PIIND
Pi Industries Ltd
Historical option data for PIIND
13 Mar 2025 04:10 PM IST
| PIIND 27MAR2025 3350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 2.53
Theta: -2.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 3297.30 | 55.9 | -24.7 | 28.99 | 533 | 33 | 346 | |||
| 12 Mar | 3333.65 | 80.05 | -17.05 | 30.85 | 897 | -123 | 312 | |||
| 11 Mar | 3353.90 | 103.95 | 54.9 | 31.57 | 1,590 | 159 | 612 | |||
| 10 Mar | 3253.65 | 51.75 | -1.1 | 29.51 | 908 | 32 | 451 | |||
| 7 Mar | 3219.10 | 53.2 | -5.2 | 31.82 | 2,797 | 304 | 419 | |||
| 6 Mar | 3255.60 | 64.95 | 37.45 | 31.66 | 149 | -7 | 103 | |||
| 5 Mar | 3145.35 | 28 | 12.9 | 28.70 | 148 | -18 | 112 | |||
| 4 Mar | 3040.70 | 15 | 6.4 | 30.77 | 202 | 91 | 136 | |||
| 3 Mar | 2987.10 | 8.6 | -3.6 | 28.62 | 3 | 1 | 45 | |||
| 28 Feb | 3013.95 | 12.35 | -3.65 | 29.05 | 86 | 1 | 45 | |||
| 27 Feb | 3012.45 | 15.8 | -17.2 | 30.39 | 100 | 34 | 44 | |||
| 26 Feb | 3074.60 | 33 | -15.85 | 32.32 | 9 | 9 | 9 | |||
| 25 Feb | 3084.80 | 33 | -15.85 | 32.32 | 9 | 8 | 9 | |||
| 24 Feb | 3090.45 | 48.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Feb | 3145.40 | 48.85 | -108.2 | 29.39 | 1 | 0 | 1 | |||
| 20 Feb | 3189.05 | 157.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 3203.50 | 157.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Feb | 3165.60 | 157.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 3118.60 | 157.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 3226.65 | 157.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Feb | 3356.65 | 157.05 | -84.1 | 29.84 | 3 | 1 | 1 | |||
| 11 Feb | 3419.60 | 241.15 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 3574.45 | 241.15 | 0 | - | 0 | 0 | 0 | |||
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| 1 Feb | 3481.70 | 241.15 | 0 | - | 0 | 0 | 0 | |||
For Pi Industries Ltd - strike price 3350 expiring on 27MAR2025
Delta for 3350 CE is 0.42
Historical price for 3350 CE is as follows
On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 55.9, which was -24.7 lower than the previous day. The implied volatity was 28.99, the open interest changed by 33 which increased total open position to 346
On 12 Mar PIIND was trading at 3333.65. The strike last trading price was 80.05, which was -17.05 lower than the previous day. The implied volatity was 30.85, the open interest changed by -123 which decreased total open position to 312
On 11 Mar PIIND was trading at 3353.90. The strike last trading price was 103.95, which was 54.9 higher than the previous day. The implied volatity was 31.57, the open interest changed by 159 which increased total open position to 612
On 10 Mar PIIND was trading at 3253.65. The strike last trading price was 51.75, which was -1.1 lower than the previous day. The implied volatity was 29.51, the open interest changed by 32 which increased total open position to 451
On 7 Mar PIIND was trading at 3219.10. The strike last trading price was 53.2, which was -5.2 lower than the previous day. The implied volatity was 31.82, the open interest changed by 304 which increased total open position to 419
On 6 Mar PIIND was trading at 3255.60. The strike last trading price was 64.95, which was 37.45 higher than the previous day. The implied volatity was 31.66, the open interest changed by -7 which decreased total open position to 103
On 5 Mar PIIND was trading at 3145.35. The strike last trading price was 28, which was 12.9 higher than the previous day. The implied volatity was 28.70, the open interest changed by -18 which decreased total open position to 112
On 4 Mar PIIND was trading at 3040.70. The strike last trading price was 15, which was 6.4 higher than the previous day. The implied volatity was 30.77, the open interest changed by 91 which increased total open position to 136
On 3 Mar PIIND was trading at 2987.10. The strike last trading price was 8.6, which was -3.6 lower than the previous day. The implied volatity was 28.62, the open interest changed by 1 which increased total open position to 45
On 28 Feb PIIND was trading at 3013.95. The strike last trading price was 12.35, which was -3.65 lower than the previous day. The implied volatity was 29.05, the open interest changed by 1 which increased total open position to 45
On 27 Feb PIIND was trading at 3012.45. The strike last trading price was 15.8, which was -17.2 lower than the previous day. The implied volatity was 30.39, the open interest changed by 34 which increased total open position to 44
On 26 Feb PIIND was trading at 3074.60. The strike last trading price was 33, which was -15.85 lower than the previous day. The implied volatity was 32.32, the open interest changed by 9 which increased total open position to 9
On 25 Feb PIIND was trading at 3084.80. The strike last trading price was 33, which was -15.85 lower than the previous day. The implied volatity was 32.32, the open interest changed by 8 which increased total open position to 9
On 24 Feb PIIND was trading at 3090.45. The strike last trading price was 48.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Feb PIIND was trading at 3145.40. The strike last trading price was 48.85, which was -108.2 lower than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 1
On 20 Feb PIIND was trading at 3189.05. The strike last trading price was 157.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Feb PIIND was trading at 3203.50. The strike last trading price was 157.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Feb PIIND was trading at 3165.60. The strike last trading price was 157.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Feb PIIND was trading at 3118.60. The strike last trading price was 157.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Feb PIIND was trading at 3226.65. The strike last trading price was 157.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Feb PIIND was trading at 3356.65. The strike last trading price was 157.05, which was -84.1 lower than the previous day. The implied volatity was 29.84, the open interest changed by 1 which increased total open position to 1
