd - strike price 3280 expiring on 27JAN2026

Delta for 3280 CE is 0.37

Historical price for 3280 CE is as follows

On 9 Jan PIIND was trading at 3201.40. The strike last trading price was 37.3, which was -22.05 lower than the previous day. The implied volatity was 21.10, the open interest changed by -1 which decreased total open position to 117


On 8 Jan PIIND was trading at 3245.50. The strike last trading price was 55.35, which was -25 lower than the previous day. The implied volatity was 22.37, the open interest changed by 34 which increased total open position to 120


On 7 Jan PIIND was trading at 3283.80. The strike last trading price was 83.75, which was 14.7 higher than the previous day. The implied volatity was 22.52, the open interest changed by 39 which increased total open position to 83


On 6 Jan PIIND was trading at 3275.50. The strike last trading price was 68.35, which was 5.35 higher than the previous day. The implied volatity was 19.57, the open interest changed by 34 which increased total open position to 42


On 5 Jan PIIND was trading at 3263.60. The strike last trading price was 63, which was -5.1 lower than the previous day. The implied volatity was 19.62, the open interest changed by 7 which increased total open position to 7


On 2 Jan PIIND was trading at 3256.60. The strike last trading price was 68.1, which was 0 lower than the previous day. The implied volatity was 0.32, 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 68.1, which was 0 lower than the previous day. The implied volatity was 0.61, 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 68.1, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0


PIIND 27JAN2026 3280 PE
Delta: -0.59
Vega: 2.76
Theta: -1.59
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 3201.40 110 25.25 27.95 11 1 36
8 Jan 3245.50 88.9 34 25.98 78 11 36
7 Jan 3283.80 55.45 -19.55 22.40 49 9 24
6 Jan 3275.50 75 -4 26.14 1 0 14
5 Jan 3263.60 79.5 -69.7 25.01 18 10 10
2 Jan 3256.60 149.2 0 - 0 0 0
1 Jan 3219.10 149.2 0 - 0 0 0
31 Dec 3238.20 149.2 0 - 0 0 0


For Pi Industries Ltd - strike price 3280 expiring on 27JAN2026

Delta for 3280 PE is -0.59

Historical price for 3280 PE is as follows

On 9 Jan PIIND was trading at 3201.40. The strike last trading price was 110, which was 25.25 higher than the previous day. The implied volatity was 27.95, the open interest changed by 1 which increased total open position to 36


On 8 Jan PIIND was trading at 3245.50. The strike last trading price was 88.9, which was 34 higher than the previous day. The implied volatity was 25.98, the open interest changed by 11 which increased total open position to 36


On 7 Jan PIIND was trading at 3283.80. The strike last trading price was 55.45, which was -19.55 lower than the previous day. The implied volatity was 22.40, the open interest changed by 9 which increased total open position to 24


On 6 Jan PIIND was trading at 3275.50. The strike last trading price was 75, which was -4 lower than the previous day. The implied volatity was 26.14, the open interest changed by 0 which decreased total open position to 14


On 5 Jan PIIND was trading at 3263.60. The strike last trading price was 79.5, which was -69.7 lower than the previous day. The implied volatity was 25.01, the open interest changed by 10 which increased total open position to 10


On 2 Jan PIIND was trading at 3256.60. The strike last trading price was 149.2, 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 1 Jan PIIND was trading at 3219.10. The strike last trading price was 149.2, 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 149.2, 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