PIIND
Pi Industries Ltd
Historical option data for PIIND
20 Dec 2024 04:11 PM IST
| PIIND 26DEC2024 3850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 1.93
Theta: -3.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3813.75 | 29.7 | -42.70 | 18.91 | 611 | 11 | 93 | |||
| 19 Dec | 3873.60 | 72.4 | -9.05 | 20.59 | 387 | 39 | 81 | |||
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| 18 Dec | 3884.30 | 81.45 | -10.00 | 25.78 | 87 | 34 | 44 | |||
| 17 Dec | 3891.70 | 91.45 | -82.45 | 28.66 | 15 | 5 | 8 | |||
| 16 Dec | 3955.95 | 173.9 | -30.45 | 42.18 | 3 | -1 | 3 | |||
| 13 Dec | 3997.00 | 204.35 | -17.45 | 35.46 | 3 | 2 | 5 | |||
| 12 Dec | 4051.70 | 221.8 | -120.85 | 15.93 | 1 | 0 | 3 | |||
| 11 Dec | 4102.30 | 342.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4114.30 | 342.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4060.60 | 342.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4139.25 | 342.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 4135.90 | 342.65 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 4 Dec | 4177.45 | 342.65 | -356.55 | - | 3 | 2 | 2 | |||
| 3 Dec | 4138.10 | 699.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 4095.20 | 699.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4065.50 | 699.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4042.55 | 699.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4099.70 | 699.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4103.80 | 699.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4125.10 | 699.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4116.65 | 699.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4138.70 | 699.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4148.80 | 699.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4148.80 | 699.2 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 3850 expiring on 26DEC2024
Delta for 3850 CE is 0.44
Historical price for 3850 CE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 29.7, which was -42.70 lower than the previous day. The implied volatity was 18.91, the open interest changed by 11 which increased total open position to 93
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 72.4, which was -9.05 lower than the previous day. The implied volatity was 20.59, the open interest changed by 39 which increased total open position to 81
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 81.45, which was -10.00 lower than the previous day. The implied volatity was 25.78, the open interest changed by 34 which increased total open position to 44
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 91.45, which was -82.45 lower than the previous day. The implied volatity was 28.66, the open interest changed by 5 which increased total open position to 8
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 173.9, which was -30.45 lower than the previous day. The implied volatity was 42.18, the open interest changed by -1 which decreased total open position to 3
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 204.35, which was -17.45 lower than the previous day. The implied volatity was 35.46, the open interest changed by 2 which increased total open position to 5
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 221.8, which was -120.85 lower than the previous day. The implied volatity was 15.93, the open interest changed by 0 which decreased total open position to 3
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 342.65, 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 342.65, 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 342.65, 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 342.65, 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 342.65, 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 4 Dec PIIND was trading at 4177.45. The strike last trading price was 342.65, which was -356.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 699.2, 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 2 Dec PIIND was trading at 4095.20. The strike last trading price was 699.2, 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 29 Nov PIIND was trading at 4065.50. The strike last trading price was 699.2, 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 28 Nov PIIND was trading at 4042.55. The strike last trading price was 699.2, 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 27 Nov PIIND was trading at 4099.70. The strike last trading price was 699.2, 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 699.2, 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 699.2, 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 699.2, 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 699.2, 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 699.2, 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 699.2, 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 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 1.94
Theta: -3.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3813.75 | 53.95 | 21.05 | 23.23 | 661 | 43 | 157 |
| 19 Dec | 3873.60 | 32.9 | -3.25 | 25.13 | 862 | -22 | 117 |
