PIIND
Pi Industries Ltd
Historical option data for PIIND
21 Nov 2024 04:10 PM IST
| PIIND 28NOV2024 3950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 1.08
Theta: -3.27
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4138.70 | 211.9 | 4.45 | 30.03 | 4 | 1 | 1.5 | |||
| 20 Nov | 4148.80 | 207.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4148.80 | 207.45 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 18 Nov | 4191.95 | 207.45 | -537.70 | - | 0.5 | 0 | 0 | |||
| 14 Nov | 4265.25 | 745.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4446.15 | 745.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 12 Nov | 4548.90 | 745.15 | 0.00 | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 3950 expiring on 28NOV2024
Delta for 3950 CE is 0.89
Historical price for 3950 CE is as follows
On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 211.9, which was 4.45 higher than the previous day. The implied volatity was 30.03, the open interest changed by 2 which increased total open position to 3
On 20 Nov PIIND was trading at 4148.80. The strike last trading price was 207.45, 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 207.45, 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 18 Nov PIIND was trading at 4191.95. The strike last trading price was 207.45, which was -537.70 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 745.15, 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 13 Nov PIIND was trading at 4446.15. The strike last trading price was 745.15, 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 745.15, 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 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 1.32
Theta: -3.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4138.70 | 15.65 | -10.05 | 35.27 | 32.5 | 18.5 | 42 |
| 20 Nov | 4148.80 | 25.7 | 0.00 | 35.01 | 46 | 6.5 | 23 |
| 19 Nov | 4148.80 | 25.7 | 7.25 | 35.01 | 46 | 6 | 23 |
| 18 Nov | 4191.95 | 18.45 | -1.20 | 34.48 | 34.5 | 6 | 17 |
| 14 Nov | 4265.25 | 19.65 | -2.00 | 35.76 | 41 | 11.5 | 11.5 |
| 13 Nov | 4446.15 | 21.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 4548.90 | 21.65 | 0.00 | 0 | 0 | 0 | |
For Pi Industries Ltd - strike price 3950 expiring on 28NOV2024
Delta for 3950 PE is -0.15
Historical price for 3950 PE is as follows
On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 15.65, which was -10.05 lower than the previous day. The implied volatity was 35.27, the open interest changed by 37 which increased total open position to 84
On 20 Nov PIIND was trading at 4148.80. The strike last trading price was 25.7, which was 0.00 lower than the previous day. The implied volatity was 35.01, the open interest changed by 13 which increased total open position to 46
On 19 Nov PIIND was trading at 4148.80. The strike last trading price was 25.7, which was 7.25 higher than the previous day. The implied volatity was 35.01, the open interest changed by 12 which increased total open position to 46
On 18 Nov PIIND was trading at 4191.95. The strike last trading price was 18.45, which was -1.20 lower than the previous day. The implied volatity was 34.48, the open interest changed by 12 which increased total open position to 34
On 14 Nov PIIND was trading at 4265.25. The strike last trading price was 19.65, which was -2.00 lower than the previous day. The implied volatity was 35.76, the open interest changed by 23 which increased total open position to 23
On 13 Nov PIIND was trading at 4446.15. The strike last trading price was 21.65, 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 12 Nov PIIND was trading at 4548.90. The strike last trading price was 21.65, 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
