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

4022.5 -79.80 (-1.95%)

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Historical option data for PIIND

12 Dec 2024 11:01 AM IST
PIIND 26DEC2024 3600 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4020.85 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 4020.85. 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: -0.05
Vega: 0.76
Theta: -0.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4020.85 5.4 2.40 35.24 12 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 -0.05

Historical price for 3600 PE is as follows

On 12 Dec PIIND was trading at 4020.85. The strike last trading price was 5.4, which was 2.40 higher than the previous day. The implied volatity was 35.24, 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