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

3813.75 -59.85 (-1.55%)

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Historical option data for PIIND

20 Dec 2024 04:11 PM IST
PIIND 26DEC2024 3600 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3813.75 1098.2 0.00 - 0 0 0
19 Dec 3873.60 1098.2 0.00 - 0 0 0
18 Dec 3884.30 1098.2 0.00 - 0 0 0
17 Dec 3891.70 1098.2 0.00 - 0 0 0
16 Dec 3955.95 1098.2 0.00 - 0 0 0
13 Dec 3997.00 1098.2 0.00 - 0 0 0
12 Dec 4051.70 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 20 Dec PIIND was trading at 3813.75. 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 19 Dec PIIND was trading at 3873.60. 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 18 Dec PIIND was trading at 3884.30. 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 17 Dec PIIND was trading at 3891.70. 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 16 Dec PIIND was trading at 3955.95. 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 13 Dec PIIND was trading at 3997.00. 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 12 Dec PIIND was trading at 4051.70. 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: 0.49
Theta: -1.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3813.75 3 0.95 29.94 294 -1 85
19 Dec 3873.60 2.05 -1.45 31.17 444 0 88
18 Dec 3884.30 3.5 -0.65 31.58 113 25 89
17 Dec 3891.70 4.15 0.70 30.81 91 -13 72
16 Dec 3955.95 3.45 -0.20 33.35 172 10 85
13 Dec 3997.00 3.65 -0.65 32.57 862 61 77
12 Dec 4051.70 4.3 1.30 35.82 20 7 14
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 20 Dec PIIND was trading at 3813.75. The strike last trading price was 3, which was 0.95 higher than the previous day. The implied volatity was 29.94, the open interest changed by -1 which decreased total open position to 85


On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 2.05, which was -1.45 lower than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 88


On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 3.5, which was -0.65 lower than the previous day. The implied volatity was 31.58, the open interest changed by 25 which increased total open position to 89


On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 4.15, which was 0.70 higher than the previous day. The implied volatity was 30.81, the open interest changed by -13 which decreased total open position to 72


On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 3.45, which was -0.20 lower than the previous day. The implied volatity was 33.35, the open interest changed by 10 which increased total open position to 85


On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 3.65, which was -0.65 lower than the previous day. The implied volatity was 32.57, the open interest changed by 61 which increased total open position to 77


On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 4.3, which was 1.30 higher than the previous day. The implied volatity was 35.82, the open interest changed by 7 which increased total open position to 14


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