PIIND
Pi Industries Ltd
Historical option data for PIIND
12 Dec 2024 11:01 AM IST
| PIIND 26DEC2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 3.09
Theta: -3.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4020.85 | 97 | -70.35 | 24.61 | 404 | 56 | 264 | |||
| 11 Dec | 4102.30 | 167.35 | -16.70 | 27.12 | 72 | -7 | 209 | |||
| 10 Dec | 4114.30 | 184.05 | 45.30 | 25.22 | 233 | 30 | 220 | |||
| 9 Dec | 4060.60 | 138.75 | -41.65 | 26.75 | 52 | -8 | 191 | |||
| 6 Dec | 4139.25 | 180.4 | -10.40 | 19.12 | 18 | -1 | 199 | |||
| 5 Dec | 4135.90 | 190.8 | -28.90 | 23.40 | 29 | -3 | 200 | |||
| 4 Dec | 4177.45 | 219.7 | 22.05 | 22.42 | 775 | 27 | 204 | |||
| 3 Dec | 4138.10 | 197.65 | 12.00 | 23.51 | 100 | 3 | 178 | |||
| 2 Dec | 4095.20 | 185.65 | 7.30 | 28.66 | 233 | 107 | 176 | |||
| 29 Nov | 4065.50 | 178.35 | 3.80 | 28.54 | 86 | 57 | 70 | |||
| 28 Nov | 4042.55 | 174.55 | -65.45 | 30.76 | 22 | 12 | 13 | |||
| 27 Nov | 4099.70 | 240 | -502.05 | 37.11 | 1 | 0 | 0 | |||
| 26 Nov | 4103.80 | 742.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4125.10 | 742.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4116.65 | 742.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4138.70 | 742.05 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4148.80 | 742.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4148.80 | 742.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4191.95 | 742.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4265.25 | 742.05 | 742.05 | - | 0 | 0 | 0 | |||
| 31 Oct | 4488.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4495.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4410.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4359.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4327.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4320.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4352.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4319.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 4400.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4463.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4497.50 | 0 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 4000 expiring on 26DEC2024
Delta for 4000 CE is 0.58
Historical price for 4000 CE is as follows
On 12 Dec PIIND was trading at 4020.85. The strike last trading price was 97, which was -70.35 lower than the previous day. The implied volatity was 24.61, the open interest changed by 56 which increased total open position to 264
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 167.35, which was -16.70 lower than the previous day. The implied volatity was 27.12, the open interest changed by -7 which decreased total open position to 209
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 184.05, which was 45.30 higher than the previous day. The implied volatity was 25.22, the open interest changed by 30 which increased total open position to 220
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 138.75, which was -41.65 lower than the previous day. The implied volatity was 26.75, the open interest changed by -8 which decreased total open position to 191
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 180.4, which was -10.40 lower than the previous day. The implied volatity was 19.12, the open interest changed by -1 which decreased total open position to 199
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 190.8, which was -28.90 lower than the previous day. The implied volatity was 23.40, the open interest changed by -3 which decreased total open position to 200
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 219.7, which was 22.05 higher than the previous day. The implied volatity was 22.42, the open interest changed by 27 which increased total open position to 204
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 197.65, which was 12.00 higher than the previous day. The implied volatity was 23.51, the open interest changed by 3 which increased total open position to 178
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 185.65, which was 7.30 higher than the previous day. The implied volatity was 28.66, the open interest changed by 107 which increased total open position to 176
On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 178.35, which was 3.80 higher than the previous day. The implied volatity was 28.54, the open interest changed by 57 which increased total open position to 70
On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 174.55, which was -65.45 lower than the previous day. The implied volatity was 30.76, the open interest changed by 12 which increased total open position to 13
On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 240, which was -502.05 lower than the previous day. The implied volatity was 37.11, 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 742.05, 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 742.05, 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 742.05, 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 742.05, 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 742.05, 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 742.05, 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 742.05, 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 742.05, which was 742.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct PIIND was trading at 4488.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PIIND was trading at 4495.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct PIIND was trading at 4410.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct PIIND was trading at 4359.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PIIND was trading at 4327.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PIIND was trading at 4320.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct PIIND was trading at 4352.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct PIIND was trading at 4319.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct PIIND was trading at 4400.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct PIIND was trading at 4463.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct PIIND was trading at 4497.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PIIND 26DEC2024 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 3.11
Theta: -2.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4020.85 | 72.65 | 32.60 | 28.48 | 956 | 142 | 431 |
| 11 Dec | 4102.30 | 40.05 | -3.60 | 27.52 | 302 | -13 | 288 |
| 10 Dec | 4114.30 | 43.65 | -18.85 | 30.38 | 321 | -12 | 300 |
| 9 Dec | 4060.60 | 62.5 | 24.50 | 28.23 | 235 | 8 | 311 |
| 6 Dec | 4139.25 | 38 | -6.90 | 25.99 | 100 | -2 | 303 |
| 5 Dec | 4135.90 | 44.9 | 5.90 | 27.22 | 363 | 82 | 303 |
| 4 Dec | 4177.45 | 39 | -5.40 | 27.69 | 851 | -12 | 221 |
| 3 Dec | 4138.10 | 44.4 | -16.55 | 26.20 | 271 | -6 | 235 |
| 2 Dec | 4095.20 | 60.95 | -16.55 | 26.58 | 176 | 13 | 232 |
| 29 Nov | 4065.50 | 77.5 | -18.50 | 27.41 | 184 | 42 | 219 |
| 28 Nov | 4042.55 | 96 | 19.00 | 29.03 | 183 | 6 | 176 |
