PIIND
Pi Industries Ltd
Historical option data for PIIND
12 Dec 2024 11:11 AM IST
| PIIND 26DEC2024 3600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 4038.10 | 1098.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 4102.30 | 1098.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 4095.20 | 1098.2 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 3600 expiring on 26DEC2024
Delta for 3600 CE is -
Historical price for 3600 CE is as follows
On 12 Dec PIIND was trading at 4038.10. The strike last trading price was 1098.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 1098.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 1098.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PIIND 26DEC2024 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.70
Theta: -0.82
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4038.10 | 4.75 | 1.75 | 35.14 | 13 | 10 | 17 |
| 11 Dec | 4102.30 | 3 | -4.00 | 35.47 | 1 | 0 | 6 |
| 2 Dec | 4095.20 | 7 | 32.61 | 6 | 1 | 1 | |
For Pi Industries Ltd - strike price 3600 expiring on 26DEC2024
Delta for 3600 PE is -0.04
Historical price for 3600 PE is as follows
On 12 Dec PIIND was trading at 4038.10. The strike last trading price was 4.75, which was 1.75 higher than the previous day. The implied volatity was 35.14, the open interest changed by 10 which increased total open position to 17
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 3, which was -4.00 lower than the previous day. The implied volatity was 35.47, the open interest changed by 0 which decreased total open position to 6
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 7, which was lower than the previous day. The implied volatity was 32.61, the open interest changed by 1 which increased total open position to 1
