PIIND
Pi Industries Ltd
Historical option data for PIIND
21 Nov 2024 04:10 PM IST
| PIIND 28NOV2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 1.49
Theta: -4.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4138.70 | 169.45 | 4.45 | 29.94 | 14 | -1.5 | 69 | |||
| 20 Nov | 4148.80 | 165 | 0.00 | 32.64 | 32 | -2 | 70 | |||
| 19 Nov | 4148.80 | 165 | -47.00 | 32.64 | 32 | -2.5 | 70 | |||
| 18 Nov | 4191.95 | 212 | -70.35 | 33.02 | 108 | 26.5 | 74 | |||
| 14 Nov | 4265.25 | 282.35 | -237.65 | 30.20 | 460 | 46.5 | 48.5 | |||
| 13 Nov | 4446.15 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 4548.90 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4599.70 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 4562.45 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 4694.50 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 4614.20 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 4537.90 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 4463.65 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 4488.50 | 520 | 118.00 | - | 1 | 0 | 1 | |||
| 30 Oct | 4495.55 | 402 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 4410.95 | 402 | -208.65 | - | 1 | 0 | 0 | |||
| 28 Oct | 4359.75 | 610.65 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 4000 expiring on 28NOV2024
Delta for 4000 CE is 0.82
Historical price for 4000 CE is as follows
On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 169.45, which was 4.45 higher than the previous day. The implied volatity was 29.94, the open interest changed by -3 which decreased total open position to 138
On 20 Nov PIIND was trading at 4148.80. The strike last trading price was 165, which was 0.00 lower than the previous day. The implied volatity was 32.64, the open interest changed by -4 which decreased total open position to 140
On 19 Nov PIIND was trading at 4148.80. The strike last trading price was 165, which was -47.00 lower than the previous day. The implied volatity was 32.64, the open interest changed by -5 which decreased total open position to 140
On 18 Nov PIIND was trading at 4191.95. The strike last trading price was 212, which was -70.35 lower than the previous day. The implied volatity was 33.02, the open interest changed by 53 which increased total open position to 148
On 14 Nov PIIND was trading at 4265.25. The strike last trading price was 282.35, which was -237.65 lower than the previous day. The implied volatity was 30.20, the open interest changed by 93 which increased total open position to 97
On 13 Nov PIIND was trading at 4446.15. The strike last trading price was 520, 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 520, 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 11 Nov PIIND was trading at 4599.70. The strike last trading price was 520, 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 8 Nov PIIND was trading at 4562.45. The strike last trading price was 520, 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 7 Nov PIIND was trading at 4694.50. The strike last trading price was 520, 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 Nov PIIND was trading at 4614.20. The strike last trading price was 520, 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 Nov PIIND was trading at 4537.90. The strike last trading price was 520, 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 4 Nov PIIND was trading at 4463.65. The strike last trading price was 520, 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 31 Oct PIIND was trading at 4488.50. The strike last trading price was 520, which was 118.00 higher 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 402, 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 402, which was -208.65 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 610.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PIIND 28NOV2024 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 1.61
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4138.70 | 22 | -14.30 | 33.30 | 298.5 | -22.5 | 719 |
| 20 Nov | 4148.80 | 36.3 | 0.00 | 34.15 | 328.5 | -39 | 743 |
| 19 Nov | 4148.80 | 36.3 | 12.50 | 34.15 | 328.5 | -37.5 | 743 |
| 18 Nov | 4191.95 | 23.8 | -0.90 | 32.35 | 1,261 | -179.5 | 780.5 |
