PIIND
Pi Industries Ltd
Historical option data for PIIND
05 Dec 2025 04:10 PM IST
| PIIND 30-DEC-2025 3450 CE | ||||||||||||||||
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Delta: 0.44
Vega: 3.50
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 3396.10 | 52.25 | -5.15 | 18.71 | 168 | 27 | 300 | |||||||||
| 4 Dec | 3409.70 | 56.05 | 7.7 | 17.58 | 75 | -6 | 272 | |||||||||
| 3 Dec | 3374.60 | 48.05 | -6.3 | 19.92 | 91 | 8 | 282 | |||||||||
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| 2 Dec | 3374.00 | 55 | -4.95 | 21.03 | 235 | -19 | 276 | |||||||||
| 1 Dec | 3388.90 | 59.8 | -6.65 | 19.72 | 220 | 28 | 294 | |||||||||
| 28 Nov | 3395.60 | 66.3 | -7.2 | 19.41 | 177 | 26 | 268 | |||||||||
| 27 Nov | 3432.20 | 73 | -3.05 | 15.60 | 487 | 14 | 241 | |||||||||
| 26 Nov | 3438.10 | 77.35 | -6.4 | 15.75 | 642 | 128 | 243 | |||||||||
| 25 Nov | 3448.50 | 86.5 | -4.3 | 11.81 | 143 | 38 | 115 | |||||||||
| 24 Nov | 3425.10 | 89.7 | 1.65 | 19.22 | 77 | 8 | 76 | |||||||||
| 21 Nov | 3427.40 | 82.8 | -28.75 | 16.00 | 73 | 25 | 69 | |||||||||
| 20 Nov | 3441.10 | 115.45 | 0.45 | 22.32 | 63 | 29 | 44 | |||||||||
| 19 Nov | 3439.90 | 115 | -15.9 | 22.88 | 27 | 7 | 14 | |||||||||
| 18 Nov | 3458.30 | 130.9 | -52.1 | 22.44 | 3 | 1 | 7 | |||||||||
| 17 Nov | 3542.60 | 183 | -33 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 3560.50 | 183 | -33 | - | 0 | 1 | 0 | |||||||||
| 13 Nov | 3572.50 | 183 | -33 | 13.23 | 3 | 0 | 5 | |||||||||
| 12 Nov | 3588.90 | 216 | -78.95 | 21.05 | 1 | 0 | 5 | |||||||||
| 11 Nov | 3786.80 | 294.95 | -13.95 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 3750.10 | 294.95 | -13.95 | - | 0 | 2 | 0 | |||||||||
| 4 Nov | 3683.30 | 294.95 | -13.95 | 18.99 | 2 | 0 | 3 | |||||||||
| 3 Nov | 3685.30 | 308.9 | 35.05 | 16.39 | 3 | 0 | 0 | |||||||||
| 29 Oct | 3604.90 | 273.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3450 expiring on 30DEC2025
Delta for 3450 CE is 0.44
Historical price for 3450 CE is as follows
On 5 Dec PIIND was trading at 3396.10. The strike last trading price was 52.25, which was -5.15 lower than the previous day. The implied volatity was 18.71, the open interest changed by 27 which increased total open position to 300
On 4 Dec PIIND was trading at 3409.70. The strike last trading price was 56.05, which was 7.7 higher than the previous day. The implied volatity was 17.58, the open interest changed by -6 which decreased total open position to 272
On 3 Dec PIIND was trading at 3374.60. The strike last trading price was 48.05, which was -6.3 lower than the previous day. The implied volatity was 19.92, the open interest changed by 8 which increased total open position to 282
On 2 Dec PIIND was trading at 3374.00. The strike last trading price was 55, which was -4.95 lower than the previous day. The implied volatity was 21.03, the open interest changed by -19 which decreased total open position to 276
On 1 Dec PIIND was trading at 3388.90. The strike last trading price was 59.8, which was -6.65 lower than the previous day. The implied volatity was 19.72, the open interest changed by 28 which increased total open position to 294
On 28 Nov PIIND was trading at 3395.60. The strike last trading price was 66.3, which was -7.2 lower than the previous day. The implied volatity was 19.41, the open interest changed by 26 which increased total open position to 268
On 27 Nov PIIND was trading at 3432.20. The strike last trading price was 73, which was -3.05 lower than the previous day. The implied volatity was 15.60, the open interest changed by 14 which increased total open position to 241
On 26 Nov PIIND was trading at 3438.10. The strike last trading price was 77.35, which was -6.4 lower than the previous day. The implied volatity was 15.75, the open interest changed by 128 which increased total open position to 243
On 25 Nov PIIND was trading at 3448.50. The strike last trading price was 86.5, which was -4.3 lower than the previous day. The implied volatity was 11.81, the open interest changed by 38 which increased total open position to 115
On 24 Nov PIIND was trading at 3425.10. The strike last trading price was 89.7, which was 1.65 higher than the previous day. The implied volatity was 19.22, the open interest changed by 8 which increased total open position to 76
