PIIND
Pi Industries Ltd
Historical option data for PIIND
24 Dec 2025 04:10 PM IST
| PIIND 27-JAN-2026 3300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 3.81
Theta: -1.52
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 3218.20 | 58.4 | -13.15 | 20.97 | 195 | 113 | 228 | |||||||||
|
|
||||||||||||||||
| 23 Dec | 3238.40 | 73 | -5.3 | 20.46 | 91 | 22 | 116 | |||||||||
| 22 Dec | 3266.90 | 77.3 | -3.5 | 18.60 | 55 | 13 | 93 | |||||||||
| 19 Dec | 3249.60 | 79.35 | 11.35 | 19.46 | 32 | 7 | 80 | |||||||||
| 18 Dec | 3213.80 | 68 | 3 | 21.44 | 74 | 6 | 74 | |||||||||
| 17 Dec | 3206.20 | 65 | -20.9 | 21.74 | 44 | 15 | 58 | |||||||||
| 16 Dec | 3259.30 | 85.9 | 2.85 | 20.41 | 11 | 2 | 44 | |||||||||
| 15 Dec | 3245.40 | 83.05 | -13.35 | 20.59 | 53 | 30 | 43 | |||||||||
| 12 Dec | 3311.10 | 92 | -28 | 12.66 | 18 | 10 | 12 | |||||||||
| 11 Dec | 3376.00 | 120 | -295.1 | - | 0 | 0 | 2 | |||||||||
| 10 Dec | 3347.40 | 120 | -295.1 | - | 0 | 0 | 2 | |||||||||
| 9 Dec | 3343.00 | 120 | -295.1 | 12.84 | 2 | 1 | 1 | |||||||||
| 8 Dec | 3329.70 | 415.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 3396.10 | 415.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3409.70 | 415.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 3388.90 | 415.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 3395.60 | 415.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 3432.20 | 415.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3448.50 | 415.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 3425.10 | 415.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 3441.10 | 415.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 3439.90 | 415.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3458.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 3542.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 3588.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3786.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 3758.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 3683.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3685.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 3577.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3595.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3300 expiring on 27JAN2026
Delta for 3300 CE is 0.41
Historical price for 3300 CE is as follows
On 24 Dec PIIND was trading at 3218.20. The strike last trading price was 58.4, which was -13.15 lower than the previous day. The implied volatity was 20.97, the open interest changed by 113 which increased total open position to 228
On 23 Dec PIIND was trading at 3238.40. The strike last trading price was 73, which was -5.3 lower than the previous day. The implied volatity was 20.46, the open interest changed by 22 which increased total open position to 116
On 22 Dec PIIND was trading at 3266.90. The strike last trading price was 77.3, which was -3.5 lower than the previous day. The implied volatity was 18.60, the open interest changed by 13 which increased total open position to 93
On 19 Dec PIIND was trading at 3249.60. The strike last trading price was 79.35, which was 11.35 higher than the previous day. The implied volatity was 19.46, the open interest changed by 7 which increased total open position to 80
On 18 Dec PIIND was trading at 3213.80. The strike last trading price was 68, which was 3 higher than the previous day. The implied volatity was 21.44, the open interest changed by 6 which increased total open position to 74
On 17 Dec PIIND was trading at 3206.20. The strike last trading price was 65, which was -20.9 lower than the previous day. The implied volatity was 21.74, the open interest changed by 15 which increased total open position to 58
On 16 Dec PIIND was trading at 3259.30. The strike last trading price was 85.9, which was 2.85 higher than the previous day. The implied volatity was 20.41, the open interest changed by 2 which increased total open position to 44
On 15 Dec PIIND was trading at 3245.40. The strike last trading price was 83.05, which was -13.35 lower than the previous day. The implied volatity was 20.59, the open interest changed by 30 which increased total open position to 43
On 12 Dec PIIND was trading at 3311.10. The strike last trading price was 92, which was -28 lower than the previous day. The implied volatity was 12.66, the open interest changed by 10 which increased total open position to 12
On 11 Dec PIIND was trading at 3376.00. The strike last trading price was 120, which was -295.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec PIIND was trading at 3347.40. The strike last trading price was 120, which was -295.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec PIIND was trading at 3343.00. The strike last trading price was 120, which was -295.1 lower than the previous day. The implied volatity was 12.84, the open interest changed by 1 which increased total open position to 1
