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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 4000 CE
Delta: 0.12
Vega: 1.37
Theta: -2.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 3607.45 16.5 15.35 42.17 7,393 686 851
9 Apr 3294.80 1.15 -0.75 41.70 5 0 162
8 Apr 3287.35 1.9 -0.15 42.89 20 9 162
7 Apr 3242.05 2.05 0.4 43.90 76 33 146
4 Apr 3315.45 1.65 -1.95 35.95 24 -3 113
3 Apr 3453.35 3.6 -4.1 32.07 20 -6 116
2 Apr 3501.60 7.9 3.25 33.57 40 4 118
1 Apr 3450.40 4.65 -1.15 31.78 116 53 115
28 Mar 3428.20 5.9 -2.45 31.81 48 26 62
27 Mar 3482.65 8.35 1 29.58 17 10 37
26 Mar 3428.05 7.35 -3 31.74 1 0 27
25 Mar 3441.60 10.35 0.35 33.09 4 0 26
24 Mar 3492.50 10 3 29.78 26 13 18
21 Mar 3456.70 7.1 6.85 27.78 7 2 3
20 Mar 3422.55 0.25 -53.6 17.73 1 0 0
18 Mar 3418.25 53.85 0 11.91 0 0 0
10 Feb 3524.20 53.85 0 0.00 0 0 0
7 Feb 3543.85 0 0 5.59 0 0 0
6 Feb 3641.45 0 0 4.12 0 0 0
5 Feb 3596.80 0 0 4.79 0 0 0
4 Feb 3574.45 0 0 4.66 0 0 0
3 Feb 3619.45 0 0 4.09 0 0 0


For Pi Industries Ltd - strike price 4000 expiring on 24APR2025

Delta for 4000 CE is 0.12

Historical price for 4000 CE is as follows

On 11 Apr PIIND was trading at 3607.45. The strike last trading price was 16.5, which was 15.35 higher than the previous day. The implied volatity was 42.17, the open interest changed by 686 which increased total open position to 851


On 9 Apr PIIND was trading at 3294.80. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 41.70, the open interest changed by 0 which decreased total open position to 162


On 8 Apr PIIND was trading at 3287.35. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 42.89, the open interest changed by 9 which increased total open position to 162


On 7 Apr PIIND was trading at 3242.05. The strike last trading price was 2.05, which was 0.4 higher than the previous day. The implied volatity was 43.90, the open interest changed by 33 which increased total open position to 146


On 4 Apr PIIND was trading at 3315.45. The strike last trading price was 1.65, which was -1.95 lower than the previous day. The implied volatity was 35.95, the open interest changed by -3 which decreased total open position to 113


On 3 Apr PIIND was trading at 3453.35. The strike last trading price was 3.6, which was -4.1 lower than the previous day. The implied volatity was 32.07, the open interest changed by -6 which decreased total open position to 116


On 2 Apr PIIND was trading at 3501.60. The strike last trading price was 7.9, which was 3.25 higher than the previous day. The implied volatity was 33.57, the open interest changed by 4 which increased total open position to 118


On 1 Apr PIIND was trading at 3450.40. The strike last trading price was 4.65, which was -1.15 lower than the previous day. The implied volatity was 31.78, the open interest changed by 53 which increased total open position to 115


On 28 Mar PIIND was trading at 3428.20. The strike last trading price was 5.9, which was -2.45 lower than the previous day. The implied volatity was 31.81, the open interest changed by 26 which increased total open position to 62


On 27 Mar PIIND was trading at 3482.65. The strike last trading price was 8.35, which was 1 higher than the previous day. The implied volatity was 29.58, the open interest changed by 10 which increased total open position to 37


On 26 Mar PIIND was trading at 3428.05. The strike last trading price was 7.35, which was -3 lower than the previous day. The implied volatity was 31.74, the open interest changed by 0 which decreased total open position to 27


On 25 Mar PIIND was trading at 3441.60. The strike last trading price was 10.35, which was 0.35 higher than the previous day. The implied volatity was 33.09, the open interest changed by 0 which decreased total open position to 26


On 24 Mar PIIND was trading at 3492.50. The strike last trading price was 10, which was 3 higher than the previous day. The implied volatity was 29.78, the open interest changed by 13 which increased total open position to 18


On 21 Mar PIIND was trading at 3456.70. The strike last trading price was 7.1, which was 6.85 higher than the previous day. The implied volatity was 27.78, the open interest changed by 2 which increased total open position to 3


On 20 Mar PIIND was trading at 3422.55. The strike last trading price was 0.25, which was -53.6 lower than the previous day. The implied volatity was 17.73, 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 53.85, which was 0 lower than the previous day. The implied volatity was 11.91, 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 53.85, 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 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 5.59, 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 4.12, 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 4.79, 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 4.66, 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 4.09, the open interest changed by 0 which decreased total open position to 0


PIIND 24APR2025 4000 PE
Delta: -0.82
Vega: 1.78
Theta: -2.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 3607.45 400 -105.5 52.66 15 7 15
9 Apr 3294.80 505.5 0 0.00 0 0 0
8 Apr 3287.35 505.5 0 0.00 0 0 0
7 Apr 3242.05 505.5 0 0.00 0 0 0
4 Apr 3315.45 505.5 0 0.00 0 0 0
3 Apr 3453.35 505.5 0 0.00 0 0 0
2 Apr 3501.60 505.5 0 0.00 0 0 0
1 Apr 3450.40 505.5 0 0.00 0 0 0
28 Mar 3428.20 505.5 5.35 - 2 0 8
27 Mar 3482.65 500 -0.15 0.00 0 0 0
26 Mar 3428.05 500 -0.15 0.00 0 0 0
25 Mar 3441.60 500 -0.15 0.00 0 0 0
24 Mar 3492.50 500 -0.15 0.00 0 5 0
21 Mar 3456.70 500 -55 - 5 1 4
20 Mar 3422.55 555 15 35.82 1 0 2
18 Mar 3418.25 540 -60 18.21 1 0 1
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


For Pi Industries Ltd - strike price 4000 expiring on 24APR2025

Delta for 4000 PE is -0.82

Historical price for 4000 PE is as follows

On 11 Apr PIIND was trading at 3607.45. The strike last trading price was 400, which was -105.5 lower than the previous day. The implied volatity was 52.66, the open interest changed by 7 which increased total open position to 15


On 9 Apr PIIND was trading at 3294.80. The strike last trading price was 505.5, 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 505.5, 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 505.5, 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 505.5, 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 505.5, 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 2 Apr PIIND was trading at 3501.60. The strike last trading price was 505.5, 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 1 Apr PIIND was trading at 3450.40. The strike last trading price was 505.5, 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 28 Mar PIIND was trading at 3428.20. The strike last trading price was 505.5, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 27 Mar PIIND was trading at 3482.65. The strike last trading price was 500, which was -0.15 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 Mar PIIND was trading at 3428.05. The strike last trading price was 500, which was -0.15 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 25 Mar PIIND was trading at 3441.60. The strike last trading price was 500, which was -0.15 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 24 Mar PIIND was trading at 3492.50. The strike last trading price was 500, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 21 Mar PIIND was trading at 3456.70. The strike last trading price was 500, which was -55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 20 Mar PIIND was trading at 3422.55. The strike last trading price was 555, which was 15 higher than the previous day. The implied volatity was 35.82, the open interest changed by 0 which decreased total open position to 2


On 18 Mar PIIND was trading at 3418.25. The strike last trading price was 540, which was -60 lower than the previous day. The implied volatity was 18.21, the open interest changed by 0 which decreased total open position to 1


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