PIIND
Pi Industries Ltd
Historical option data for PIIND
20 Dec 2024 04:11 PM IST
| PIIND 26DEC2024 4050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.60
Theta: -1.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3813.75 | 3.55 | -7.15 | 27.43 | 472 | -46 | 254 | |||
| 19 Dec | 3873.60 | 10.7 | -6.75 | 26.05 | 746 | 55 | 304 | |||
| 18 Dec | 3884.30 | 17.45 | -4.35 | 29.91 | 411 | -38 | 249 | |||
| 17 Dec | 3891.70 | 21.8 | -19.60 | 30.79 | 555 | 79 | 288 | |||
| 16 Dec | 3955.95 | 41.4 | -13.60 | 29.27 | 710 | 6 | 216 | |||
| 13 Dec | 3997.00 | 55 | -30.00 | 23.96 | 1,015 | 28 | 210 | |||
| 12 Dec | 4051.70 | 85 | -44.85 | 23.47 | 696 | 124 | 180 | |||
| 11 Dec | 4102.30 | 129.85 | -16.25 | 25.75 | 3 | 0 | 55 | |||
| 10 Dec | 4114.30 | 146.1 | 36.80 | 24.48 | 87 | 5 | 53 | |||
| 9 Dec | 4060.60 | 109.3 | -43.50 | 26.64 | 16 | 4 | 49 | |||
| 6 Dec | 4139.25 | 152.8 | -16.40 | 22.36 | 1 | 0 | 45 | |||
| 5 Dec | 4135.90 | 169.2 | -13.65 | 27.26 | 2 | 1 | 46 | |||
| 4 Dec | 4177.45 | 182.85 | 22.35 | 22.82 | 184 | 14 | 45 | |||
| 3 Dec | 4138.10 | 160.5 | 9.50 | 22.94 | 13 | 0 | 29 | |||
| 2 Dec | 4095.20 | 151 | -1.00 | 27.55 | 59 | 17 | 28 | |||
| 29 Nov | 4065.50 | 152 | 7.00 | 29.05 | 13 | 4 | 10 | |||
| 28 Nov | 4042.55 | 145 | -382.70 | 30.10 | 11 | 7 | 7 | |||
| 27 Nov | 4099.70 | 527.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4103.80 | 527.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4125.10 | 527.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4116.65 | 527.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4138.70 | 527.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4148.80 | 527.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 4148.80 | 527.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4191.95 | 527.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4265.25 | 527.7 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 4050 expiring on 26DEC2024
Delta for 4050 CE is 0.06
Historical price for 4050 CE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 3.55, which was -7.15 lower than the previous day. The implied volatity was 27.43, the open interest changed by -46 which decreased total open position to 254
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 10.7, which was -6.75 lower than the previous day. The implied volatity was 26.05, the open interest changed by 55 which increased total open position to 304
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 17.45, which was -4.35 lower than the previous day. The implied volatity was 29.91, the open interest changed by -38 which decreased total open position to 249
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 21.8, which was -19.60 lower than the previous day. The implied volatity was 30.79, the open interest changed by 79 which increased total open position to 288
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 41.4, which was -13.60 lower than the previous day. The implied volatity was 29.27, the open interest changed by 6 which increased total open position to 216
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 55, which was -30.00 lower than the previous day. The implied volatity was 23.96, the open interest changed by 28 which increased total open position to 210
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 85, which was -44.85 lower than the previous day. The implied volatity was 23.47, the open interest changed by 124 which increased total open position to 180
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 129.85, which was -16.25 lower than the previous day. The implied volatity was 25.75, the open interest changed by 0 which decreased total open position to 55
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 146.1, which was 36.80 higher than the previous day. The implied volatity was 24.48, the open interest changed by 5 which increased total open position to 53
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 109.3, which was -43.50 lower than the previous day. The implied volatity was 26.64, the open interest changed by 4 which increased total open position to 49
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 152.8, which was -16.40 lower than the previous day. The implied volatity was 22.36, the open interest changed by 0 which decreased total open position to 45
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 169.2, which was -13.65 lower than the previous day. The implied volatity was 27.26, the open interest changed by 1 which increased total open position to 46
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 182.85, which was 22.35 higher than the previous day. The implied volatity was 22.82, the open interest changed by 14 which increased total open position to 45
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 160.5, which was 9.50 higher than the previous day. The implied volatity was 22.94, the open interest changed by 0 which decreased total open position to 29
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 151, which was -1.00 lower than the previous day. The implied volatity was 27.55, the open interest changed by 17 which increased total open position to 28
On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 152, which was 7.00 higher than the previous day. The implied volatity was 29.05, the open interest changed by 4 which increased total open position to 10
On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 145, which was -382.70 lower than the previous day. The implied volatity was 30.10, the open interest changed by 7 which increased total open position to 7
