PIIND
Pi Industries Ltd
Historical option data for PIIND
21 Nov 2024 04:10 PM IST
| PIIND 28NOV2024 3800 CE | ||||||||||
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Delta: 0.90
Vega: 0.98
Theta: -4.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4138.70 | 365.75 | -405.35 | 50.53 | 1 | 0 | 0 | |||
| 20 Nov | 4148.80 | 771.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4148.80 | 771.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4191.95 | 771.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4265.25 | 771.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4446.15 | 771.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 4548.90 | 771.1 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 3800 expiring on 28NOV2024
Delta for 3800 CE is 0.90
Historical price for 3800 CE is as follows
On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 365.75, which was -405.35 lower than the previous day. The implied volatity was 50.53, 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 771.1, 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 771.1, 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 Nov PIIND was trading at 4191.95. The strike last trading price was 771.1, 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 14 Nov PIIND was trading at 4265.25. The strike last trading price was 771.1, 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 Nov PIIND was trading at 4446.15. The strike last trading price was 771.1, 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 Nov PIIND was trading at 4548.90. The strike last trading price was 771.1, 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 28NOV2024 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.71
Theta: -2.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4138.70 | 6.8 | -2.35 | 42.65 | 47.5 | -12 | 143 |
| 20 Nov | 4148.80 | 9.15 | 0.00 | 38.63 | 57 | -16 | 155.5 |
| 19 Nov | 4148.80 | 9.15 | 1.65 | 38.63 | 57 | -15.5 | 155.5 |
| 18 Nov | 4191.95 | 7.5 | -1.40 | 39.05 | 448.5 | -175.5 | 171.5 |
| 14 Nov | 4265.25 | 8.9 | -1.50 | 39.24 | 3,167 | 235 | 345.5 |
| 13 Nov | 4446.15 | 10.4 | 5.90 | 53.38 | 349.5 | 101.5 | 102.5 |
| 12 Nov | 4548.90 | 4.5 | 45.41 | 1.5 | 0 | 0.5 | |
For Pi Industries Ltd - strike price 3800 expiring on 28NOV2024
Delta for 3800 PE is -0.06
Historical price for 3800 PE is as follows
On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 6.8, which was -2.35 lower than the previous day. The implied volatity was 42.65, the open interest changed by -24 which decreased total open position to 286
On 20 Nov PIIND was trading at 4148.80. The strike last trading price was 9.15, which was 0.00 lower than the previous day. The implied volatity was 38.63, the open interest changed by -32 which decreased total open position to 311
On 19 Nov PIIND was trading at 4148.80. The strike last trading price was 9.15, which was 1.65 higher than the previous day. The implied volatity was 38.63, the open interest changed by -31 which decreased total open position to 311
On 18 Nov PIIND was trading at 4191.95. The strike last trading price was 7.5, which was -1.40 lower than the previous day. The implied volatity was 39.05, the open interest changed by -351 which decreased total open position to 343
On 14 Nov PIIND was trading at 4265.25. The strike last trading price was 8.9, which was -1.50 lower than the previous day. The implied volatity was 39.24, the open interest changed by 470 which increased total open position to 691
On 13 Nov PIIND was trading at 4446.15. The strike last trading price was 10.4, which was 5.90 higher than the previous day. The implied volatity was 53.38, the open interest changed by 203 which increased total open position to 205
On 12 Nov PIIND was trading at 4548.90. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was 45.41, the open interest changed by 0 which decreased total open position to 1
