[--[65.84.65.76]--]

PIIND

Pi Industries Ltd
3311.1 -64.90 (-1.92%)
L: 3266 H: 3414.8

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Historical option data for PIIND

12 Dec 2025 04:10 PM IST
PIIND 30-DEC-2025 3350 CE
Delta: 0.44
Vega: 2.90
Theta: -1.48
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3311.10 31.9 -46.45 13.60 2,183 295 425
11 Dec 3376.00 77.05 7.15 15.84 138 -2 129
10 Dec 3347.40 73.8 9 18.55 625 -17 131
9 Dec 3343.00 66.3 5.65 17.57 260 12 152
8 Dec 3329.70 58.2 -40.5 17.67 211 95 141
5 Dec 3396.10 103.55 -5.75 18.15 64 -5 48
4 Dec 3409.70 106.8 12.45 15.60 67 -7 56
3 Dec 3374.60 94.15 -8.05 19.71 47 4 64
2 Dec 3374.00 103.9 -6.95 21.37 126 3 62
1 Dec 3388.90 109.85 -12.65 19.21 102 19 59
28 Nov 3395.60 118.05 -9.95 18.95 21 5 30
27 Nov 3432.20 128 -0.55 12.29 9 1 24
26 Nov 3438.10 130 -10.65 11.27 48 15 26
25 Nov 3448.50 140.65 -5.35 - 2 1 11
24 Nov 3425.10 146 -28 - 0 0 0
21 Nov 3427.40 146 -28 15.85 1 0 10
20 Nov 3441.10 174 12.5 21.97 2 0 8
19 Nov 3439.90 161.5 -68.35 19.90 1 0 9
18 Nov 3458.30 229.85 -95.15 31.38 1 0 8
17 Nov 3542.60 325 -119 - 0 0 0
14 Nov 3560.50 325 -119 - 0 0 0
13 Nov 3572.50 325 -119 - 0 0 0
12 Nov 3588.90 325 -119 30.15 1 0 8
11 Nov 3786.80 444 96.8 - 0 0 0
6 Nov 3750.10 444 96.8 19.17 7 0 14
4 Nov 3683.30 347.2 52.55 - 3 0 11
3 Nov 3685.30 294.65 -14.1 - 0 9 0
31 Oct 3577.40 294.65 -14.1 - 9 8 10


For Pi Industries Ltd - strike price 3350 expiring on 30DEC2025

Delta for 3350 CE is 0.44

Historical price for 3350 CE is as follows

On 12 Dec PIIND was trading at 3311.10. The strike last trading price was 31.9, which was -46.45 lower than the previous day. The implied volatity was 13.60, the open interest changed by 295 which increased total open position to 425


On 11 Dec PIIND was trading at 3376.00. The strike last trading price was 77.05, which was 7.15 higher than the previous day. The implied volatity was 15.84, the open interest changed by -2 which decreased total open position to 129


On 10 Dec PIIND was trading at 3347.40. The strike last trading price was 73.8, which was 9 higher than the previous day. The implied volatity was 18.55, the open interest changed by -17 which decreased total open position to 131


On 9 Dec PIIND was trading at 3343.00. The strike last trading price was 66.3, which was 5.65 higher than the previous day. The implied volatity was 17.57, the open interest changed by 12 which increased total open position to 152


On 8 Dec PIIND was trading at 3329.70. The strike last trading price was 58.2, which was -40.5 lower than the previous day. The implied volatity was 17.67, the open interest changed by 95 which increased total open position to 141


On 5 Dec PIIND was trading at 3396.10. The strike last trading price was 103.55, which was -5.75 lower than the previous day. The implied volatity was 18.15, the open interest changed by -5 which decreased total open position to 48


On 4 Dec PIIND was trading at 3409.70. The strike last trading price was 106.8, which was 12.45 higher than the previous day. The implied volatity was 15.60, the open interest changed by -7 which decreased total open position to 56


On 3 Dec PIIND was trading at 3374.60. The strike last trading price was 94.15, which was -8.05 lower than the previous day. The implied volatity was 19.71, the open interest changed by 4 which increased total open position to 64


On 2 Dec PIIND was trading at 3374.00. The strike last trading price was 103.9, which was -6.95 lower than the previous day. The implied volatity was 21.37, the open interest changed by 3 which increased total open position to 62


On 1 Dec PIIND was trading at 3388.90. The strike last trading price was 109.85, which was -12.65 lower than the previous day. The implied volatity was 19.21, the open interest changed by 19 which increased total open position to 59


On 28 Nov PIIND was trading at 3395.60. The strike last trading price was 118.05, which was -9.95 lower than the previous day. The implied volatity was 18.95, the open interest changed by 5 which increased total open position to 30


On 27 Nov PIIND was trading at 3432.20. The strike last trading price was 128, which was -0.55 lower than the previous day. The implied volatity was 12.29, the open interest changed by 1 which increased total open position to 24