| 18 Dec | 3884.30 | 36.15 | -6.50 | 23.73 | 269 | -22 | 140 |
| 17 Dec | 3891.70 | 42.65 | 14.45 | 25.13 | 265 | 31 | 163 |
| 16 Dec | 3955.95 | 28.2 | 3.05 | 27.47 | 441 | 24 | 134 |
| 13 Dec | 3997.00 | 25.15 | 6.70 | 27.70 | 341 | 9 | 112 |
| 12 Dec | 4051.70 | 18.45 | 4.45 | 28.55 | 129 | 23 | 104 |
| 11 Dec | 4102.30 | 14 | -5.05 | 29.40 | 7 | -2 | 79 |
| 10 Dec | 4114.30 | 19.05 | -6.05 | 33.18 | 1 | 0 | 81 |
| 9 Dec | 4060.60 | 25.1 | 10.50 | 29.79 | 18 | 0 | 83 |
| 6 Dec | 4139.25 | 14.6 | -4.35 | 27.84 | 35 | 8 | 88 |
| 5 Dec | 4135.90 | 18.95 | 2.30 | 29.15 | 32 | -13 | 79 |
| 4 Dec | 4177.45 | 16.65 | 1.55 | 29.59 | 18 | 6 | 91 |
| 3 Dec | 4138.10 | 15.1 | -28.45 | 26.25 | 86 | 81 | 82 |
| 2 Dec | 4095.20 | 43.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4065.50 | 43.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 4042.55 | 43.55 | 25.60 | 28.48 | 1 | 0 | 0 |
| 27 Nov | 4099.70 | 17.95 | 0.00 | 6.28 | 0 | 0 | 0 |
| 26 Nov | 4103.80 | 17.95 | 0.00 | 6.46 | 0 | 0 | 0 |
| 25 Nov | 4125.10 | 17.95 | 0.00 | 6.81 | 0 | 0 | 0 |
| 22 Nov | 4116.65 | 17.95 | 0.00 | 6.47 | 0 | 0 | 0 |
| 21 Nov | 4138.70 | 17.95 | 0.00 | 6.77 | 0 | 0 | 0 |
| 20 Nov | 4148.80 | 17.95 | 0.00 | 6.23 | 0 | 0 | 0 |
| 19 Nov | 4148.80 | 17.95 | 6.23 | 0 | 0 | 0 | |
For Pi Industries Ltd - strike price 3850 expiring on 26DEC2024
Delta for 3850 PE is -0.55
Historical price for 3850 PE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 53.95, which was 21.05 higher than the previous day. The implied volatity was 23.23, the open interest changed by 43 which increased total open position to 157
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 32.9, which was -3.25 lower than the previous day. The implied volatity was 25.13, the open interest changed by -22 which decreased total open position to 117
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 36.15, which was -6.50 lower than the previous day. The implied volatity was 23.73, the open interest changed by -22 which decreased total open position to 140
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 42.65, which was 14.45 higher than the previous day. The implied volatity was 25.13, the open interest changed by 31 which increased total open position to 163
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 28.2, which was 3.05 higher than the previous day. The implied volatity was 27.47, the open interest changed by 24 which increased total open position to 134
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 25.15, which was 6.70 higher than the previous day. The implied volatity was 27.70, the open interest changed by 9 which increased total open position to 112
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 18.45, which was 4.45 higher than the previous day. The implied volatity was 28.55, the open interest changed by 23 which increased total open position to 104
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 14, which was -5.05 lower than the previous day. The implied volatity was 29.40, the open interest changed by -2 which decreased total open position to 79
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 19.05, which was -6.05 lower than the previous day. The implied volatity was 33.18, the open interest changed by 0 which decreased total open position to 81
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 25.1, which was 10.50 higher than the previous day. The implied volatity was 29.79, the open interest changed by 0 which decreased total open position to 83
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 14.6, which was -4.35 lower than the previous day. The implied volatity was 27.84, the open interest changed by 8 which increased total open position to 88
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 18.95, which was 2.30 higher than the previous day. The implied volatity was 29.15, the open interest changed by -13 which decreased total open position to 79
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 16.65, which was 1.55 higher than the previous day. The implied volatity was 29.59, the open interest changed by 6 which increased total open position to 91
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 15.1, which was -28.45 lower than the previous day. The implied volatity was 26.25, the open interest changed by 81 which increased total open position to 82
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 43.55, 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 43.55, 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 28 Nov PIIND was trading at 4042.55. The strike last trading price was 43.55, which was 25.60 higher than the previous day. The implied volatity was 28.48, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 6.28, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 6.46, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 6.81, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 6.47, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 6.77, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 6.23, 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 17.95, which was lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
