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

3607.45 312.65 (9.49%)

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Historical option data for PIIND

11 Apr 2025 04:10 PM IST
PIIND 24APR2025 3900 CE
Delta: 0.18
Vega: 1.81
Theta: -2.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 3607.45 26.1 23.25 39.93 3,401 377 449
9 Apr 3294.80 3.25 0.4 0.00 0 10 0
8 Apr 3287.35 3.25 -0.1 41.42 41 10 72
7 Apr 3242.05 3.35 0.9 42.36 25 6 55
4 Apr 3315.45 2.4 -4.9 32.96 26 -6 49
3 Apr 3453.35 7.5 -5.8 31.71 68 -8 55
2 Apr 3501.60 13.15 2.8 32.19 100 -3 63
1 Apr 3450.40 10.35 0.35 32.26 82 33 65
28 Mar 3428.20 10.55 -3.7 31.17 24 2 32
27 Mar 3482.65 14.25 -58.4 28.96 30 0 0
26 Mar 3428.05 72.65 0 10.69 0 0 0
25 Mar 3441.60 72.65 0 9.81 0 0 0
24 Mar 3492.50 72.65 0 8.63 0 0 0
21 Mar 3456.70 72.65 0 8.60 0 0 0
20 Mar 3422.55 72.65 0 9.39 0 0 0
18 Mar 3418.25 72.65 0 9.71 0 0 0
11 Feb 3419.60 72.65 0 6.34 0 0 0
10 Feb 3524.20 0 0 4.74 0 0 0
7 Feb 3543.85 0 0 4.24 0 0 0
6 Feb 3641.45 0 0 2.73 0 0 0
5 Feb 3596.80 0 0 3.43 0 0 0
4 Feb 3574.45 0 0 3.59 0 0 0
3 Feb 3619.45 0 0 2.98 0 0 0
1 Feb 3481.70 0 0 4.90 0 0 0


For Pi Industries Ltd - strike price 3900 expiring on 24APR2025

Delta for 3900 CE is 0.18

Historical price for 3900 CE is as follows

On 11 Apr PIIND was trading at 3607.45. The strike last trading price was 26.1, which was 23.25 higher than the previous day. The implied volatity was 39.93, the open interest changed by 377 which increased total open position to 449


On 9 Apr PIIND was trading at 3294.80. The strike last trading price was 3.25, which was 0.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 8 Apr PIIND was trading at 3287.35. The strike last trading price was 3.25, which was -0.1 lower than the previous day. The implied volatity was 41.42, the open interest changed by 10 which increased total open position to 72


On 7 Apr PIIND was trading at 3242.05. The strike last trading price was 3.35, which was 0.9 higher than the previous day. The implied volatity was 42.36, the open interest changed by 6 which increased total open position to 55


On 4 Apr PIIND was trading at 3315.45. The strike last trading price was 2.4, which was -4.9 lower than the previous day. The implied volatity was 32.96, the open interest changed by -6 which decreased total open position to 49


On 3 Apr PIIND was trading at 3453.35. The strike last trading price was 7.5, which was -5.8 lower than the previous day. The implied volatity was 31.71, the open interest changed by -8 which decreased total open position to 55


On 2 Apr PIIND was trading at 3501.60. The strike last trading price was 13.15, which was 2.8 higher than the previous day. The implied volatity was 32.19, the open interest changed by -3 which decreased total open position to 63


On 1 Apr PIIND was trading at 3450.40. The strike last trading price was 10.35, which was 0.35 higher than the previous day. The implied volatity was 32.26, the open interest changed by 33 which increased total open position to 65


On 28 Mar PIIND was trading at 3428.20. The strike last trading price was 10.55, which was -3.7 lower than the previous day. The implied volatity was 31.17, the open interest changed by 2 which increased total open position to 32


On 27 Mar PIIND was trading at 3482.65. The strike last trading price was 14.25, which was -58.4 lower than the previous day. The implied volatity was 28.96, the open interest changed by 0 which decreased total open position to 0


On 26 Mar PIIND was trading at 3428.05. The strike last trading price was 72.65, which was 0 lower than the previous day. The implied volatity was 10.69, the open interest changed by 0 which decreased total open position to 0


On 25 Mar PIIND was trading at 3441.60. The strike last trading price was 72.65, which was 0 lower than the previous day. The implied volatity was 9.81, the open interest changed by 0 which decreased total open position to 0


On 24 Mar PIIND was trading at 3492.50. The strike last trading price was 72.65, which was 0 lower than the previous day. The implied volatity was 8.63, the open interest changed by 0 which decreased total open position to 0


On 21 Mar PIIND was trading at 3456.70. The strike last trading price was 72.65, which was 0 lower than the previous day. The implied volatity was 8.60, the open interest changed by 0 which decreased total open position to 0


