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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 3650 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3813.75 885 0.00 - 0 0 0
19 Dec 3873.60 885 0.00 - 0 0 0
18 Dec 3884.30 885 0.00 - 0 0 0
17 Dec 3891.70 885 0.00 - 0 0 0
16 Dec 3955.95 885 0.00 - 0 0 0
13 Dec 3997.00 885 0.00 - 0 0 0
12 Dec 4051.70 885 0.00 - 0 0 0
11 Dec 4102.30 885 0.00 - 0 0 0
2 Dec 4095.20 885 - 0 0 0


For Pi Industries Ltd - strike price 3650 expiring on 26DEC2024

Delta for 3650 CE is -

Historical price for 3650 CE is as follows

On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 885, 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 885, 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 885, 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 885, 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 885, 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 885, 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 885, 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 885, 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 885, 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 3650 PE
Delta: -0.07
Vega: 0.63
Theta: -1.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3813.75 3.7 0.60 25.76 467 10 81
19 Dec 3873.60 3.1 -1.90 28.83 258 7 71
18 Dec 3884.30 5 0.00 29.20 232 4 61
17 Dec 3891.70 5 0.05 27.51 205 15 57
16 Dec 3955.95 4.95 -0.10 31.64 72 13 42
13 Dec 3997.00 5.05 -1.20 31.07 35 8 30
12 Dec 4051.70 6.25 0.30 35.02 44 22 22
11 Dec 4102.30 5.95 0.00 14.99 0 0 0
2 Dec 4095.20 5.95 11.80 0 0 0


For Pi Industries Ltd - strike price 3650 expiring on 26DEC2024

Delta for 3650 PE is -0.07

Historical price for 3650 PE is as follows

On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 3.7, which was 0.60 higher than the previous day. The implied volatity was 25.76, the open interest changed by 10 which increased total open position to 81


On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 3.1, which was -1.90 lower than the previous day. The implied volatity was 28.83, the open interest changed by 7 which increased total open position to 71


On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 29.20, the open interest changed by 4 which increased total open position to 61


On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 5, which was 0.05 higher than the previous day. The implied volatity was 27.51, the open interest changed by 15 which increased total open position to 57


On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 4.95, which was -0.10 lower than the previous day. The implied volatity was 31.64, the open interest changed by 13 which increased total open position to 42


On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 5.05, which was -1.20 lower than the previous day. The implied volatity was 31.07, the open interest changed by 8 which increased total open position to 30


On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 6.25, which was 0.30 higher than the previous day. The implied volatity was 35.02, the open interest changed by 22 which increased total open position to 22


On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 14.99, 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 5.95, which was lower than the previous day. The implied volatity was 11.80, the open interest changed by 0 which decreased total open position to 0