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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 3850 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4138.70 385.8 0.00 0.00 0 0 0
20 Nov 4148.80 385.8 0.00 0.00 0 0 0
19 Nov 4148.80 385.8 0.00 0.00 0 0 0
18 Nov 4191.95 385.8 0.00 0.00 0 1.5 0
14 Nov 4265.25 385.8 -449.95 - 1.5 1 1
13 Nov 4446.15 835.75 0.00 0.00 0 0 0
12 Nov 4548.90 835.75 0.00 0 0 0


For Pi Industries Ltd - strike price 3850 expiring on 28NOV2024

Delta for 3850 CE is 0.00

Historical price for 3850 CE is as follows

On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 385.8, 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 20 Nov PIIND was trading at 4148.80. The strike last trading price was 385.8, 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 19 Nov PIIND was trading at 4148.80. The strike last trading price was 385.8, 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 18 Nov PIIND was trading at 4191.95. The strike last trading price was 385.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 14 Nov PIIND was trading at 4265.25. The strike last trading price was 385.8, which was -449.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 13 Nov PIIND was trading at 4446.15. The strike last trading price was 835.75, 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 12 Nov PIIND was trading at 4548.90. The strike last trading price was 835.75, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


PIIND 28NOV2024 3850 PE
Delta: -0.08
Vega: 0.85
Theta: -2.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4138.70 8.3 -0.15 39.53 26 -14 26
20 Nov 4148.80 8.45 0.00 33.29 3 -1 40.5
19 Nov 4148.80 8.45 -2.05 33.29 3 -0.5 40.5
18 Nov 4191.95 10.5 -1.15 37.89 46 11.5 43
14 Nov 4265.25 11.65 11.65 38.11 66 17.5 17.5
13 Nov 4446.15 0 0.00 0.00 0 0 0
12 Nov 4548.90 0 0.00 0 0 0


For Pi Industries Ltd - strike price 3850 expiring on 28NOV2024

Delta for 3850 PE is -0.08

Historical price for 3850 PE is as follows

On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 8.3, which was -0.15 lower than the previous day. The implied volatity was 39.53, the open interest changed by -28 which decreased total open position to 52


On 20 Nov PIIND was trading at 4148.80. The strike last trading price was 8.45, which was 0.00 lower than the previous day. The implied volatity was 33.29, the open interest changed by -2 which decreased total open position to 81


On 19 Nov PIIND was trading at 4148.80. The strike last trading price was 8.45, which was -2.05 lower than the previous day. The implied volatity was 33.29, the open interest changed by -1 which decreased total open position to 81


On 18 Nov PIIND was trading at 4191.95. The strike last trading price was 10.5, which was -1.15 lower than the previous day. The implied volatity was 37.89, the open interest changed by 23 which increased total open position to 86


On 14 Nov PIIND was trading at 4265.25. The strike last trading price was 11.65, which was 11.65 higher than the previous day. The implied volatity was 38.11, the open interest changed by 35 which increased total open position to 35


On 13 Nov PIIND was trading at 4446.15. The strike last trading price was 0, 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 12 Nov PIIND was trading at 4548.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0