PIIND
Pi Industries Ltd
Historical option data for PIIND
22 Sep 2025 04:10 PM IST
| PIIND 30SEP2025 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 1.15
Theta: -3.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3668.90 | 188.55 | -51.25 | 30.30 | 21 | 1 | 49 | |||||||||
| 19 Sept | 3731.20 | 239.8 | 11.4 | - | 27 | 3 | 49 | |||||||||
| 18 Sept | 3705.70 | 228.4 | -33 | 32.01 | 26 | 7 | 46 | |||||||||
| 17 Sept | 3753.00 | 261.4 | 18.2 | - | 11 | 0 | 39 | |||||||||
| 16 Sept | 3711.80 | 243.2 | 0 | 0.00 | 0 | -5 | 0 | |||||||||
| 15 Sept | 3723.10 | 243.2 | 11.95 | - | 18 | 1 | 45 | |||||||||
| 12 Sept | 3701.00 | 232.15 | -38.45 | 17.00 | 38 | 9 | 44 | |||||||||
| 11 Sept | 3741.10 | 270.5 | 11 | 23.31 | 22 | 2 | 35 | |||||||||
| 10 Sept | 3707.20 | 259.5 | 29.5 | 32.36 | 17 | -2 | 33 | |||||||||
| 9 Sept | 3695.50 | 230 | 0 | 0.00 | 0 | -2 | 0 | |||||||||
| 8 Sept | 3697.70 | 230 | 23.5 | 25.75 | 6 | -3 | 34 | |||||||||
| 5 Sept | 3664.00 | 203.35 | -67.7 | 23.06 | 17 | 9 | 38 | |||||||||
| 4 Sept | 3741.20 | 271.05 | -21.35 | 18.42 | 7 | 0 | 30 | |||||||||
| 3 Sept | 3757.70 | 292.4 | 0 | 0.00 | 0 | 12 | 0 | |||||||||
| 2 Sept | 3753.20 | 292.4 | -5.9 | 25.19 | 17 | 12 | 30 | |||||||||
| 1 Sept | 3767.70 | 295.85 | 27.85 | 16.89 | 17 | 5 | 16 | |||||||||
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| 29 Aug | 3694.80 | 268 | -12 | 28.15 | 2 | 1 | 11 | |||||||||
| 28 Aug | 3708.80 | 280 | -52.1 | 26.11 | 2 | 0 | 8 | |||||||||
| 26 Aug | 3787.20 | 332.1 | -403.4 | 21.34 | 8 | 4 | 4 | |||||||||
| 25 Aug | 3896.20 | 735.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Aug | 3865.10 | 735.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Aug | 3869.80 | 735.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Aug | 3796.80 | 735.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Aug | 3765.00 | 735.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Aug | 3750.40 | 735.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Aug | 3690.20 | 735.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Aug | 3772.70 | 735.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 CE is 0.87
Historical price for 3500 CE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 188.55, which was -51.25 lower than the previous day. The implied volatity was 30.30, the open interest changed by 1 which increased total open position to 49
On 19 Sept PIIND was trading at 3731.20. The strike last trading price was 239.8, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 49
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 228.4, which was -33 lower than the previous day. The implied volatity was 32.01, the open interest changed by 7 which increased total open position to 46
On 17 Sept PIIND was trading at 3753.00. The strike last trading price was 261.4, which was 18.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 16 Sept PIIND was trading at 3711.80. The strike last trading price was 243.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 15 Sept PIIND was trading at 3723.10. The strike last trading price was 243.2, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 45
On 12 Sept PIIND was trading at 3701.00. The strike last trading price was 232.15, which was -38.45 lower than the previous day. The implied volatity was 17.00, the open interest changed by 9 which increased total open position to 44
On 11 Sept PIIND was trading at 3741.10. The strike last trading price was 270.5, which was 11 higher than the previous day. The implied volatity was 23.31, the open interest changed by 2 which increased total open position to 35
On 10 Sept PIIND was trading at 3707.20. The strike last trading price was 259.5, which was 29.5 higher than the previous day. The implied volatity was 32.36, the open interest changed by -2 which decreased total open position to 33
On 9 Sept PIIND was trading at 3695.50. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 8 Sept PIIND was trading at 3697.70. The strike last trading price was 230, which was 23.5 higher than the previous day. The implied volatity was 25.75, the open interest changed by -3 which decreased total open position to 34
On 5 Sept PIIND was trading at 3664.00. The strike last trading price was 203.35, which was -67.7 lower than the previous day. The implied volatity was 23.06, the open interest changed by 9 which increased total open position to 38
On 4 Sept PIIND was trading at 3741.20. The strike last trading price was 271.05, which was -21.35 lower than the previous day. The implied volatity was 18.42, the open interest changed by 0 which decreased total open position to 30
On 3 Sept PIIND was trading at 3757.70. The strike last trading price was 292.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 2 Sept PIIND was trading at 3753.20. The strike last trading price was 292.4, which was -5.9 lower than the previous day. The implied volatity was 25.19, the open interest changed by 12 which increased total open position to 30
