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

3277.1 35.05 (1.08%)

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Historical option data for PIIND

08 Apr 2025 05:50 PM IST
PIIND 24APR2025 3650 CE
Delta: 0.12
Vega: 1.39
Theta: -1.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 3287.35 15.75 -1.5 39.59 14 -13 80
7 Apr 3242.05 17.25 4.7 42.15 2 -1 93
4 Apr 3315.45 12.45 -22 30.00 65 30 91
3 Apr 3453.35 34.4 -19.9 29.32 142 -12 62
2 Apr 3501.60 54.5 13.3 30.82 79 6 72
1 Apr 3450.40 41.2 1.7 29.91 65 14 66
28 Mar 3428.20 42.35 -15.3 29.85 110 29 52
27 Mar 3482.65 57.65 -13.5 27.43 1 0 22
26 Mar 3428.05 71.15 0 0.00 0 0 0
25 Mar 3441.60 71.15 0 0.00 0 9 0
24 Mar 3492.50 71.15 20.1 30.32 12 2 15
21 Mar 3456.70 54.55 7.8 26.30 13 9 14
20 Mar 3422.55 46.75 35.05 27.49 5 0 0
18 Mar 3418.25 11.7 0 4.63 0 0 0
13 Mar 3297.30 11.7 0 6.75 0 0 0
12 Mar 3333.65 11.7 0 5.72 0 0 0
11 Mar 3353.90 11.7 0 5.12 0 0 0


For Pi Industries Ltd - strike price 3650 expiring on 24APR2025

Delta for 3650 CE is 0.12

Historical price for 3650 CE is as follows

On 8 Apr PIIND was trading at 3287.35. The strike last trading price was 15.75, which was -1.5 lower than the previous day. The implied volatity was 39.59, the open interest changed by -13 which decreased total open position to 80


On 7 Apr PIIND was trading at 3242.05. The strike last trading price was 17.25, which was 4.7 higher than the previous day. The implied volatity was 42.15, the open interest changed by -1 which decreased total open position to 93


On 4 Apr PIIND was trading at 3315.45. The strike last trading price was 12.45, which was -22 lower than the previous day. The implied volatity was 30.00, the open interest changed by 30 which increased total open position to 91


On 3 Apr PIIND was trading at 3453.35. The strike last trading price was 34.4, which was -19.9 lower than the previous day. The implied volatity was 29.32, the open interest changed by -12 which decreased total open position to 62


On 2 Apr PIIND was trading at 3501.60. The strike last trading price was 54.5, which was 13.3 higher than the previous day. The implied volatity was 30.82, the open interest changed by 6 which increased total open position to 72


On 1 Apr PIIND was trading at 3450.40. The strike last trading price was 41.2, which was 1.7 higher than the previous day. The implied volatity was 29.91, the open interest changed by 14 which increased total open position to 66


On 28 Mar PIIND was trading at 3428.20. The strike last trading price was 42.35, which was -15.3 lower than the previous day. The implied volatity was 29.85, the open interest changed by 29 which increased total open position to 52


On 27 Mar PIIND was trading at 3482.65. The strike last trading price was 57.65, which was -13.5 lower than the previous day. The implied volatity was 27.43, the open interest changed by 0 which decreased total open position to 22


On 26 Mar PIIND was trading at 3428.05. The strike last trading price was 71.15, 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 25 Mar PIIND was trading at 3441.60. The strike last trading price was 71.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 24 Mar PIIND was trading at 3492.50. The strike last trading price was 71.15, which was 20.1 higher than the previous day. The implied volatity was 30.32, the open interest changed by 2 which increased total open position to 15


On 21 Mar PIIND was trading at 3456.70. The strike last trading price was 54.55, which was 7.8 higher than the previous day. The implied volatity was 26.30, the open interest changed by 9 which increased total open position to 14


On 20 Mar PIIND was trading at 3422.55. The strike last trading price was 46.75, which was 35.05 higher than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 0