On 21 Nov PIIND was trading at 3427.40. The strike last trading price was 82.8, which was -28.75 lower than the previous day. The implied volatity was 16.00, the open interest changed by 25 which increased total open position to 69
On 20 Nov PIIND was trading at 3441.10. The strike last trading price was 115.45, which was 0.45 higher than the previous day. The implied volatity was 22.32, the open interest changed by 29 which increased total open position to 44
On 19 Nov PIIND was trading at 3439.90. The strike last trading price was 115, which was -15.9 lower than the previous day. The implied volatity was 22.88, the open interest changed by 7 which increased total open position to 14
On 18 Nov PIIND was trading at 3458.30. The strike last trading price was 130.9, which was -52.1 lower than the previous day. The implied volatity was 22.44, the open interest changed by 1 which increased total open position to 7
On 17 Nov PIIND was trading at 3542.60. The strike last trading price was 183, which was -33 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 183, which was -33 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov PIIND was trading at 3572.50. The strike last trading price was 183, which was -33 lower than the previous day. The implied volatity was 13.23, the open interest changed by 0 which decreased total open position to 5
On 12 Nov PIIND was trading at 3588.90. The strike last trading price was 216, which was -78.95 lower than the previous day. The implied volatity was 21.05, the open interest changed by 0 which decreased total open position to 5
On 11 Nov PIIND was trading at 3786.80. The strike last trading price was 294.95, which was -13.95 lower 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 294.95, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 4 Nov PIIND was trading at 3683.30. The strike last trading price was 294.95, which was -13.95 lower than the previous day. The implied volatity was 18.99, the open interest changed by 0 which decreased total open position to 3
On 3 Nov PIIND was trading at 3685.30. The strike last trading price was 308.9, which was 35.05 higher than the previous day. The implied volatity was 16.39, the open interest changed by 0 which decreased total open position to 0
On 29 Oct PIIND was trading at 3604.90. The strike last trading price was 273.85, 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 30DEC2025 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 3.51
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 3396.10 | 87.05 | -3.6 | 19.78 | 8 | -2 | 145 |
| 4 Dec | 3409.70 | 91.95 | -17.55 | 22.93 | 33 | -2 | 146 |
| 3 Dec | 3374.60 | 109.5 | 3.8 | 20.94 | 10 | -4 | 149 |
| 2 Dec | 3374.00 | 104.3 | 2.3 | 19.83 | 40 | -11 | 154 |
| 1 Dec | 3388.90 | 102 | 2 | 21.94 | 20 | -12 | 166 |
| 28 Nov | 3395.60 | 100 | 4.05 | 21.62 | 54 | 8 | 179 |
| 27 Nov | 3432.20 | 94.85 | -6.45 | 25.09 | 68 | 26 | 170 |
| 26 Nov | 3438.10 | 98.6 | -12.35 | 26.17 | 125 | 39 | 143 |
| 25 Nov | 3448.50 | 111 | 4.7 | 27.77 | 142 | 82 | 105 |
| 24 Nov | 3425.10 | 102.55 | -14.8 | 25.53 | 3 | 1 | 22 |
| 21 Nov | 3427.40 | 122.45 | 22.8 | 29.80 | 18 | 3 | 22 |
| 20 Nov | 3441.10 | 97.05 | -3.3 | 24.39 | 31 | 18 | 19 |
| 19 Nov | 3439.90 | 100.35 | -0.1 | 24.08 | 3 | 1 | 1 |
| 18 Nov | 3458.30 | 100.45 | 0 | 1.22 | 0 | 0 | 0 |
| 17 Nov | 3542.60 | 100.45 | 0 | 3.03 | 0 | 0 | 0 |
| 14 Nov | 3560.50 | 100.45 | 0 | 3.31 | 0 | 0 | 0 |
| 13 Nov | 3572.50 | 100.45 | 0 | 3.54 | 0 | 0 | 0 |
| 12 Nov | 3588.90 | 100.45 | 0 | 3.63 | 0 | 0 | 0 |
| 11 Nov | 3786.80 | 100.45 | 0 | 6.89 | 0 | 0 | 0 |
| 6 Nov | 3750.10 | 100.45 | 0 | 6.30 | 0 | 0 | 0 |
| 4 Nov | 3683.30 | 100.45 | 0 | 5.10 | 0 | 0 | 0 |
| 3 Nov | 3685.30 | 100.45 | 0 | 5.45 | 0 | 0 | 0 |
| 29 Oct | 3604.90 | 100.45 | 0 | 3.85 | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 3450 expiring on 30DEC2025
Delta for 3450 PE is -0.56
Historical price for 3450 PE is as follows
On 5 Dec PIIND was trading at 3396.10. The strike last trading price was 87.05, which was -3.6 lower than the previous day. The implied volatity was 19.78, the open interest changed by -2 which decreased total open position to 145