On 26 Nov PIIND was trading at 3438.10. The strike last trading price was 130, which was -10.65 lower than the previous day. The implied volatity was 11.27, the open interest changed by 15 which increased total open position to 26


On 25 Nov PIIND was trading at 3448.50. The strike last trading price was 140.65, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11


On 24 Nov PIIND was trading at 3425.10. The strike last trading price was 146, which was -28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov PIIND was trading at 3427.40. The strike last trading price was 146, which was -28 lower than the previous day. The implied volatity was 15.85, the open interest changed by 0 which decreased total open position to 10


On 20 Nov PIIND was trading at 3441.10. The strike last trading price was 174, which was 12.5 higher than the previous day. The implied volatity was 21.97, the open interest changed by 0 which decreased total open position to 8


On 19 Nov PIIND was trading at 3439.90. The strike last trading price was 161.5, which was -68.35 lower than the previous day. The implied volatity was 19.90, the open interest changed by 0 which decreased total open position to 9


On 18 Nov PIIND was trading at 3458.30. The strike last trading price was 229.85, which was -95.15 lower than the previous day. The implied volatity was 31.38, the open interest changed by 0 which decreased total open position to 8


On 17 Nov PIIND was trading at 3542.60. The strike last trading price was 325, which was -119 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov PIIND was trading at 3560.50. The strike last trading price was 325, which was -119 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov PIIND was trading at 3572.50. The strike last trading price was 325, which was -119 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 325, which was -119 lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 8


On 11 Nov PIIND was trading at 3786.80. The strike last trading price was 444, which was 96.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov PIIND was trading at 3750.10. The strike last trading price was 444, which was 96.8 higher than the previous day. The implied volatity was 19.17, the open interest changed by 0 which decreased total open position to 14


On 4 Nov PIIND was trading at 3683.30. The strike last trading price was 347.2, which was 52.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 3 Nov PIIND was trading at 3685.30. The strike last trading price was 294.65, which was -14.1 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 31 Oct PIIND was trading at 3577.40. The strike last trading price was 294.65, which was -14.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 10


PIIND 30DEC2025 3350 PE
Delta: -0.51
Vega: 2.94
Theta: -2.16
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3311.10 105 60.55 32.59 1,201 20 192
11 Dec 3376.00 41.8 -17.2 20.77 66 -13 172
10 Dec 3347.40 56.45 -9.7 22.44 168 13 185
9 Dec 3343.00 63.7 -15.1 23.23 136 -47 169
8 Dec 3329.70 83.25 43 25.70 119 16 215
5 Dec 3396.10 40.25 -3 19.69 59 -9 200
4 Dec 3409.70 44.35 -11.65 22.02 61 8 208
3 Dec 3374.60 53.85 -0.75 20.02 47 4 200
2 Dec 3374.00 54.6 1.6 20.34 168 29 197
1 Dec 3388.90 53.3 1.6 21.70 137 27 167
28 Nov 3395.60 51.3 0.3 20.98 45 3 137
27 Nov 3432.20 51 -2.8 24.28 23 7 133
26 Nov 3438.10 51.65 -8.45 24.51 91 15 122
25 Nov 3448.50 58.2 -4 29.04 30 16 107
24 Nov 3425.10 61 -4 25.63 33 8 90
21 Nov 3427.40 65 5 26.24 11 1 82
20 Nov 3441.10 60 3 25.15 15 0 80
19 Nov 3439.90 57 4 23.53 28 3 80
18 Nov 3458.30 53 13 24.43 7 3 76
17 Nov 3542.60 40 -1.5 26.29 1 0 72
14 Nov 3560.50 41.5 7.5 27.05 9 3 72
13 Nov 3572.50 33.6 -3.05 25.27 17 4 69
12 Nov 3588.90 37.6 17.2 26.44 89 50 63
11 Nov 3786.80 20.4 -14.7 29.48 5 2 14
6 Nov 3750.10 35.1 2.6 - 0 0 0
4 Nov 3683.30 35.1 2.6 28.57 1 0 12
3 Nov 3685.30 32.5 -23.5 28.60 1 0 12
31 Oct 3577.40 56 -12.4 - 12 11 11


For Pi Industries Ltd - strike price 3350 expiring on 30DEC2025

Delta for 3350 PE is -0.51

Historical price for 3350 PE is as follows

On 12 Dec PIIND was trading at 3311.10. The strike last trading price was 105, which was 60.55 higher than the previous day. The implied volatity was 32.59, the open interest changed by 20 which increased total open position to 192


On 11 Dec PIIND was trading at 3376.00. The strike last trading price was 41.8, which was -17.2 lower than the previous day. The implied volatity was 20.77, the open interest changed by -13 which decreased total open position to 172