| 27 Nov | 4099.70 | 77 | 0.65 | 28.96 | 399 | 72 | 172 |
| 26 Nov | 4103.80 | 76.35 | 11.80 | 29.37 | 41 | 27 | 98 |
| 25 Nov | 4125.10 | 64.55 | -19.15 | 27.79 | 63 | 52 | 71 |
| 22 Nov | 4116.65 | 83.7 | 2.70 | 30.68 | 15 | 3 | 22 |
| 21 Nov | 4138.70 | 81 | -4.00 | 31.12 | 14 | 4 | 15 |
| 20 Nov | 4148.80 | 85 | 0.00 | 29.75 | 6 | 1 | 11 |
| 19 Nov | 4148.80 | 85 | 0.65 | 29.75 | 6 | 1 | 11 |
| 18 Nov | 4191.95 | 84.35 | 16.45 | 32.80 | 3 | -1 | 9 |
| 14 Nov | 4265.25 | 67.9 | 22.05 | 32.10 | 29 | 10 | 10 |
| 31 Oct | 4488.50 | 45.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 4495.55 | 45.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4410.95 | 45.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4359.75 | 45.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4327.65 | 45.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4320.90 | 45.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4352.15 | 45.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4319.00 | 45.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4400.10 | 45.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 4463.00 | 45.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4497.50 | 45.85 | - | 0 | 0 | 0 | |
For Pi Industries Ltd - strike price 4000 expiring on 26DEC2024
Delta for 4000 PE is -0.42
Historical price for 4000 PE is as follows
On 12 Dec PIIND was trading at 4020.85. The strike last trading price was 72.65, which was 32.60 higher than the previous day. The implied volatity was 28.48, the open interest changed by 142 which increased total open position to 431
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 40.05, which was -3.60 lower than the previous day. The implied volatity was 27.52, the open interest changed by -13 which decreased total open position to 288
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 43.65, which was -18.85 lower than the previous day. The implied volatity was 30.38, the open interest changed by -12 which decreased total open position to 300
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 62.5, which was 24.50 higher than the previous day. The implied volatity was 28.23, the open interest changed by 8 which increased total open position to 311
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 38, which was -6.90 lower than the previous day. The implied volatity was 25.99, the open interest changed by -2 which decreased total open position to 303
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 44.9, which was 5.90 higher than the previous day. The implied volatity was 27.22, the open interest changed by 82 which increased total open position to 303
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 39, which was -5.40 lower than the previous day. The implied volatity was 27.69, the open interest changed by -12 which decreased total open position to 221
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 44.4, which was -16.55 lower than the previous day. The implied volatity was 26.20, the open interest changed by -6 which decreased total open position to 235
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 60.95, which was -16.55 lower than the previous day. The implied volatity was 26.58, the open interest changed by 13 which increased total open position to 232
On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 77.5, which was -18.50 lower than the previous day. The implied volatity was 27.41, the open interest changed by 42 which increased total open position to 219
On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 96, which was 19.00 higher than the previous day. The implied volatity was 29.03, the open interest changed by 6 which increased total open position to 176
On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 77, which was 0.65 higher than the previous day. The implied volatity was 28.96, the open interest changed by 72 which increased total open position to 172
On 26 Nov PIIND was trading at 4103.80. The strike last trading price was 76.35, which was 11.80 higher than the previous day. The implied volatity was 29.37, the open interest changed by 27 which increased total open position to 98
On 25 Nov PIIND was trading at 4125.10. The strike last trading price was 64.55, which was -19.15 lower than the previous day. The implied volatity was 27.79, the open interest changed by 52 which increased total open position to 71
On 22 Nov PIIND was trading at 4116.65. The strike last trading price was 83.7, which was 2.70 higher than the previous day. The implied volatity was 30.68, the open interest changed by 3 which increased total open position to 22
On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 81, which was -4.00 lower than the previous day. The implied volatity was 31.12, the open interest changed by 4 which increased total open position to 15
On 20 Nov PIIND was trading at 4148.80. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 29.75, the open interest changed by 1 which increased total open position to 11
On 19 Nov PIIND was trading at 4148.80. The strike last trading price was 85, which was 0.65 higher than the previous day. The implied volatity was 29.75, the open interest changed by 1 which increased total open position to 11
On 18 Nov PIIND was trading at 4191.95. The strike last trading price was 84.35, which was 16.45 higher than the previous day. The implied volatity was 32.80, the open interest changed by -1 which decreased total open position to 9
On 14 Nov PIIND was trading at 4265.25. The strike last trading price was 67.9, which was 22.05 higher than the previous day. The implied volatity was 32.10, the open interest changed by 10 which increased total open position to 10
On 31 Oct PIIND was trading at 4488.50. The strike last trading price was 45.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PIIND was trading at 4495.55. The strike last trading price was 45.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct PIIND was trading at 4410.95. The strike last trading price was 45.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct PIIND was trading at 4359.75. The strike last trading price was 45.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PIIND was trading at 4327.65. The strike last trading price was 45.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PIIND was trading at 4320.90. The strike last trading price was 45.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct PIIND was trading at 4352.15. The strike last trading price was 45.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct PIIND was trading at 4319.00. The strike last trading price was 45.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct PIIND was trading at 4400.10. The strike last trading price was 45.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct PIIND was trading at 4463.00. The strike last trading price was 45.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct PIIND was trading at 4497.50. The strike last trading price was 45.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