On 1 Sept PIIND was trading at 3767.70. The strike last trading price was 295.85, which was 27.85 higher than the previous day. The implied volatity was 16.89, the open interest changed by 5 which increased total open position to 16
On 29 Aug PIIND was trading at 3694.80. The strike last trading price was 268, which was -12 lower than the previous day. The implied volatity was 28.15, the open interest changed by 1 which increased total open position to 11
On 28 Aug PIIND was trading at 3708.80. The strike last trading price was 280, which was -52.1 lower than the previous day. The implied volatity was 26.11, the open interest changed by 0 which decreased total open position to 8
On 26 Aug PIIND was trading at 3787.20. The strike last trading price was 332.1, which was -403.4 lower than the previous day. The implied volatity was 21.34, the open interest changed by 4 which increased total open position to 4
On 25 Aug PIIND was trading at 3896.20. The strike last trading price was 735.5, 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 22 Aug PIIND was trading at 3865.10. The strike last trading price was 735.5, 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 Aug PIIND was trading at 3869.80. The strike last trading price was 735.5, 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 Aug PIIND was trading at 3796.80. The strike last trading price was 735.5, 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 Aug PIIND was trading at 3765.00. The strike last trading price was 735.5, 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 Aug PIIND was trading at 3750.40. The strike last trading price was 735.5, 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 14 Aug PIIND was trading at 3690.20. The strike last trading price was 735.5, 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 Aug PIIND was trading at 3772.70. The strike last trading price was 735.5, 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 30SEP2025 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 1.04
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3668.90 | 8.6 | 2.2 | 28.22 | 151 | -12 | 306 |
| 19 Sept | 3731.20 | 5.55 | -4.9 | 27.41 | 340 | -46 | 318 |
| 18 Sept | 3705.70 | 9.65 | 2 | 26.86 | 719 | 190 | 364 |
| 17 Sept | 3753.00 | 7.5 | -0.55 | 29.49 | 242 | -19 | 178 |
| 16 Sept | 3711.80 | 8.6 | -2.2 | 25.41 | 45 | -2 | 196 |
| 15 Sept | 3723.10 | 10.3 | -5 | 26.99 | 98 | -8 | 197 |
| 12 Sept | 3701.00 | 14.8 | 3.85 | 26.41 | 45 | -6 | 205 |
| 11 Sept | 3741.10 | 10.7 | -6.2 | 25.57 | 111 | 15 | 212 |
| 10 Sept | 3707.20 | 16.7 | -1.8 | 25.83 | 81 | -14 | 197 |
| 9 Sept | 3695.50 | 18 | -3.95 | 25.99 | 60 | 6 | 210 |
| 8 Sept | 3697.70 | 23.2 | -4.9 | 26.28 | 68 | -9 | 202 |
| 5 Sept | 3664.00 | 29.05 | 11.75 | 24.77 | 161 | 69 | 209 |
| 4 Sept | 3741.20 | 17.15 | 1.25 | 25.38 | 68 | 7 | 139 |
| 3 Sept | 3757.70 | 15.3 | -2.9 | 24.89 | 48 | 4 | 132 |
| 2 Sept | 3753.20 | 18.05 | 0.35 | 25.41 | 78 | 7 | 127 |
| 1 Sept | 3767.70 | 18.25 | -12.35 | 26.10 | 63 | -13 | 122 |
| 29 Aug | 3694.80 | 30 | 0.75 | 25.61 | 235 | 46 | 134 |
| 28 Aug | 3708.80 | 31 | 4.5 | 26.86 | 44 | 14 | 87 |
| 26 Aug | 3787.20 | 26.55 | 8.55 | 28.60 | 54 | 34 | 72 |
| 25 Aug | 3896.20 | 18 | -9 | 29.80 | 12 | -1 | 39 |
| 22 Aug | 3865.10 | 27 | 3.6 | 31.83 | 1 | 0 | 40 |
| 21 Aug | 3869.80 | 23.4 | -7.75 | 30.06 | 17 | 6 | 40 |
| 20 Aug | 3796.80 | 31.15 | -9.15 | 29.27 | 2 | 0 | 33 |
| 19 Aug | 3765.00 | 40.3 | -5.7 | 30.32 | 9 | 6 | 33 |
| 18 Aug | 3750.40 | 46 | -14 | 31.21 | 20 | 13 | 25 |
| 14 Aug | 3690.20 | 60 | 15 | 27.96 | 11 | 9 | 11 |
| 13 Aug | 3772.70 | 45 | 3.95 | 30.03 | 2 | 1 | 1 |
For Pi Industries Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 PE is -0.11
Historical price for 3500 PE is as follows
On 22 Sept PIIND was trading at 3668.90. The strike last trading price was 8.6, which was 2.2 higher than the previous day. The implied volatity was 28.22, the open interest changed by -12 which decreased total open position to 306
On 19 Sept PIIND was trading at 3731.20. The strike last trading price was 5.55, which was -4.9 lower than the previous day. The implied volatity was 27.41, the open interest changed by -46 which decreased total open position to 318
On 18 Sept PIIND was trading at 3705.70. The strike last trading price was 9.65, which was 2 higher than the previous day. The implied volatity was 26.86, the open interest changed by 190 which increased total open position to 364
On 17 Sept PIIND was trading at 3753.00. The strike last trading price was 7.5, which was -0.55 lower than the previous day. The implied volatity was 29.49, the open interest changed by -19 which decreased total open position to 178
On 16 Sept PIIND was trading at 3711.80. The strike last trading price was 8.6, which was -2.2 lower than the previous day. The implied volatity was 25.41, the open interest changed by -2 which decreased total open position to 196
