PIIND
Pi Industries Ltd
Historical option data for PIIND
20 Dec 2024 04:11 PM IST
| PIIND 26DEC2024 3900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 1.61
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3813.75 | 16.35 | -28.20 | 20.84 | 1,423 | 16 | 510 | |||
| 19 Dec | 3873.60 | 44.55 | -11.15 | 21.05 | 1,932 | 75 | 496 | |||
| 18 Dec | 3884.30 | 55.7 | -8.85 | 26.19 | 2,114 | 289 | 425 | |||
| 17 Dec | 3891.70 | 64.55 | -46.95 | 28.40 | 642 | 65 | 132 | |||
| 16 Dec | 3955.95 | 111.5 | -23.50 | 29.40 | 254 | 23 | 67 | |||
| 13 Dec | 3997.00 | 135 | -50.00 | 21.76 | 633 | -208 | 44 | |||
| 12 Dec | 4051.70 | 185 | -16.25 | 22.23 | 358 | 248 | 253 | |||
| 11 Dec | 4102.30 | 201.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4114.30 | 201.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 4060.60 | 201.25 | -50.75 | 23.62 | 3 | 0 | 4 | |||
| 6 Dec | 4139.25 | 252 | -24.75 | - | 2 | 0 | 3 | |||
| 5 Dec | 4135.90 | 276.75 | 1.75 | 25.89 | 2 | 0 | 3 | |||
| 4 Dec | 4177.45 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 4138.10 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 4095.20 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 29 Nov | 4065.50 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 4042.55 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 4099.70 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 4103.80 | 275 | -62.55 | 25.58 | 2 | 0 | 3 | |||
| 25 Nov | 4125.10 | 337.55 | -58.95 | 37.62 | 2 | 0 | 3 | |||
| 22 Nov | 4116.65 | 396.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 4138.70 | 396.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4148.80 | 396.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4148.80 | 396.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 4191.95 | 396.5 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 14 Nov | 4265.25 | 396.5 | -430.15 | - | 3 | 0 | 0 | |||
| 13 Nov | 4446.15 | 826.65 | 826.65 | - | 0 | 0 | 0 | |||
| 28 Oct | 4359.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4327.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4320.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4352.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4319.00 | 0 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 3900 expiring on 26DEC2024
Delta for 3900 CE is 0.27
Historical price for 3900 CE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 16.35, which was -28.20 lower than the previous day. The implied volatity was 20.84, the open interest changed by 16 which increased total open position to 510
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 44.55, which was -11.15 lower than the previous day. The implied volatity was 21.05, the open interest changed by 75 which increased total open position to 496
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 55.7, which was -8.85 lower than the previous day. The implied volatity was 26.19, the open interest changed by 289 which increased total open position to 425
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 64.55, which was -46.95 lower than the previous day. The implied volatity was 28.40, the open interest changed by 65 which increased total open position to 132
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 111.5, which was -23.50 lower than the previous day. The implied volatity was 29.40, the open interest changed by 23 which increased total open position to 67
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 135, which was -50.00 lower than the previous day. The implied volatity was 21.76, the open interest changed by -208 which decreased total open position to 44
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 185, which was -16.25 lower than the previous day. The implied volatity was 22.23, the open interest changed by 248 which increased total open position to 253
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 201.25, 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 201.25, 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 9 Dec PIIND was trading at 4060.60. The strike last trading price was 201.25, which was -50.75 lower than the previous day. The implied volatity was 23.62, the open interest changed by 0 which decreased total open position to 4
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 252, which was -24.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 276.75, which was 1.75 higher than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 3
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 275, 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 3 Dec PIIND was trading at 4138.10. The strike last trading price was 275, 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 275, 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 275, 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 28 Nov PIIND was trading at 4042.55. The strike last trading price was 275, 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 27 Nov PIIND was trading at 4099.70. The strike last trading price was 275, 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 26 Nov PIIND was trading at 4103.80. The strike last trading price was 275, which was -62.55 lower than the previous day. The implied volatity was 25.58, the open interest changed by 0 which decreased total open position to 3
