PIIND
Pi Industries Ltd
Historical option data for PIIND
20 Dec 2024 04:11 PM IST
| PIIND 26DEC2024 3800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 1.81
Theta: -3.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3813.75 | 54.7 | -52.95 | 18.00 | 182 | 19 | 46 | |||
| 19 Dec | 3873.60 | 107.65 | -1.15 | 19.31 | 114 | 7 | 26 | |||
| 18 Dec | 3884.30 | 108.8 | -17.80 | 22.57 | 24 | 2 | 18 | |||
| 17 Dec | 3891.70 | 126.6 | -60.75 | 30.22 | 9 | 3 | 16 | |||
| 16 Dec | 3955.95 | 187.35 | -27.10 | 31.99 | 11 | 6 | 12 | |||
| 13 Dec | 3997.00 | 214.45 | -125.05 | 18.35 | 10 | 3 | 6 | |||
| 12 Dec | 4051.70 | 339.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 4102.30 | 339.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4114.30 | 339.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4060.60 | 339.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4139.25 | 339.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 4135.90 | 339.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 4177.45 | 339.5 | -0.50 | - | 1 | 0 | 2 | |||
| 3 Dec | 4138.10 | 340 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 4095.20 | 340 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 4065.50 | 340 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 28 Nov | 4042.55 | 340 | -574.60 | 39.33 | 2 | 0 | 0 | |||
| 27 Nov | 4099.70 | 914.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4103.80 | 914.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4125.10 | 914.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4116.65 | 914.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Nov | 4138.70 | 914.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4148.80 | 914.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4148.80 | 914.6 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 3800 expiring on 26DEC2024
Delta for 3800 CE is 0.65
Historical price for 3800 CE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 54.7, which was -52.95 lower than the previous day. The implied volatity was 18.00, the open interest changed by 19 which increased total open position to 46
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 107.65, which was -1.15 lower than the previous day. The implied volatity was 19.31, the open interest changed by 7 which increased total open position to 26
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 108.8, which was -17.80 lower than the previous day. The implied volatity was 22.57, the open interest changed by 2 which increased total open position to 18
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 126.6, which was -60.75 lower than the previous day. The implied volatity was 30.22, the open interest changed by 3 which increased total open position to 16
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 187.35, which was -27.10 lower than the previous day. The implied volatity was 31.99, the open interest changed by 6 which increased total open position to 12
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 214.45, which was -125.05 lower than the previous day. The implied volatity was 18.35, the open interest changed by 3 which increased total open position to 6
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 339.5, which was 0.00 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 11 Dec PIIND was trading at 4102.30. The strike last trading price was 339.5, which was 0.00 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 10 Dec PIIND was trading at 4114.30. The strike last trading price was 339.5, which was 0.00 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 9 Dec PIIND was trading at 4060.60. The strike last trading price was 339.5, which was 0.00 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 6 Dec PIIND was trading at 4139.25. The strike last trading price was 339.5, which was 0.00 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 5 Dec PIIND was trading at 4135.90. The strike last trading price was 339.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 339.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 340, which was 0.00 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 2 Dec PIIND was trading at 4095.20. The strike last trading price was 340, which was 0.00 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 29 Nov PIIND was trading at 4065.50. The strike last trading price was 340, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 340, which was -574.60 lower than the previous day. The implied volatity was 39.33, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 914.6, 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 26 Nov PIIND was trading at 4103.80. The strike last trading price was 914.6, 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 25 Nov PIIND was trading at 4125.10. The strike last trading price was 914.6, 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 22 Nov PIIND was trading at 4116.65. The strike last trading price was 914.6, 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 21 Nov PIIND was trading at 4138.70. The strike last trading price was 914.6, 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 Nov PIIND was trading at 4148.80. The strike last trading price was 914.6, 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 Nov PIIND was trading at 4148.80. The strike last trading price was 914.6, 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 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 1.87
Theta: -3.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3813.75 | 31.5 | 14.80 | 23.88 | 687 | -21 | 237 |
| 19 Dec | 3873.60 | 16.7 | -5.20 | 24.34 | 393 | 17 | 257 |
| 18 Dec | 3884.30 | 21.9 | -5.60 | 24.69 | 671 | -91 | 243 |
| 17 Dec | 3891.70 | 27.5 | 8.60 | 26.05 | 1,308 | 42 | 342 |
| 16 Dec | 3955.95 | 18.9 | 1.45 | 28.62 | 442 | -3 | 296 |
| 13 Dec | 3997.00 | 17.45 | 4.85 | 28.67 | 2,828 | -30 | 297 |
| 12 Dec | 4051.70 | 12.6 | 1.75 | 29.29 | 333 | 16 | 329 |
| 11 Dec | 4102.30 | 10.85 | -1.80 | 31.05 | 24 | -3 | 313 |
| 10 Dec | 4114.30 | 12.65 | -5.75 | 33.02 | 50 | -13 | 317 |
