PIIND
Pi Industries Ltd
Historical option data for PIIND
27 Dec 2024 04:10 PM IST
| PIIND 30JAN2025 3750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 4.52
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 3744.25 | 126.45 | -8.55 | 25.03 | 837 | 391 | 392 | |||
| 26 Dec | 3746.00 | 135 | -273.55 | 27.26 | 3 | 2 | 2 | |||
| 24 Dec | 3789.15 | 408.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 3800.40 | 408.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 3813.75 | 408.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 3873.60 | 408.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 3884.30 | 408.55 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 3750 expiring on 30JAN2025
Delta for 3750 CE is 0.55
Historical price for 3750 CE is as follows
On 27 Dec PIIND was trading at 3744.25. The strike last trading price was 126.45, which was -8.55 lower than the previous day. The implied volatity was 25.03, the open interest changed by 391 which increased total open position to 392
On 26 Dec PIIND was trading at 3746.00. The strike last trading price was 135, which was -273.55 lower than the previous day. The implied volatity was 27.26, the open interest changed by 2 which increased total open position to 2
On 24 Dec PIIND was trading at 3789.15. The strike last trading price was 408.55, 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 23 Dec PIIND was trading at 3800.40. The strike last trading price was 408.55, 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 20 Dec PIIND was trading at 3813.75. The strike last trading price was 408.55, 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 408.55, 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 408.55, 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 30JAN2025 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 4.52
Theta: -1.35
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 3744.25 | 113.65 | 11.55 | 27.70 | 584 | 227 | 285 |
| 26 Dec | 3746.00 | 102.1 | 2.10 | 24.19 | 87 | 58 | 59 |
| 24 Dec | 3789.15 | 100 | 30.95 | 28.52 | 1 | 0 | 0 |
| 23 Dec | 3800.40 | 69.05 | 0.00 | 1.95 | 0 | 0 | 0 |
| 20 Dec | 3813.75 | 69.05 | 0.00 | 2.50 | 0 | 0 | 0 |
| 19 Dec | 3873.60 | 69.05 | 0.00 | 3.72 | 0 | 0 | 0 |
| 18 Dec | 3884.30 | 69.05 | 3.38 | 0 | 0 | 0 | |
For Pi Industries Ltd - strike price 3750 expiring on 30JAN2025
Delta for 3750 PE is -0.45
Historical price for 3750 PE is as follows
On 27 Dec PIIND was trading at 3744.25. The strike last trading price was 113.65, which was 11.55 higher than the previous day. The implied volatity was 27.70, the open interest changed by 227 which increased total open position to 285
On 26 Dec PIIND was trading at 3746.00. The strike last trading price was 102.1, which was 2.10 higher than the previous day. The implied volatity was 24.19, the open interest changed by 58 which increased total open position to 59
On 24 Dec PIIND was trading at 3789.15. The strike last trading price was 100, which was 30.95 higher than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 0
On 23 Dec PIIND was trading at 3800.40. The strike last trading price was 69.05, which was 0.00 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 69.05, which was 0.00 lower than the previous day. The implied volatity was 2.50, 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 69.05, which was 0.00 lower than the previous day. The implied volatity was 3.72, 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 69.05, which was lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
