PIIND
Pi Industries Ltd
Historical option data for PIIND
09 Jan 2026 04:10 PM IST
| PIIND 27-JAN-2026 3280 CE | ||||||||||||||||
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Delta: 0.37
Vega: 2.69
Theta: -1.89
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.59
Vega: 2.76
Theta: -1.59
Gamma: 0.00
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| 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































































































































































































































