PIIND
Pi Industries Ltd
Historical option data for PIIND
12 Dec 2024 11:01 AM IST
| PIIND 26DEC2024 3950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 2.88
Theta: -3.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4020.85 | 134.6 | -150.50 | 27.05 | 1 | 0 | 7 | |||
| 11 Dec | 4102.30 | 285.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4114.30 | 285.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4060.60 | 285.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4139.25 | 285.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 4135.90 | 285.1 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 4 Dec | 4177.45 | 285.1 | 66.25 | 31.73 | 16 | 3 | 6 | |||
| 3 Dec | 4138.10 | 218.85 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 2 Dec | 4095.20 | 218.85 | -392.35 | 28.62 | 3 | 0 | 0 | |||
| 29 Nov | 4065.50 | 611.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4042.55 | 611.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4099.70 | 611.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4103.80 | 611.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4125.10 | 611.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4116.65 | 611.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4138.70 | 611.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4148.80 | 611.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4148.80 | 611.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4191.95 | 611.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 4265.25 | 611.2 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 3950 expiring on 26DEC2024
Delta for 3950 CE is 0.67
Historical price for 3950 CE is as follows
On 12 Dec PIIND was trading at 4020.85. The strike last trading price was 134.6, which was -150.50 lower than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 7
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 285.1, 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 285.1, 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 285.1, 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 285.1, 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 285.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 285.1, which was 66.25 higher than the previous day. The implied volatity was 31.73, the open interest changed by 3 which increased total open position to 6
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 218.85, 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 2 Dec PIIND was trading at 4095.20. The strike last trading price was 218.85, which was -392.35 lower than the previous day. The implied volatity was 28.62, 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 611.2, 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 611.2, 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 611.2, 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 611.2, 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 611.2, 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 611.2, 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 611.2, 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 611.2, 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 611.2, 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 18 Nov PIIND was trading at 4191.95. The strike last trading price was 611.2, 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 14 Nov PIIND was trading at 4265.25. The strike last trading price was 611.2, 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 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 2.90
Theta: -2.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4020.85 | 51.9 | 23.75 | 28.26 | 44 | -2 | 44 |
| 11 Dec | 4102.30 | 28.15 | -3.05 | 27.90 | 27 | 6 | 45 |
| 10 Dec | 4114.30 | 31.2 | -14.85 | 30.44 | 31 | -8 | 40 |
| 9 Dec | 4060.60 | 46.05 | 8.80 | 28.45 | 35 | 8 | 54 |
| 6 Dec | 4139.25 | 37.25 | 3.30 | 29.97 | 4 | 0 | 47 |
| 5 Dec | 4135.90 | 33.95 | 4.20 | 27.83 | 27 | 17 | 48 |
| 4 Dec | 4177.45 | 29.75 | -1.80 | 28.36 | 124 | 21 | 33 |
| 3 Dec | 4138.10 | 31.55 | -14.10 | 26.08 | 30 | 5 | 14 |
| 2 Dec | 4095.20 | 45.65 | -28.70 | 26.67 | 8 | 5 | 9 |
| 29 Nov | 4065.50 | 74.35 | 9.35 | 31.14 | 3 | 1 | 2 |
| 28 Nov | 4042.55 | 65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 4099.70 | 65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 4103.80 | 65 | -6.00 | 30.61 | 1 | 0 | 0 |
| 25 Nov | 4125.10 | 71 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4116.65 | 71 | 42.20 | 31.52 | 8 | 4 | 4 |
| 21 Nov | 4138.70 | 28.8 | 0.00 | 4.81 | 0 | 0 | 0 |
| 20 Nov | 4148.80 | 28.8 | 0.00 | 4.30 | 0 | 0 | 0 |
| 19 Nov | 4148.80 | 28.8 | 0.00 | 4.30 | 0 | 0 | 0 |
| 18 Nov | 4191.95 | 28.8 | 0.00 | 5.25 | 0 | 0 | 0 |
| 14 Nov | 4265.25 | 28.8 | 6.31 | 0 | 0 | 0 | |
For Pi Industries Ltd - strike price 3950 expiring on 26DEC2024
Delta for 3950 PE is -0.34
Historical price for 3950 PE is as follows
On 12 Dec PIIND was trading at 4020.85. The strike last trading price was 51.9, which was 23.75 higher than the previous day. The implied volatity was 28.26, the open interest changed by -2 which decreased total open position to 44
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 28.15, which was -3.05 lower than the previous day. The implied volatity was 27.90, the open interest changed by 6 which increased total open position to 45
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 31.2, which was -14.85 lower than the previous day. The implied volatity was 30.44, the open interest changed by -8 which decreased total open position to 40
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 46.05, which was 8.80 higher than the previous day. The implied volatity was 28.45, the open interest changed by 8 which increased total open position to 54
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 37.25, which was 3.30 higher than the previous day. The implied volatity was 29.97, the open interest changed by 0 which decreased total open position to 47
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 33.95, which was 4.20 higher than the previous day. The implied volatity was 27.83, the open interest changed by 17 which increased total open position to 48
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 29.75, which was -1.80 lower than the previous day. The implied volatity was 28.36, the open interest changed by 21 which increased total open position to 33
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 31.55, which was -14.10 lower than the previous day. The implied volatity was 26.08, the open interest changed by 5 which increased total open position to 14
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 45.65, which was -28.70 lower than the previous day. The implied volatity was 26.67, the open interest changed by 5 which increased total open position to 9
On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 74.35, which was 9.35 higher than the previous day. The implied volatity was 31.14, the open interest changed by 1 which increased total open position to 2
On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 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 27 Nov PIIND was trading at 4099.70. The strike last trading price was 65, 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 26 Nov PIIND was trading at 4103.80. The strike last trading price was 65, which was -6.00 lower than the previous day. The implied volatity was 30.61, 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 71, 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 22 Nov PIIND was trading at 4116.65. The strike last trading price was 71, which was 42.20 higher than the previous day. The implied volatity was 31.52, the open interest changed by 4 which increased total open position to 4
On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 28.8, which was 0.00 lower than the previous day. The implied volatity was 4.81, 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 28.8, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 28.8, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 28.8, which was 0.00 lower than the previous day. The implied volatity was 5.25, 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 28.8, which was lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