On 20 Mar PIIND was trading at 3422.55. The strike last trading price was 72.65, which was 0 lower than the previous day. The implied volatity was 9.39, the open interest changed by 0 which decreased total open position to 0


On 18 Mar PIIND was trading at 3418.25. The strike last trading price was 72.65, which was 0 lower than the previous day. The implied volatity was 9.71, the open interest changed by 0 which decreased total open position to 0


On 11 Feb PIIND was trading at 3419.60. The strike last trading price was 72.65, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0


On 10 Feb PIIND was trading at 3524.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0


On 7 Feb PIIND was trading at 3543.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0


On 6 Feb PIIND was trading at 3641.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0


On 5 Feb PIIND was trading at 3596.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0


On 4 Feb PIIND was trading at 3574.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0


On 3 Feb PIIND was trading at 3619.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0


On 1 Feb PIIND was trading at 3481.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0


PIIND 24APR2025 3900 PE
Delta: -0.80
Vega: 1.94
Theta: -2.38
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 3607.45 300.1 -142.25 43.57 13 1 2
9 Apr 3294.80 442.35 0 0.00 0 0 0
8 Apr 3287.35 442.35 0 0.00 0 0 0
7 Apr 3242.05 442.35 0 0.00 0 0 0
4 Apr 3315.45 442.35 0 0.00 0 0 0
3 Apr 3453.35 442.35 -36.15 37.35 2 1 2
2 Apr 3501.60 478.5 43.65 67.47 5 2 3
1 Apr 3450.40 434.85 -16.3 34.38 1 0 0
28 Mar 3428.20 451.15 0 - 0 0 0
27 Mar 3482.65 451.15 0 - 0 0 0
26 Mar 3428.05 451.15 0 - 0 0 0
25 Mar 3441.60 451.15 0 - 0 0 0
24 Mar 3492.50 451.15 0 - 0 0 0
21 Mar 3456.70 451.15 0 - 0 0 0
20 Mar 3422.55 451.15 0 - 0 0 0
18 Mar 3418.25 451.15 0 - 0 0 0
11 Feb 3419.60 0 0 - 0 0 0
10 Feb 3524.20 0 0 - 0 0 0
7 Feb 3543.85 0 0 - 0 0 0
6 Feb 3641.45 0 0 - 0 0 0
5 Feb 3596.80 0 0 - 0 0 0
4 Feb 3574.45 0 0 - 0 0 0
3 Feb 3619.45 0 0 - 0 0 0
1 Feb 3481.70 0 0 - 0 0 0


For Pi Industries Ltd - strike price 3900 expiring on 24APR2025

Delta for 3900 PE is -0.80

Historical price for 3900 PE is as follows

On 11 Apr PIIND was trading at 3607.45. The strike last trading price was 300.1, which was -142.25 lower than the previous day. The implied volatity was 43.57, the open interest changed by 1 which increased total open position to 2


On 9 Apr PIIND was trading at 3294.80. The strike last trading price was 442.35, which was 0 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 8 Apr PIIND was trading at 3287.35. The strike last trading price was 442.35, which was 0 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 7 Apr PIIND was trading at 3242.05. The strike last trading price was 442.35, which was 0 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 4 Apr PIIND was trading at 3315.45. The strike last trading price was 442.35, which was 0 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 Apr PIIND was trading at 3453.35. The strike last trading price was 442.35, which was -36.15 lower than the previous day. The implied volatity was 37.35, the open interest changed by 1 which increased total open position to 2


On 2 Apr PIIND was trading at 3501.60. The strike last trading price was 478.5, which was 43.65 higher than the previous day. The implied volatity was 67.47, the open interest changed by 2 which increased total open position to 3


On 1 Apr PIIND was trading at 3450.40. The strike last trading price was 434.85, which was -16.3 lower than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 0


On 28 Mar PIIND was trading at 3428.20. The strike last trading price was 451.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar PIIND was trading at 3482.65. The strike last trading price was 451.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Mar PIIND was trading at 3428.05. The strike last trading price was 451.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Mar PIIND was trading at 3441.60. The strike last trading price was 451.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Mar PIIND was trading at 3492.50. The strike last trading price was 451.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Mar PIIND was trading at 3456.70. The strike last trading price was 451.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar PIIND was trading at 3422.55. The strike last trading price was 451.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar PIIND was trading at 3418.25. The strike last trading price was 451.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb PIIND was trading at 3419.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb PIIND was trading at 3524.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb PIIND was trading at 3543.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb PIIND was trading at 3641.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb PIIND was trading at 3596.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb PIIND was trading at 3574.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb PIIND was trading at 3619.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb PIIND was trading at 3481.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0