On 25 Nov PIIND was trading at 4125.10. The strike last trading price was 337.55, which was -58.95 lower than the previous day. The implied volatity was 37.62, the open interest changed by 0 which decreased total open position to 3
On 22 Nov PIIND was trading at 4116.65. The strike last trading price was 396.5, 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 21 Nov PIIND was trading at 4138.70. The strike last trading price was 396.5, 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 20 Nov PIIND was trading at 4148.80. The strike last trading price was 396.5, 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 19 Nov PIIND was trading at 4148.80. The strike last trading price was 396.5, 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 18 Nov PIIND was trading at 4191.95. The strike last trading price was 396.5, 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 396.5, which was -430.15 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 826.65, which was 826.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct PIIND was trading at 4359.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PIIND was trading at 4327.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PIIND was trading at 4320.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct PIIND was trading at 4352.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct PIIND was trading at 4319.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PIIND 26DEC2024 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 1.73
Theta: -3.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3813.75 | 90.9 | 35.40 | 26.06 | 232 | -29 | 155 |
| 19 Dec | 3873.60 | 55.5 | -8.30 | 25.48 | 299 | -35 | 186 |
| 18 Dec | 3884.30 | 63.8 | -4.50 | 25.77 | 833 | -7 | 227 |
| 17 Dec | 3891.70 | 68.3 | 23.50 | 26.10 | 730 | 8 | 242 |
| 16 Dec | 3955.95 | 44.8 | 4.80 | 27.75 | 693 | -20 | 233 |
| 13 Dec | 3997.00 | 40 | 12.95 | 28.39 | 2,047 | 53 | 253 |
| 12 Dec | 4051.70 | 27.05 | 6.30 | 28.02 | 400 | 41 | 202 |
| 11 Dec | 4102.30 | 20.75 | -1.40 | 29.02 | 31 | 17 | 161 |
| 10 Dec | 4114.30 | 22.15 | -11.95 | 30.76 | 96 | 37 | 144 |
| 9 Dec | 4060.60 | 34.1 | 12.70 | 29.07 | 88 | -16 | 111 |
| 6 Dec | 4139.25 | 21.4 | -3.40 | 27.69 | 38 | 8 | 125 |
| 5 Dec | 4135.90 | 24.8 | 2.80 | 28.21 | 106 | 0 | 117 |
| 4 Dec | 4177.45 | 22 | -3.65 | 28.81 | 165 | 18 | 119 |
| 3 Dec | 4138.10 | 25.65 | -9.85 | 27.56 | 191 | -12 | 106 |
| 2 Dec | 4095.20 | 35.5 | -13.45 | 27.48 | 69 | 20 | 117 |
| 29 Nov | 4065.50 | 48.95 | -12.45 | 28.50 | 95 | 10 | 101 |
| 28 Nov | 4042.55 | 61.4 | 11.65 | 29.55 | 74 | -2 | 91 |
| 27 Nov | 4099.70 | 49.75 | 2.75 | 29.90 | 74 | 48 | 92 |
| 26 Nov | 4103.80 | 47 | 7.00 | 29.50 | 39 | 28 | 45 |
| 25 Nov | 4125.10 | 40 | -10.50 | 28.43 | 10 | 5 | 16 |
| 22 Nov | 4116.65 | 50.5 | -11.20 | 29.86 | 7 | 0 | 11 |
| 21 Nov | 4138.70 | 61.7 | -4.30 | 33.60 | 18 | -11 | 12 |
| 20 Nov | 4148.80 | 66 | 0.00 | 32.52 | 35 | -1 | 19 |
| 19 Nov | 4148.80 | 66 | 11.85 | 32.52 | 35 | -5 | 19 |
| 18 Nov | 4191.95 | 54.15 | 3.15 | 33.45 | 4 | -1 | 24 |
| 14 Nov | 4265.25 | 51 | 19.80 | 33.80 | 86 | -36 | 25 |
| 13 Nov | 4446.15 | 31.2 | -1.05 | 37.96 | 61 | 59 | 59 |
| 28 Oct | 4359.75 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4327.65 | 32.25 | 32.25 | - | 0 | 0 | 0 |
| 24 Oct | 4320.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4352.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4319.00 | 0 | - | 0 | 0 | 0 | |
For Pi Industries Ltd - strike price 3900 expiring on 26DEC2024
Delta for 3900 PE is -0.69
Historical price for 3900 PE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 90.9, which was 35.40 higher than the previous day. The implied volatity was 26.06, the open interest changed by -29 which decreased total open position to 155
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 55.5, which was -8.30 lower than the previous day. The implied volatity was 25.48, the open interest changed by -35 which decreased total open position to 186
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 63.8, which was -4.50 lower than the previous day. The implied volatity was 25.77, the open interest changed by -7 which decreased total open position to 227
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 68.3, which was 23.50 higher than the previous day. The implied volatity was 26.10, the open interest changed by 8 which increased total open position to 242
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 44.8, which was 4.80 higher than the previous day. The implied volatity was 27.75, the open interest changed by -20 which decreased total open position to 233
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 40, which was 12.95 higher than the previous day. The implied volatity was 28.39, the open interest changed by 53 which increased total open position to 253
