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

3813.75 -59.85 (-1.55%)

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Historical option data for PIIND

20 Dec 2024 04:11 PM IST
PIIND 26DEC2024 4000 CE
Delta: 0.10
Vega: 0.89
Theta: -2.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3813.75 6.3 -10.70 25.99 766 -13 906
19 Dec 3873.60 17 -7.75 24.30 1,256 -36 914
18 Dec 3884.30 24.75 -6.30 28.06 1,490 -94 954
17 Dec 3891.70 31.05 -27.45 29.61 1,481 214 1,048
16 Dec 3955.95 58.5 -16.80 28.83 2,336 226 833
13 Dec 3997.00 75.3 -40.10 23.05 3,278 275 607
12 Dec 4051.70 115.4 -51.95 23.85 1,108 127 335
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
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 0.10

Historical price for 4000 CE is as follows

On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 6.3, which was -10.70 lower than the previous day. The implied volatity was 25.99, the open interest changed by -13 which decreased total open position to 906


On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 17, which was -7.75 lower than the previous day. The implied volatity was 24.30, the open interest changed by -36 which decreased total open position to 914


On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 24.75, which was -6.30 lower than the previous day. The implied volatity was 28.06, the open interest changed by -94 which decreased total open position to 954


On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 31.05, which was -27.45 lower than the previous day. The implied volatity was 29.61, the open interest changed by 214 which increased total open position to 1048


On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 58.5, which was -16.80 lower than the previous day. The implied volatity was 28.83, the open interest changed by 226 which increased total open position to 833


On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 75.3, which was -40.10 lower than the previous day. The implied volatity was 23.05, the open interest changed by 275 which increased total open position to 607


On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 115.4, which was -51.95 lower than the previous day. The implied volatity was 23.85, the open interest changed by 127 which increased total open position to 335


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: -0.83
Vega: 1.26
Theta: -2.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3813.75 181.25 57.70 34.51 118 -37 281
19 Dec 3873.60 123.55 -10.75 27.46 99 -48 320
18 Dec 3884.30 134.3 -1.60 28.44 104 -4 367
17 Dec 3891.70 135.9 42.80 27.52 620 -105 370
16 Dec 3955.95 93.1 13.10 27.88 1,189 -13 474
13 Dec 3997.00 80 25.90 28.54 2,915 139 484
12 Dec 4051.70 54.1 14.05 26.99 1,680 56 345
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 -0.83

Historical price for 4000 PE is as follows

On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 181.25, which was 57.70 higher than the previous day. The implied volatity was 34.51, the open interest changed by -37 which decreased total open position to 281


On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 123.55, which was -10.75 lower than the previous day. The implied volatity was 27.46, the open interest changed by -48 which decreased total open position to 320


On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 134.3, which was -1.60 lower than the previous day. The implied volatity was 28.44, the open interest changed by -4 which decreased total open position to 367


On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 135.9, which was 42.80 higher than the previous day. The implied volatity was 27.52, the open interest changed by -105 which decreased total open position to 370


On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 93.1, which was 13.10 higher than the previous day. The implied volatity was 27.88, the open interest changed by -13 which decreased total open position to 474


On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 80, which was 25.90 higher than the previous day. The implied volatity was 28.54, the open interest changed by 139 which increased total open position to 484


On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 54.1, which was 14.05 higher than the previous day. The implied volatity was 26.99, the open interest changed by 56 which increased total open position to 345


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