On 8 Dec PIIND was trading at 3329.70. The strike last trading price was 415.1, 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 415.1, 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 415.1, 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 Dec PIIND was trading at 3388.90. The strike last trading price was 415.1, 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 415.1, 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 415.1, 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 25 Nov PIIND was trading at 3448.50. The strike last trading price was 415.1, 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 24 Nov PIIND was trading at 3425.10. The strike last trading price was 415.1, 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 20 Nov PIIND was trading at 3441.10. The strike last trading price was 415.1, 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 19 Nov PIIND was trading at 3439.90. The strike last trading price was 415.1, 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 18 Nov PIIND was trading at 3458.30. The strike last trading price was 0, 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 17 Nov PIIND was trading at 3542.60. The strike last trading price was 0, 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 Nov PIIND was trading at 3588.90. The strike last trading price was 0, 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 Nov PIIND was trading at 3786.80. The strike last trading price was 0, 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 7 Nov PIIND was trading at 3758.30. The strike last trading price was 0, 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 Nov PIIND was trading at 3683.30. The strike last trading price was 0, 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 Nov PIIND was trading at 3685.30. The strike last trading price was 0, 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 Oct PIIND was trading at 3577.40. The strike last trading price was 0, 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 30 Oct PIIND was trading at 3595.80. The strike last trading price was 0, 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
| PIIND 27JAN2026 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 3.86
Theta: -0.97
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 3218.20 | 134 | 18.45 | 26.49 | 55 | 41 | 103 |
| 23 Dec | 3238.40 | 115.55 | 6.35 | 26.23 | 12 | 4 | 58 |
| 22 Dec | 3266.90 | 110.35 | -20.1 | 27.23 | 7 | 5 | 53 |
| 19 Dec | 3249.60 | 130.45 | -14.55 | 29.86 | 1 | 0 | 48 |
| 18 Dec | 3213.80 | 145 | 15 | - | 0 | 0 | 48 |
| 17 Dec | 3206.20 | 145 | 15 | 25.37 | 1 | 0 | 48 |
| 16 Dec | 3259.30 | 130 | -2 | 28.55 | 4 | 1 | 48 |
| 15 Dec | 3245.40 | 132 | 13 | 27.60 | 18 | 16 | 46 |
| 12 Dec | 3311.10 | 124.55 | 45.55 | 32.56 | 28 | 4 | 25 |
| 11 Dec | 3376.00 | 79 | -2.45 | - | 0 | 0 | 21 |
| 10 Dec | 3347.40 | 79 | -2.45 | - | 0 | 0 | 21 |
| 9 Dec | 3343.00 | 79 | -2.45 | 24.91 | 5 | 2 | 20 |
| 8 Dec | 3329.70 | 89.25 | 25.2 | 25.41 | 5 | 3 | 16 |
| 5 Dec | 3396.10 | 64.05 | 0 | 24.25 | 5 | 1 | 12 |
| 4 Dec | 3409.70 | 64.05 | -14.25 | 24.99 | 8 | 0 | 8 |
| 1 Dec | 3388.90 | 78.3 | 8.3 | 26.18 | 6 | 4 | 8 |
| 28 Nov | 3395.60 | 70 | -11.1 | - | 0 | 1 | 0 |
| 27 Nov | 3432.20 | 70 | -11.1 | 26.81 | 1 | 0 | 3 |
| 25 Nov | 3448.50 | 81.1 | 17.1 | - | 0 | 0 | 0 |
| 24 Nov | 3425.10 | 81.1 | 17.1 | - | 0 | 0 | 0 |
| 20 Nov | 3441.10 | 81.1 | 17.1 | - | 0 | 2 | 0 |
| 19 Nov | 3439.90 | 81.1 | 17.1 | 27.62 | 2 | 1 | 2 |
| 18 Nov | 3458.30 | 64 | 10 | 25.62 | 1 | 0 | 1 |
| 17 Nov | 3542.60 | 54 | -24.05 | - | 0 | 1 | 0 |
| 12 Nov | 3588.90 | 78.05 | 0 | 5.72 | 0 | 0 | 0 |
| 11 Nov | 3786.80 | 78.05 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 3758.30 | 78.05 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 3683.30 | 78.05 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 3685.30 | 78.05 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 3577.40 | 78.05 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 3595.80 | 78.05 | 0 | 5.75 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3300 expiring on 27JAN2026
Delta for 3300 PE is -0.57
Historical price for 3300 PE is as follows
On 24 Dec PIIND was trading at 3218.20. The strike last trading price was 134, which was 18.45 higher than the previous day. The implied volatity was 26.49, the open interest changed by 41 which increased total open position to 103
On 23 Dec PIIND was trading at 3238.40. The strike last trading price was 115.55, which was 6.35 higher than the previous day. The implied volatity was 26.23, the open interest changed by 4 which increased total open position to 58
On 22 Dec PIIND was trading at 3266.90. The strike last trading price was 110.35, which was -20.1 lower than the previous day. The implied volatity was 27.23, the open interest changed by 5 which increased total open position to 53