On 15 Sept PIIND was trading at 3723.10. The strike last trading price was 10.3, which was -5 lower than the previous day. The implied volatity was 26.99, the open interest changed by -8 which decreased total open position to 197
On 12 Sept PIIND was trading at 3701.00. The strike last trading price was 14.8, which was 3.85 higher than the previous day. The implied volatity was 26.41, the open interest changed by -6 which decreased total open position to 205
On 11 Sept PIIND was trading at 3741.10. The strike last trading price was 10.7, which was -6.2 lower than the previous day. The implied volatity was 25.57, the open interest changed by 15 which increased total open position to 212
On 10 Sept PIIND was trading at 3707.20. The strike last trading price was 16.7, which was -1.8 lower than the previous day. The implied volatity was 25.83, the open interest changed by -14 which decreased total open position to 197
On 9 Sept PIIND was trading at 3695.50. The strike last trading price was 18, which was -3.95 lower than the previous day. The implied volatity was 25.99, the open interest changed by 6 which increased total open position to 210
On 8 Sept PIIND was trading at 3697.70. The strike last trading price was 23.2, which was -4.9 lower than the previous day. The implied volatity was 26.28, the open interest changed by -9 which decreased total open position to 202
On 5 Sept PIIND was trading at 3664.00. The strike last trading price was 29.05, which was 11.75 higher than the previous day. The implied volatity was 24.77, the open interest changed by 69 which increased total open position to 209
On 4 Sept PIIND was trading at 3741.20. The strike last trading price was 17.15, which was 1.25 higher than the previous day. The implied volatity was 25.38, the open interest changed by 7 which increased total open position to 139
On 3 Sept PIIND was trading at 3757.70. The strike last trading price was 15.3, which was -2.9 lower than the previous day. The implied volatity was 24.89, the open interest changed by 4 which increased total open position to 132
On 2 Sept PIIND was trading at 3753.20. The strike last trading price was 18.05, which was 0.35 higher than the previous day. The implied volatity was 25.41, the open interest changed by 7 which increased total open position to 127
On 1 Sept PIIND was trading at 3767.70. The strike last trading price was 18.25, which was -12.35 lower than the previous day. The implied volatity was 26.10, the open interest changed by -13 which decreased total open position to 122
On 29 Aug PIIND was trading at 3694.80. The strike last trading price was 30, which was 0.75 higher than the previous day. The implied volatity was 25.61, the open interest changed by 46 which increased total open position to 134
On 28 Aug PIIND was trading at 3708.80. The strike last trading price was 31, which was 4.5 higher than the previous day. The implied volatity was 26.86, the open interest changed by 14 which increased total open position to 87
On 26 Aug PIIND was trading at 3787.20. The strike last trading price was 26.55, which was 8.55 higher than the previous day. The implied volatity was 28.60, the open interest changed by 34 which increased total open position to 72
On 25 Aug PIIND was trading at 3896.20. The strike last trading price was 18, which was -9 lower than the previous day. The implied volatity was 29.80, the open interest changed by -1 which decreased total open position to 39
On 22 Aug PIIND was trading at 3865.10. The strike last trading price was 27, which was 3.6 higher than the previous day. The implied volatity was 31.83, the open interest changed by 0 which decreased total open position to 40
On 21 Aug PIIND was trading at 3869.80. The strike last trading price was 23.4, which was -7.75 lower than the previous day. The implied volatity was 30.06, the open interest changed by 6 which increased total open position to 40
On 20 Aug PIIND was trading at 3796.80. The strike last trading price was 31.15, which was -9.15 lower than the previous day. The implied volatity was 29.27, the open interest changed by 0 which decreased total open position to 33
On 19 Aug PIIND was trading at 3765.00. The strike last trading price was 40.3, which was -5.7 lower than the previous day. The implied volatity was 30.32, the open interest changed by 6 which increased total open position to 33
On 18 Aug PIIND was trading at 3750.40. The strike last trading price was 46, which was -14 lower than the previous day. The implied volatity was 31.21, the open interest changed by 13 which increased total open position to 25
On 14 Aug PIIND was trading at 3690.20. The strike last trading price was 60, which was 15 higher than the previous day. The implied volatity was 27.96, the open interest changed by 9 which increased total open position to 11
On 13 Aug PIIND was trading at 3772.70. The strike last trading price was 45, which was 3.95 higher than the previous day. The implied volatity was 30.03, the open interest changed by 1 which increased total open position to 1
