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[--[65.84.65.76]--]
PIIND
Pi Industries Ltd

4265.25 -180.89 (-4.07%)

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Historical option data for PIIND

14 Nov 2024 04:11 PM IST
PIIND 28NOV2024 4000 CE
Delta: 0.87
Vega: 1.77
Theta: -2.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.87

Historical price for 4000 CE is as follows

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
Delta: -0.16
Vega: 2.02
Theta: -2.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.16

Historical price for 4000 PE is as follows

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