On 19 Dec PIIND was trading at 3249.60. The strike last trading price was 130.45, which was -14.55 lower than the previous day. The implied volatity was 29.86, the open interest changed by 0 which decreased total open position to 48
On 18 Dec PIIND was trading at 3213.80. The strike last trading price was 145, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 17 Dec PIIND was trading at 3206.20. The strike last trading price was 145, which was 15 higher than the previous day. The implied volatity was 25.37, the open interest changed by 0 which decreased total open position to 48
On 16 Dec PIIND was trading at 3259.30. The strike last trading price was 130, which was -2 lower than the previous day. The implied volatity was 28.55, the open interest changed by 1 which increased total open position to 48
On 15 Dec PIIND was trading at 3245.40. The strike last trading price was 132, which was 13 higher than the previous day. The implied volatity was 27.60, the open interest changed by 16 which increased total open position to 46
On 12 Dec PIIND was trading at 3311.10. The strike last trading price was 124.55, which was 45.55 higher than the previous day. The implied volatity was 32.56, the open interest changed by 4 which increased total open position to 25
On 11 Dec PIIND was trading at 3376.00. The strike last trading price was 79, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Dec PIIND was trading at 3347.40. The strike last trading price was 79, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Dec PIIND was trading at 3343.00. The strike last trading price was 79, which was -2.45 lower than the previous day. The implied volatity was 24.91, the open interest changed by 2 which increased total open position to 20
On 8 Dec PIIND was trading at 3329.70. The strike last trading price was 89.25, which was 25.2 higher than the previous day. The implied volatity was 25.41, the open interest changed by 3 which increased total open position to 16
On 5 Dec PIIND was trading at 3396.10. The strike last trading price was 64.05, which was 0 lower than the previous day. The implied volatity was 24.25, the open interest changed by 1 which increased total open position to 12
On 4 Dec PIIND was trading at 3409.70. The strike last trading price was 64.05, which was -14.25 lower than the previous day. The implied volatity was 24.99, the open interest changed by 0 which decreased total open position to 8
On 1 Dec PIIND was trading at 3388.90. The strike last trading price was 78.3, which was 8.3 higher than the previous day. The implied volatity was 26.18, the open interest changed by 4 which increased total open position to 8
On 28 Nov PIIND was trading at 3395.60. The strike last trading price was 70, which was -11.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov PIIND was trading at 3432.20. The strike last trading price was 70, which was -11.1 lower than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 3
On 25 Nov PIIND was trading at 3448.50. The strike last trading price was 81.1, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov PIIND was trading at 3425.10. The strike last trading price was 81.1, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PIIND was trading at 3441.10. The strike last trading price was 81.1, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 19 Nov PIIND was trading at 3439.90. The strike last trading price was 81.1, which was 17.1 higher than the previous day. The implied volatity was 27.62, the open interest changed by 1 which increased total open position to 2
On 18 Nov PIIND was trading at 3458.30. The strike last trading price was 64, which was 10 higher than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 1
On 17 Nov PIIND was trading at 3542.60. The strike last trading price was 54, which was -24.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov PIIND was trading at 3588.90. The strike last trading price was 78.05, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
On 11 Nov PIIND was trading at 3786.80. The strike last trading price was 78.05, 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 7 Nov PIIND was trading at 3758.30. The strike last trading price was 78.05, 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 Nov PIIND was trading at 3683.30. The strike last trading price was 78.05, 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 Nov PIIND was trading at 3685.30. The strike last trading price was 78.05, 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 Oct PIIND was trading at 3577.40. The strike last trading price was 78.05, 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 30 Oct PIIND was trading at 3595.80. The strike last trading price was 78.05, which was 0 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0































































































































































































































