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

4138.7 -10.10 (-0.24%)

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Historical option data for PIIND

21 Nov 2024 04:10 PM IST
PIIND 28NOV2024 3800 CE
Delta: 0.90
Vega: 0.98
Theta: -4.46
Gamma: 0.00
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
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
Delta: -0.06
Vega: 0.71
Theta: -2.08
Gamma: 0.00
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