On 10 Dec PIIND was trading at 3347.40. The strike last trading price was 56.45, which was -9.7 lower than the previous day. The implied volatity was 22.44, the open interest changed by 13 which increased total open position to 185


On 9 Dec PIIND was trading at 3343.00. The strike last trading price was 63.7, which was -15.1 lower than the previous day. The implied volatity was 23.23, the open interest changed by -47 which decreased total open position to 169


On 8 Dec PIIND was trading at 3329.70. The strike last trading price was 83.25, which was 43 higher than the previous day. The implied volatity was 25.70, the open interest changed by 16 which increased total open position to 215


On 5 Dec PIIND was trading at 3396.10. The strike last trading price was 40.25, which was -3 lower than the previous day. The implied volatity was 19.69, the open interest changed by -9 which decreased total open position to 200


On 4 Dec PIIND was trading at 3409.70. The strike last trading price was 44.35, which was -11.65 lower than the previous day. The implied volatity was 22.02, the open interest changed by 8 which increased total open position to 208


On 3 Dec PIIND was trading at 3374.60. The strike last trading price was 53.85, which was -0.75 lower than the previous day. The implied volatity was 20.02, the open interest changed by 4 which increased total open position to 200


On 2 Dec PIIND was trading at 3374.00. The strike last trading price was 54.6, which was 1.6 higher than the previous day. The implied volatity was 20.34, the open interest changed by 29 which increased total open position to 197


On 1 Dec PIIND was trading at 3388.90. The strike last trading price was 53.3, which was 1.6 higher than the previous day. The implied volatity was 21.70, the open interest changed by 27 which increased total open position to 167


On 28 Nov PIIND was trading at 3395.60. The strike last trading price was 51.3, which was 0.3 higher than the previous day. The implied volatity was 20.98, the open interest changed by 3 which increased total open position to 137


On 27 Nov PIIND was trading at 3432.20. The strike last trading price was 51, which was -2.8 lower than the previous day. The implied volatity was 24.28, the open interest changed by 7 which increased total open position to 133


On 26 Nov PIIND was trading at 3438.10. The strike last trading price was 51.65, which was -8.45 lower than the previous day. The implied volatity was 24.51, the open interest changed by 15 which increased total open position to 122


On 25 Nov PIIND was trading at 3448.50. The strike last trading price was 58.2, which was -4 lower than the previous day. The implied volatity was 29.04, the open interest changed by 16 which increased total open position to 107


On 24 Nov PIIND was trading at 3425.10. The strike last trading price was 61, which was -4 lower than the previous day. The implied volatity was 25.63, the open interest changed by 8 which increased total open position to 90


On 21 Nov PIIND was trading at 3427.40. The strike last trading price was 65, which was 5 higher than the previous day. The implied volatity was 26.24, the open interest changed by 1 which increased total open position to 82


On 20 Nov PIIND was trading at 3441.10. The strike last trading price was 60, which was 3 higher than the previous day. The implied volatity was 25.15, the open interest changed by 0 which decreased total open position to 80


On 19 Nov PIIND was trading at 3439.90. The strike last trading price was 57, which was 4 higher than the previous day. The implied volatity was 23.53, the open interest changed by 3 which increased total open position to 80


On 18 Nov PIIND was trading at 3458.30. The strike last trading price was 53, which was 13 higher than the previous day. The implied volatity was 24.43, the open interest changed by 3 which increased total open position to 76


On 17 Nov PIIND was trading at 3542.60. The strike last trading price was 40, which was -1.5 lower than the previous day. The implied volatity was 26.29, the open interest changed by 0 which decreased total open position to 72


On 14 Nov PIIND was trading at 3560.50. The strike last trading price was 41.5, which was 7.5 higher than the previous day. The implied volatity was 27.05, the open interest changed by 3 which increased total open position to 72


On 13 Nov PIIND was trading at 3572.50. The strike last trading price was 33.6, which was -3.05 lower than the previous day. The implied volatity was 25.27, the open interest changed by 4 which increased total open position to 69


On 12 Nov PIIND was trading at 3588.90. The strike last trading price was 37.6, which was 17.2 higher than the previous day. The implied volatity was 26.44, the open interest changed by 50 which increased total open position to 63


On 11 Nov PIIND was trading at 3786.80. The strike last trading price was 20.4, which was -14.7 lower than the previous day. The implied volatity was 29.48, the open interest changed by 2 which increased total open position to 14


On 6 Nov PIIND was trading at 3750.10. The strike last trading price was 35.1, which was 2.6 higher 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 35.1, which was 2.6 higher than the previous day. The implied volatity was 28.57, the open interest changed by 0 which decreased total open position to 12


On 3 Nov PIIND was trading at 3685.30. The strike last trading price was 32.5, which was -23.5 lower than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 12


On 31 Oct PIIND was trading at 3577.40. The strike last trading price was 56, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11