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 27.05, which was 6.30 higher than the previous day. The implied volatity was 28.02, the open interest changed by 41 which increased total open position to 202
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 20.75, which was -1.40 lower than the previous day. The implied volatity was 29.02, the open interest changed by 17 which increased total open position to 161
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 22.15, which was -11.95 lower than the previous day. The implied volatity was 30.76, the open interest changed by 37 which increased total open position to 144
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 34.1, which was 12.70 higher than the previous day. The implied volatity was 29.07, the open interest changed by -16 which decreased total open position to 111
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 21.4, which was -3.40 lower than the previous day. The implied volatity was 27.69, the open interest changed by 8 which increased total open position to 125
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 24.8, which was 2.80 higher than the previous day. The implied volatity was 28.21, the open interest changed by 0 which decreased total open position to 117
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 22, which was -3.65 lower than the previous day. The implied volatity was 28.81, the open interest changed by 18 which increased total open position to 119
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 25.65, which was -9.85 lower than the previous day. The implied volatity was 27.56, the open interest changed by -12 which decreased total open position to 106
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 35.5, which was -13.45 lower than the previous day. The implied volatity was 27.48, the open interest changed by 20 which increased total open position to 117
On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 48.95, which was -12.45 lower than the previous day. The implied volatity was 28.50, the open interest changed by 10 which increased total open position to 101
On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 61.4, which was 11.65 higher than the previous day. The implied volatity was 29.55, the open interest changed by -2 which decreased total open position to 91
On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 49.75, which was 2.75 higher than the previous day. The implied volatity was 29.90, the open interest changed by 48 which increased total open position to 92
On 26 Nov PIIND was trading at 4103.80. The strike last trading price was 47, which was 7.00 higher than the previous day. The implied volatity was 29.50, the open interest changed by 28 which increased total open position to 45
On 25 Nov PIIND was trading at 4125.10. The strike last trading price was 40, which was -10.50 lower than the previous day. The implied volatity was 28.43, the open interest changed by 5 which increased total open position to 16
On 22 Nov PIIND was trading at 4116.65. The strike last trading price was 50.5, which was -11.20 lower than the previous day. The implied volatity was 29.86, the open interest changed by 0 which decreased total open position to 11
On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 61.7, which was -4.30 lower than the previous day. The implied volatity was 33.60, the open interest changed by -11 which decreased total open position to 12
On 20 Nov PIIND was trading at 4148.80. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 32.52, the open interest changed by -1 which decreased total open position to 19
On 19 Nov PIIND was trading at 4148.80. The strike last trading price was 66, which was 11.85 higher than the previous day. The implied volatity was 32.52, the open interest changed by -5 which decreased total open position to 19
On 18 Nov PIIND was trading at 4191.95. The strike last trading price was 54.15, which was 3.15 higher than the previous day. The implied volatity was 33.45, the open interest changed by -1 which decreased total open position to 24
On 14 Nov PIIND was trading at 4265.25. The strike last trading price was 51, which was 19.80 higher than the previous day. The implied volatity was 33.80, the open interest changed by -36 which decreased total open position to 25
On 13 Nov PIIND was trading at 4446.15. The strike last trading price was 31.2, which was -1.05 lower than the previous day. The implied volatity was 37.96, the open interest changed by 59 which increased total open position to 59
On 28 Oct PIIND was trading at 4359.75. The strike last trading price was 32.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PIIND was trading at 4327.65. The strike last trading price was 32.25, which was 32.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PIIND was trading at 4320.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct PIIND was trading at 4352.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct PIIND was trading at 4319.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