| 14 Nov | 4265.25 | 24.7 | 5.85 | 34.23 | 9,181 | 607 | 963 |
| 13 Nov | 4446.15 | 18.85 | 8.30 | 46.73 | 949.5 | 275.5 | 351.5 |
| 12 Nov | 4548.90 | 10.55 | 1.90 | 40.72 | 107 | 18.5 | 76 |
| 11 Nov | 4599.70 | 8.65 | -2.10 | 41.23 | 19 | 3.5 | 57.5 |
| 8 Nov | 4562.45 | 10.75 | 5.15 | 38.45 | 37.5 | 3.5 | 54.5 |
| 7 Nov | 4694.50 | 5.6 | 0.00 | 37.34 | 0.5 | 0 | 51 |
| 6 Nov | 4614.20 | 5.6 | -6.60 | 34.39 | 19.5 | 0 | 59.5 |
| 5 Nov | 4537.90 | 12.2 | -10.75 | 36.13 | 25 | 4 | 59.5 |
| 4 Nov | 4463.65 | 22.95 | -0.95 | 38.16 | 50 | 33.5 | 55.5 |
| 31 Oct | 4488.50 | 23.9 | -0.35 | - | 1 | 0 | 22 |
| 30 Oct | 4495.55 | 24.25 | -5.35 | - | 10 | 2 | 21 |
| 29 Oct | 4410.95 | 29.6 | -0.40 | - | 20 | 16 | 18 |
| 28 Oct | 4359.75 | 30 | - | 1 | 1 | 1 | |
For Pi Industries Ltd - strike price 4000 expiring on 28NOV2024
Delta for 4000 PE is -0.20
Historical price for 4000 PE is as follows
On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 22, which was -14.30 lower than the previous day. The implied volatity was 33.30, the open interest changed by -45 which decreased total open position to 1438
On 20 Nov PIIND was trading at 4148.80. The strike last trading price was 36.3, which was 0.00 lower than the previous day. The implied volatity was 34.15, the open interest changed by -78 which decreased total open position to 1486
On 19 Nov PIIND was trading at 4148.80. The strike last trading price was 36.3, which was 12.50 higher than the previous day. The implied volatity was 34.15, the open interest changed by -75 which decreased total open position to 1486
On 18 Nov PIIND was trading at 4191.95. The strike last trading price was 23.8, which was -0.90 lower than the previous day. The implied volatity was 32.35, the open interest changed by -359 which decreased total open position to 1561
On 14 Nov PIIND was trading at 4265.25. The strike last trading price was 24.7, which was 5.85 higher than the previous day. The implied volatity was 34.23, the open interest changed by 1214 which increased total open position to 1926
On 13 Nov PIIND was trading at 4446.15. The strike last trading price was 18.85, which was 8.30 higher than the previous day. The implied volatity was 46.73, the open interest changed by 551 which increased total open position to 703
On 12 Nov PIIND was trading at 4548.90. The strike last trading price was 10.55, which was 1.90 higher than the previous day. The implied volatity was 40.72, the open interest changed by 37 which increased total open position to 152
On 11 Nov PIIND was trading at 4599.70. The strike last trading price was 8.65, which was -2.10 lower than the previous day. The implied volatity was 41.23, the open interest changed by 7 which increased total open position to 115
On 8 Nov PIIND was trading at 4562.45. The strike last trading price was 10.75, which was 5.15 higher than the previous day. The implied volatity was 38.45, the open interest changed by 7 which increased total open position to 109
On 7 Nov PIIND was trading at 4694.50. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 37.34, the open interest changed by 0 which decreased total open position to 102
On 6 Nov PIIND was trading at 4614.20. The strike last trading price was 5.6, which was -6.60 lower than the previous day. The implied volatity was 34.39, the open interest changed by 0 which decreased total open position to 119
On 5 Nov PIIND was trading at 4537.90. The strike last trading price was 12.2, which was -10.75 lower than the previous day. The implied volatity was 36.13, the open interest changed by 8 which increased total open position to 119
On 4 Nov PIIND was trading at 4463.65. The strike last trading price was 22.95, which was -0.95 lower than the previous day. The implied volatity was 38.16, the open interest changed by 67 which increased total open position to 111
On 31 Oct PIIND was trading at 4488.50. The strike last trading price was 23.9, which was -0.35 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 24.25, which was -5.35 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 29.6, which was -0.40 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 30, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
