PIIND
Pi Industries Ltd
Historical option data for PIIND
12 Dec 2025 04:10 PM IST
| PIIND 30-DEC-2025 3350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 2.90
Theta: -1.48
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 2.94
Theta: -2.16
Gamma: 0.00
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| 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































































































































































































