On 11 Feb PIIND was trading at 3419.60. The strike last trading price was 241.15, 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 Feb PIIND was trading at 3574.45. The strike last trading price was 241.15, 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 Feb PIIND was trading at 3481.70. The strike last trading price was 241.15, 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 27MAR2025 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 2.54
Theta: -2.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 3297.30 | 112.6 | 15.95 | 34.72 | 664 | -3 | 246 |
| 12 Mar | 3333.65 | 97.65 | 11.1 | 35.06 | 885 | 165 | 249 |
| 11 Mar | 3353.90 | 83.15 | -61 | 34.76 | 191 | 13 | 81 |
| 10 Mar | 3253.65 | 144.15 | -26.95 | 36.18 | 176 | 36 | 67 |
| 7 Mar | 3219.10 | 172.5 | 34.55 | 36.30 | 191 | 7 | 31 |
| 6 Mar | 3255.60 | 139 | -135 | 29.84 | 42 | 14 | 23 |
| 5 Mar | 3145.35 | 274 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 3040.70 | 274 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 2987.10 | 274 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 3013.95 | 274 | 0 | 0.00 | 0 | 1 | 0 |
| 27 Feb | 3012.45 | 274 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Feb | 3074.60 | 274 | 21.55 | 29.39 | 1 | 1 | 8 |
| 25 Feb | 3084.80 | 274 | 21.55 | 29.39 | 1 | 0 | 8 |
| 24 Feb | 3090.45 | 252.45 | 6.75 | 23.68 | 3 | 0 | 5 |
| 21 Feb | 3145.40 | 245.7 | 148.4 | 36.53 | 5 | 0 | 0 |
| 20 Feb | 3189.05 | 97.3 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 3203.50 | 97.3 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 3165.60 | 97.3 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 3118.60 | 97.3 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 3226.65 | 97.3 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 3356.65 | 97.3 | 0 | 1.01 | 0 | 0 | 0 |
| 11 Feb | 3419.60 | 97.3 | 0 | 2.49 | 0 | 0 | 0 |
| 4 Feb | 3574.45 | 97.3 | 0 | 5.37 | 0 | 0 | 0 |
| 1 Feb | 3481.70 | 97.3 | 0 | 3.78 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3350 expiring on 27MAR2025
Delta for 3350 PE is -0.56
Historical price for 3350 PE is as follows
On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 112.6, which was 15.95 higher than the previous day. The implied volatity was 34.72, the open interest changed by -3 which decreased total open position to 246
On 12 Mar PIIND was trading at 3333.65. The strike last trading price was 97.65, which was 11.1 higher than the previous day. The implied volatity was 35.06, the open interest changed by 165 which increased total open position to 249
On 11 Mar PIIND was trading at 3353.90. The strike last trading price was 83.15, which was -61 lower than the previous day. The implied volatity was 34.76, the open interest changed by 13 which increased total open position to 81
On 10 Mar PIIND was trading at 3253.65. The strike last trading price was 144.15, which was -26.95 lower than the previous day. The implied volatity was 36.18, the open interest changed by 36 which increased total open position to 67
On 7 Mar PIIND was trading at 3219.10. The strike last trading price was 172.5, which was 34.55 higher than the previous day. The implied volatity was 36.30, the open interest changed by 7 which increased total open position to 31
On 6 Mar PIIND was trading at 3255.60. The strike last trading price was 139, which was -135 lower than the previous day. The implied volatity was 29.84, the open interest changed by 14 which increased total open position to 23
On 5 Mar PIIND was trading at 3145.35. The strike last trading price was 274, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Mar PIIND was trading at 3040.70. The strike last trading price was 274, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar PIIND was trading at 2987.10. The strike last trading price was 274, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Feb PIIND was trading at 3013.95. The strike last trading price was 274, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 27 Feb PIIND was trading at 3012.45. The strike last trading price was 274, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Feb PIIND was trading at 3074.60. The strike last trading price was 274, which was 21.55 higher than the previous day. The implied volatity was 29.39, the open interest changed by 1 which increased total open position to 8
On 25 Feb PIIND was trading at 3084.80. The strike last trading price was 274, which was 21.55 higher than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 8
On 24 Feb PIIND was trading at 3090.45. The strike last trading price was 252.45, which was 6.75 higher than the previous day. The implied volatity was 23.68, the open interest changed by 0 which decreased total open position to 5
On 21 Feb PIIND was trading at 3145.40. The strike last trading price was 245.7, which was 148.4 higher than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 0
On 20 Feb PIIND was trading at 3189.05. The strike last trading price was 97.3, 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 Feb PIIND was trading at 3203.50. The strike last trading price was 97.3, 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 Feb PIIND was trading at 3165.60. The strike last trading price was 97.3, 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 Feb PIIND was trading at 3118.60. The strike last trading price was 97.3, 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 13 Feb PIIND was trading at 3226.65. The strike last trading price was 97.3, 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 Feb PIIND was trading at 3356.65. The strike last trading price was 97.3, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 11 Feb PIIND was trading at 3419.60. The strike last trading price was 97.3, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 4 Feb PIIND was trading at 3574.45. The strike last trading price was 97.3, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
On 1 Feb PIIND was trading at 3481.70. The strike last trading price was 97.3, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