On 4 Dec PIIND was trading at 3409.70. The strike last trading price was 91.95, which was -17.55 lower than the previous day. The implied volatity was 22.93, the open interest changed by -2 which decreased total open position to 146
On 3 Dec PIIND was trading at 3374.60. The strike last trading price was 109.5, which was 3.8 higher than the previous day. The implied volatity was 20.94, the open interest changed by -4 which decreased total open position to 149
On 2 Dec PIIND was trading at 3374.00. The strike last trading price was 104.3, which was 2.3 higher than the previous day. The implied volatity was 19.83, the open interest changed by -11 which decreased total open position to 154
On 1 Dec PIIND was trading at 3388.90. The strike last trading price was 102, which was 2 higher than the previous day. The implied volatity was 21.94, the open interest changed by -12 which decreased total open position to 166
On 28 Nov PIIND was trading at 3395.60. The strike last trading price was 100, which was 4.05 higher than the previous day. The implied volatity was 21.62, the open interest changed by 8 which increased total open position to 179
On 27 Nov PIIND was trading at 3432.20. The strike last trading price was 94.85, which was -6.45 lower than the previous day. The implied volatity was 25.09, the open interest changed by 26 which increased total open position to 170
On 26 Nov PIIND was trading at 3438.10. The strike last trading price was 98.6, which was -12.35 lower than the previous day. The implied volatity was 26.17, the open interest changed by 39 which increased total open position to 143
On 25 Nov PIIND was trading at 3448.50. The strike last trading price was 111, which was 4.7 higher than the previous day. The implied volatity was 27.77, the open interest changed by 82 which increased total open position to 105
On 24 Nov PIIND was trading at 3425.10. The strike last trading price was 102.55, which was -14.8 lower than the previous day. The implied volatity was 25.53, the open interest changed by 1 which increased total open position to 22
On 21 Nov PIIND was trading at 3427.40. The strike last trading price was 122.45, which was 22.8 higher than the previous day. The implied volatity was 29.80, the open interest changed by 3 which increased total open position to 22
On 20 Nov PIIND was trading at 3441.10. The strike last trading price was 97.05, which was -3.3 lower than the previous day. The implied volatity was 24.39, the open interest changed by 18 which increased total open position to 19
On 19 Nov PIIND was trading at 3439.90. The strike last trading price was 100.35, which was -0.1 lower than the previous day. The implied volatity was 24.08, the open interest changed by 1 which increased total open position to 1
On 18 Nov PIIND was trading at 3458.30. The strike last trading price was 100.45, which was 0 lower than the previous day. The implied volatity was 1.22, 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 100.45, which was 0 lower than the previous day. The implied volatity was 3.03, 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 100.45, which was 0 lower than the previous day. The implied volatity was 3.31, 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 100.45, which was 0 lower than the previous day. The implied volatity was 3.54, 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 100.45, which was 0 lower than the previous day. The implied volatity was 3.63, 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 100.45, which was 0 lower than the previous day. The implied volatity was 6.89, 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 100.45, which was 0 lower than the previous day. The implied volatity was 6.30, 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 100.45, which was 0 lower than the previous day. The implied volatity was 5.10, 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 100.45, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 29 Oct PIIND was trading at 3604.90. The strike last trading price was 100.45, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0































































































































































































































