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[--[65.84.65.76]--]
PIIND
Pi Industries Ltd

3297.3 -36.35 (-1.09%)

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Historical option data for PIIND

13 Mar 2025 04:10 PM IST
PIIND 27MAR2025 3450 CE
Delta: 0.24
Vega: 2.02
Theta: -2.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 3297.30 26.5 -16.05 29.54 135 -1 222
12 Mar 3333.65 43.2 -9.6 31.43 379 34 222
11 Mar 3353.90 59.6 34.5 31.80 168 23 189
10 Mar 3253.65 26.25 -2.65 30.17 132 -5 165
7 Mar 3219.10 28 3 31.76 1,093 169 170
6 Mar 3255.60 25 -159.8 27.10 1 0 0
5 Mar 3145.35 184.8 0 8.48 0 0 0
4 Mar 3040.70 184.8 0 0.00 0 0 0
3 Mar 2987.10 184.8 0 11.73 0 0 0
28 Feb 3013.95 184.8 0 11.73 0 0 0
27 Feb 3012.45 184.8 0 11.49 0 0 0
26 Feb 3074.60 184.8 0 9.01 0 0 0
25 Feb 3084.80 184.8 0 9.01 0 0 0
24 Feb 3090.45 184.8 0 8.72 0 0 0
21 Feb 3145.40 184.8 0 6.85 0 0 0
20 Feb 3189.05 184.8 0 5.34 0 0 0
19 Feb 3203.50 184.8 0 5.41 0 0 0
18 Feb 3165.60 184.8 0 6.31 0 0 0
17 Feb 3118.60 184.8 0 7.29 0 0 0
13 Feb 3226.65 184.8 0 4.24 0 0 0
12 Feb 3356.65 184.8 0 1.34 0 0 0
11 Feb 3419.60 184.8 0 - 0 0 0
10 Feb 3524.20 184.8 0 - 0 0 0
4 Feb 3574.45 184.8 0 - 0 0 0
1 Feb 3481.70 184.8 0 - 0 0 0


For Pi Industries Ltd - strike price 3450 expiring on 27MAR2025

Delta for 3450 CE is 0.24

Historical price for 3450 CE is as follows

On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 26.5, which was -16.05 lower than the previous day. The implied volatity was 29.54, the open interest changed by -1 which decreased total open position to 222


On 12 Mar PIIND was trading at 3333.65. The strike last trading price was 43.2, which was -9.6 lower than the previous day. The implied volatity was 31.43, the open interest changed by 34 which increased total open position to 222


On 11 Mar PIIND was trading at 3353.90. The strike last trading price was 59.6, which was 34.5 higher than the previous day. The implied volatity was 31.80, the open interest changed by 23 which increased total open position to 189


On 10 Mar PIIND was trading at 3253.65. The strike last trading price was 26.25, which was -2.65 lower than the previous day. The implied volatity was 30.17, the open interest changed by -5 which decreased total open position to 165


On 7 Mar PIIND was trading at 3219.10. The strike last trading price was 28, which was 3 higher than the previous day. The implied volatity was 31.76, the open interest changed by 169 which increased total open position to 170


On 6 Mar PIIND was trading at 3255.60. The strike last trading price was 25, which was -159.8 lower than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 0


On 5 Mar PIIND was trading at 3145.35. The strike last trading price was 184.8, which was 0 lower than the previous day. The implied volatity was 8.48, 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 184.8, 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 184.8, which was 0 lower than the previous day. The implied volatity was 11.73, 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 184.8, which was 0 lower than the previous day. The implied volatity was 11.73, the open interest changed by 0 which decreased total open position to 0


On 27 Feb PIIND was trading at 3012.45. The strike last trading price was 184.8, which was 0 lower than the previous day. The implied volatity was 11.49, the open interest changed by 0 which decreased total open position to 0


On 26 Feb PIIND was trading at 3074.60. The strike last trading price was 184.8, which was 0 lower than the previous day. The implied volatity was 9.01, the open interest changed by 0 which decreased total open position to 0


On 25 Feb PIIND was trading at 3084.80. The strike last trading price was 184.8, which was 0 lower than the previous day. The implied volatity was 9.01, the open interest changed by 0 which decreased total open position to 0