On 18 Mar PIIND was trading at 3418.25. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0


On 13 Mar PIIND was trading at 3297.30. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0


On 12 Mar PIIND was trading at 3333.65. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0


On 11 Mar PIIND was trading at 3353.90. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0


PIIND 24APR2025 3650 PE
Delta: -0.78
Vega: 2.05
Theta: -2.90
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 3287.35 394.8 -36.55 57.98 1 0 19
7 Apr 3242.05 431.35 201.15 62.05 5 -3 21
4 Apr 3315.45 230.2 0 0.00 0 0 0
3 Apr 3453.35 230.2 36.05 35.47 3 -1 23
2 Apr 3501.60 191.35 -28.2 32.73 18 1 23
1 Apr 3450.40 220.25 -14.05 31.97 34 17 21
28 Mar 3428.20 236.95 48.95 29.96 5 3 4
27 Mar 3482.65 188 -421.3 27.91 1 0 0
26 Mar 3428.05 609.3 0 - 0 0 0
25 Mar 3441.60 609.3 0 - 0 0 0
24 Mar 3492.50 609.3 0 - 0 0 0
21 Mar 3456.70 609.3 0 - 0 0 0
20 Mar 3422.55 609.3 0 - 0 0 0
18 Mar 3418.25 609.3 0 - 0 0 0
13 Mar 3297.30 609.3 0 - 0 0 0
12 Mar 3333.65 609.3 0 - 0 0 0
11 Mar 3353.90 609.3 0 - 0 0 0


For Pi Industries Ltd - strike price 3650 expiring on 24APR2025

Delta for 3650 PE is -0.78

Historical price for 3650 PE is as follows

On 8 Apr PIIND was trading at 3287.35. The strike last trading price was 394.8, which was -36.55 lower than the previous day. The implied volatity was 57.98, the open interest changed by 0 which decreased total open position to 19


On 7 Apr PIIND was trading at 3242.05. The strike last trading price was 431.35, which was 201.15 higher than the previous day. The implied volatity was 62.05, the open interest changed by -3 which decreased total open position to 21


On 4 Apr PIIND was trading at 3315.45. The strike last trading price was 230.2, 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 Apr PIIND was trading at 3453.35. The strike last trading price was 230.2, which was 36.05 higher than the previous day. The implied volatity was 35.47, the open interest changed by -1 which decreased total open position to 23


On 2 Apr PIIND was trading at 3501.60. The strike last trading price was 191.35, which was -28.2 lower than the previous day. The implied volatity was 32.73, the open interest changed by 1 which increased total open position to 23


On 1 Apr PIIND was trading at 3450.40. The strike last trading price was 220.25, which was -14.05 lower than the previous day. The implied volatity was 31.97, the open interest changed by 17 which increased total open position to 21


On 28 Mar PIIND was trading at 3428.20. The strike last trading price was 236.95, which was 48.95 higher than the previous day. The implied volatity was 29.96, the open interest changed by 3 which increased total open position to 4


On 27 Mar PIIND was trading at 3482.65. The strike last trading price was 188, which was -421.3 lower than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 0


On 26 Mar PIIND was trading at 3428.05. The strike last trading price was 609.3, 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 Mar PIIND was trading at 3441.60. The strike last trading price was 609.3, 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 Mar PIIND was trading at 3492.50. The strike last trading price was 609.3, 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 Mar PIIND was trading at 3456.70. The strike last trading price was 609.3, 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 Mar PIIND was trading at 3422.55. The strike last trading price was 609.3, 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 Mar PIIND was trading at 3418.25. The strike last trading price was 609.3, 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 Mar PIIND was trading at 3297.30. The strike last trading price was 609.3, 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 Mar PIIND was trading at 3333.65. The strike last trading price was 609.3, 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 Mar PIIND was trading at 3353.90. The strike last trading price was 609.3, 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