PIIND
Pi Industries Ltd
Historical option data for PIIND
20 Dec 2024 04:11 PM IST
| PIIND 26DEC2024 3950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 1.17
Theta: -2.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3813.75 | 8.9 | -17.60 | 22.61 | 1,181 | 70 | 414 | |||
| 19 Dec | 3873.60 | 26.5 | -10.20 | 22.11 | 823 | 24 | 347 | |||
| 18 Dec | 3884.30 | 36.7 | -8.30 | 26.73 | 960 | 54 | 328 | |||
| 17 Dec | 3891.70 | 45 | -36.00 | 28.86 | 845 | 187 | 272 | |||
| 16 Dec | 3955.95 | 81 | -20.55 | 28.57 | 273 | 55 | 80 | |||
| 13 Dec | 3997.00 | 101.55 | -42.50 | 22.18 | 138 | -17 | 28 | |||
| 12 Dec | 4051.70 | 144.05 | -141.05 | 21.61 | 149 | 39 | 46 | |||
| 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 | |||
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| 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 | |||
| 14 Nov | 4265.25 | 611.2 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 3950 expiring on 26DEC2024
Delta for 3950 CE is 0.16
Historical price for 3950 CE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 8.9, which was -17.60 lower than the previous day. The implied volatity was 22.61, the open interest changed by 70 which increased total open position to 414
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 26.5, which was -10.20 lower than the previous day. The implied volatity was 22.11, the open interest changed by 24 which increased total open position to 347
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 36.7, which was -8.30 lower than the previous day. The implied volatity was 26.73, the open interest changed by 54 which increased total open position to 328
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 45, which was -36.00 lower than the previous day. The implied volatity was 28.86, the open interest changed by 187 which increased total open position to 272
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 81, which was -20.55 lower than the previous day. The implied volatity was 28.57, the open interest changed by 55 which increased total open position to 80
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 101.55, which was -42.50 lower than the previous day. The implied volatity was 22.18, the open interest changed by -17 which decreased total open position to 28
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 144.05, which was -141.05 lower than the previous day. The implied volatity was 21.61, the open interest changed by 39 which increased total open position to 46
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3813.75 | 89.95 | 3.55 | - | 2 | -1 | 99 |
| 19 Dec | 3873.60 | 86.4 | -6.15 | 26.39 | 35 | -5 | 101 |
| 18 Dec | 3884.30 | 92.55 | -5.05 | 25.28 | 211 | 8 | 106 |
| 17 Dec | 3891.70 | 97.6 | 31.65 | 25.99 | 665 | 26 | 99 |
| 16 Dec | 3955.95 | 65.95 | 10.55 | 27.70 | 718 | 7 | 68 |
| 13 Dec | 3997.00 | 55.4 | 18.35 | 27.65 | 391 | 29 | 68 |
| 12 Dec | 4051.70 | 37.05 | 8.90 | 26.87 | 88 | -7 | 39 |
| 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 -
Historical price for 3950 PE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 89.95, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 99
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 86.4, which was -6.15 lower than the previous day. The implied volatity was 26.39, the open interest changed by -5 which decreased total open position to 101
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 92.55, which was -5.05 lower than the previous day. The implied volatity was 25.28, the open interest changed by 8 which increased total open position to 106
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 97.6, which was 31.65 higher than the previous day. The implied volatity was 25.99, the open interest changed by 26 which increased total open position to 99
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 65.95, which was 10.55 higher than the previous day. The implied volatity was 27.70, the open interest changed by 7 which increased total open position to 68
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 55.4, which was 18.35 higher than the previous day. The implied volatity was 27.65, the open interest changed by 29 which increased total open position to 68
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 37.05, which was 8.90 higher than the previous day. The implied volatity was 26.87, the open interest changed by -7 which decreased total open position to 39
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