On 24 Feb PIIND was trading at 3090.45. The strike last trading price was 184.8, which was 0 lower than the previous day. The implied volatity was 8.72, 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 184.8, which was 0 lower than the previous day. The implied volatity was 6.85, 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 184.8, which was 0 lower than the previous day. The implied volatity was 5.34, 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 184.8, which was 0 lower than the previous day. The implied volatity was 5.41, 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 184.8, which was 0 lower than the previous day. The implied volatity was 6.31, 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 184.8, which was 0 lower than the previous day. The implied volatity was 7.29, 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 184.8, which was 0 lower than the previous day. The implied volatity was 4.24, 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 184.8, which was 0 lower than the previous day. The implied volatity was 1.34, 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 184.8, 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 10 Feb PIIND was trading at 3524.20. The strike last trading price was 184.8, 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 184.8, 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 184.8, 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 3450 PE
Delta: -0.75
Vega: 2.05
Theta: -1.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 3297.30 170 0.9 30.38 5 -1 107
12 Mar 3333.65 169.1 30.25 39.50 14 -6 108
11 Mar 3353.90 138.25 -83.8 35.01 3 0 114
10 Mar 3253.65 222.05 1.4 39.82 29 6 113
7 Mar 3219.10 220.65 80.85 25.01 243 107 107
6 Mar 3255.60 139.8 0 - 0 0 0
5 Mar 3145.35 139.8 0 - 0 0 0
4 Mar 3040.70 139.8 0 0.00 0 0 0
3 Mar 2987.10 139.8 0 - 0 0 0
28 Feb 3013.95 139.8 0 - 0 0 0
27 Feb 3012.45 139.8 0 - 0 0 0
26 Feb 3074.60 139.8 0 - 0 0 0
25 Feb 3084.80 139.8 0 - 0 0 0
24 Feb 3090.45 139.8 0 - 0 0 0
21 Feb 3145.40 139.8 0 - 0 0 0
20 Feb 3189.05 139.8 0 - 0 0 0
19 Feb 3203.50 139.8 0 - 0 0 0
18 Feb 3165.60 139.8 0 - 0 0 0
17 Feb 3118.60 139.8 0 - 0 0 0
13 Feb 3226.65 139.8 0 - 0 0 0
12 Feb 3356.65 139.8 0 - 0 0 0
11 Feb 3419.60 139.8 0 0.30 0 0 0
10 Feb 3524.20 139.8 0 2.54 0 0 0
4 Feb 3574.45 139.8 0 3.41 0 0 0
1 Feb 3481.70 139.8 0 2.00 0 0 0


For Pi Industries Ltd - strike price 3450 expiring on 27MAR2025

Delta for 3450 PE is -0.75

Historical price for 3450 PE is as follows

On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 170, which was 0.9 higher than the previous day. The implied volatity was 30.38, the open interest changed by -1 which decreased total open position to 107


On 12 Mar PIIND was trading at 3333.65. The strike last trading price was 169.1, which was 30.25 higher than the previous day. The implied volatity was 39.50, the open interest changed by -6 which decreased total open position to 108


On 11 Mar PIIND was trading at 3353.90. The strike last trading price was 138.25, which was -83.8 lower than the previous day. The implied volatity was 35.01, the open interest changed by 0 which decreased total open position to 114


On 10 Mar PIIND was trading at 3253.65. The strike last trading price was 222.05, which was 1.4 higher than the previous day. The implied volatity was 39.82, the open interest changed by 6 which increased total open position to 113


On 7 Mar PIIND was trading at 3219.10. The strike last trading price was 220.65, which was 80.85 higher than the previous day. The implied volatity was 25.01, the open interest changed by 107 which increased total open position to 107


On 6 Mar PIIND was trading at 3255.60. The strike last trading price was 139.8, 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 Mar PIIND was trading at 3145.35. The strike last trading price was 139.8, 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 Mar PIIND was trading at 3040.70. The strike last trading price was 139.8, 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 139.8, 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 Feb PIIND was trading at 3013.95. The strike last trading price was 139.8, 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 Feb PIIND was trading at 3012.45. The strike last trading price was 139.8, 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 26 Feb PIIND was trading at 3074.60. The strike last trading price was 139.8, 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 Feb PIIND was trading at 3084.80. The strike last trading price was 139.8, 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 Feb PIIND was trading at 3090.45. The strike last trading price was 139.8, 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 21 Feb PIIND was trading at 3145.40. The strike last trading price was 139.8, 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 Feb PIIND was trading at 3189.05. The strike last trading price was 139.8, 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 139.8, 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 139.8, 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 139.8, 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 139.8, 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 139.8, 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 Feb PIIND was trading at 3419.60. The strike last trading price was 139.8, which was 0 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0


On 10 Feb PIIND was trading at 3524.20. The strike last trading price was 139.8, which was 0 lower than the previous day. The implied volatity was 2.54, 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 139.8, which was 0 lower than the previous day. The implied volatity was 3.41, 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 139.8, which was 0 lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0