| 9 Dec | 4060.60 | 18.4 | 6.90 | 30.60 | 160 | -26 | 329 |
| 6 Dec | 4139.25 | 11.5 | -3.10 | 29.24 | 126 | 40 | 355 |
| 5 Dec | 4135.90 | 14.6 | 2.35 | 30.20 | 179 | -27 | 316 |
| 4 Dec | 4177.45 | 12.25 | -2.05 | 30.19 | 564 | -56 | 359 |
| 3 Dec | 4138.10 | 14.3 | -4.90 | 28.93 | 153 | 5 | 419 |
| 2 Dec | 4095.20 | 19.2 | -9.15 | 28.24 | 254 | 174 | 416 |
| 29 Nov | 4065.50 | 28.35 | -9.65 | 29.10 | 130 | 47 | 241 |
| 28 Nov | 4042.55 | 38 | 6.85 | 30.36 | 127 | 55 | 193 |
| 27 Nov | 4099.70 | 31.15 | 1.15 | 30.92 | 64 | 42 | 135 |
| 26 Nov | 4103.80 | 30 | 3.60 | 30.75 | 37 | 19 | 87 |
| 25 Nov | 4125.10 | 26.4 | -10.60 | 30.16 | 70 | 57 | 68 |
| 22 Nov | 4116.65 | 37 | 0.00 | 32.10 | 49 | 22 | 33 |
| 21 Nov | 4138.70 | 37 | -4.90 | 32.90 | 16 | 5 | 10 |
| 20 Nov | 4148.80 | 41.9 | 0.00 | 32.44 | 11 | 5 | 1 |
| 19 Nov | 4148.80 | 41.9 | 32.44 | 11 | 1 | 1 | |
For Pi Industries Ltd - strike price 3800 expiring on 26DEC2024
Delta for 3800 PE is -0.38
Historical price for 3800 PE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 31.5, which was 14.80 higher than the previous day. The implied volatity was 23.88, the open interest changed by -21 which decreased total open position to 237
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 16.7, which was -5.20 lower than the previous day. The implied volatity was 24.34, the open interest changed by 17 which increased total open position to 257
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 21.9, which was -5.60 lower than the previous day. The implied volatity was 24.69, the open interest changed by -91 which decreased total open position to 243
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 27.5, which was 8.60 higher than the previous day. The implied volatity was 26.05, the open interest changed by 42 which increased total open position to 342
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 18.9, which was 1.45 higher than the previous day. The implied volatity was 28.62, the open interest changed by -3 which decreased total open position to 296
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 17.45, which was 4.85 higher than the previous day. The implied volatity was 28.67, the open interest changed by -30 which decreased total open position to 297
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 12.6, which was 1.75 higher than the previous day. The implied volatity was 29.29, the open interest changed by 16 which increased total open position to 329
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 10.85, which was -1.80 lower than the previous day. The implied volatity was 31.05, the open interest changed by -3 which decreased total open position to 313
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 12.65, which was -5.75 lower than the previous day. The implied volatity was 33.02, the open interest changed by -13 which decreased total open position to 317
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 18.4, which was 6.90 higher than the previous day. The implied volatity was 30.60, the open interest changed by -26 which decreased total open position to 329
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 11.5, which was -3.10 lower than the previous day. The implied volatity was 29.24, the open interest changed by 40 which increased total open position to 355
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 14.6, which was 2.35 higher than the previous day. The implied volatity was 30.20, the open interest changed by -27 which decreased total open position to 316
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 12.25, which was -2.05 lower than the previous day. The implied volatity was 30.19, the open interest changed by -56 which decreased total open position to 359
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 14.3, which was -4.90 lower than the previous day. The implied volatity was 28.93, the open interest changed by 5 which increased total open position to 419
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 19.2, which was -9.15 lower than the previous day. The implied volatity was 28.24, the open interest changed by 174 which increased total open position to 416
On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 28.35, which was -9.65 lower than the previous day. The implied volatity was 29.10, the open interest changed by 47 which increased total open position to 241
On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 38, which was 6.85 higher than the previous day. The implied volatity was 30.36, the open interest changed by 55 which increased total open position to 193
On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 31.15, which was 1.15 higher than the previous day. The implied volatity was 30.92, the open interest changed by 42 which increased total open position to 135
On 26 Nov PIIND was trading at 4103.80. The strike last trading price was 30, which was 3.60 higher than the previous day. The implied volatity was 30.75, the open interest changed by 19 which increased total open position to 87
On 25 Nov PIIND was trading at 4125.10. The strike last trading price was 26.4, which was -10.60 lower than the previous day. The implied volatity was 30.16, the open interest changed by 57 which increased total open position to 68
On 22 Nov PIIND was trading at 4116.65. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was 32.10, the open interest changed by 22 which increased total open position to 33
On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 37, which was -4.90 lower than the previous day. The implied volatity was 32.90, the open interest changed by 5 which increased total open position to 10
On 20 Nov PIIND was trading at 4148.80. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 32.44, the open interest changed by 5 which increased total open position to 1
On 19 Nov PIIND was trading at 4148.80. The strike last trading price was 41.9, which was lower than the previous day. The implied volatity was 32.44, the open interest changed by 1 which increased total open position to 1