On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 527.7, 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 26 Nov PIIND was trading at 4103.80. The strike last trading price was 527.7, 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 527.7, 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 527.7, 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 527.7, 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 527.7, 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 527.7, 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 527.7, 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 527.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PIIND 26DEC2024 4050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 1.07
Theta: -2.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3813.75 | 228 | 45.45 | 37.93 | 11 | -10 | 154 |
| 19 Dec | 3873.60 | 182.55 | 20.65 | 39.64 | 1 | 0 | 164 |
| 18 Dec | 3884.30 | 161.9 | 0.00 | 0.00 | 0 | -4 | 0 |
| 17 Dec | 3891.70 | 161.9 | 35.20 | 16.81 | 18 | -4 | 164 |
| 16 Dec | 3955.95 | 126.7 | 18.75 | 28.58 | 285 | -75 | 170 |
| 13 Dec | 3997.00 | 107.95 | 32.10 | 28.98 | 744 | 46 | 244 |
| 12 Dec | 4051.70 | 75.85 | 21.75 | 27.16 | 443 | 43 | 198 |
| 11 Dec | 4102.30 | 54.1 | -2.15 | 26.68 | 47 | 3 | 156 |
| 10 Dec | 4114.30 | 56.25 | -26.40 | 29.32 | 28 | 3 | 155 |
| 9 Dec | 4060.60 | 82.65 | 31.65 | 27.99 | 57 | -1 | 153 |
| 6 Dec | 4139.25 | 51 | -10.00 | 25.42 | 18 | 3 | 154 |
| 5 Dec | 4135.90 | 61 | 10.30 | 27.27 | 69 | 26 | 150 |
| 4 Dec | 4177.45 | 50.7 | -8.55 | 27.05 | 398 | -3 | 125 |
| 3 Dec | 4138.10 | 59.25 | -19.15 | 25.98 | 58 | -10 | 128 |
| 2 Dec | 4095.20 | 78.4 | -17.45 | 26.19 | 241 | 53 | 128 |
| 29 Nov | 4065.50 | 95.85 | -21.15 | 26.82 | 143 | 45 | 74 |
| 28 Nov | 4042.55 | 117 | 22.20 | 28.63 | 43 | 9 | 31 |
| 27 Nov | 4099.70 | 94.8 | -0.20 | 28.70 | 21 | 15 | 20 |
| 26 Nov | 4103.80 | 95 | -7.50 | 29.31 | 5 | 0 | 6 |
| 25 Nov | 4125.10 | 102.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4116.65 | 102.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 4138.70 | 102.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4148.80 | 102.5 | 0.00 | 29.51 | 8 | 0 | 9 |
| 19 Nov | 4148.80 | 102.5 | -4.65 | 29.51 | 8 | 3 | 9 |
| 18 Nov | 4191.95 | 107.15 | 24.20 | 33.95 | 1 | 0 | 5 |
| 14 Nov | 4265.25 | 82.95 | 32.24 | 9 | 2 | 2 | |
For Pi Industries Ltd - strike price 4050 expiring on 26DEC2024
Delta for 4050 PE is -0.86
Historical price for 4050 PE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 228, which was 45.45 higher than the previous day. The implied volatity was 37.93, the open interest changed by -10 which decreased total open position to 154
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 182.55, which was 20.65 higher than the previous day. The implied volatity was 39.64, the open interest changed by 0 which decreased total open position to 164
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 161.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 161.9, which was 35.20 higher than the previous day. The implied volatity was 16.81, the open interest changed by -4 which decreased total open position to 164
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 126.7, which was 18.75 higher than the previous day. The implied volatity was 28.58, the open interest changed by -75 which decreased total open position to 170
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 107.95, which was 32.10 higher than the previous day. The implied volatity was 28.98, the open interest changed by 46 which increased total open position to 244
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 75.85, which was 21.75 higher than the previous day. The implied volatity was 27.16, the open interest changed by 43 which increased total open position to 198
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 54.1, which was -2.15 lower than the previous day. The implied volatity was 26.68, the open interest changed by 3 which increased total open position to 156
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 56.25, which was -26.40 lower than the previous day. The implied volatity was 29.32, the open interest changed by 3 which increased total open position to 155
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 82.65, which was 31.65 higher than the previous day. The implied volatity was 27.99, the open interest changed by -1 which decreased total open position to 153
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 51, which was -10.00 lower than the previous day. The implied volatity was 25.42, the open interest changed by 3 which increased total open position to 154
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 61, which was 10.30 higher than the previous day. The implied volatity was 27.27, the open interest changed by 26 which increased total open position to 150
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 50.7, which was -8.55 lower than the previous day. The implied volatity was 27.05, the open interest changed by -3 which decreased total open position to 125
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 59.25, which was -19.15 lower than the previous day. The implied volatity was 25.98, the open interest changed by -10 which decreased total open position to 128
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 78.4, which was -17.45 lower than the previous day. The implied volatity was 26.19, the open interest changed by 53 which increased total open position to 128
On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 95.85, which was -21.15 lower than the previous day. The implied volatity was 26.82, the open interest changed by 45 which increased total open position to 74
On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 117, which was 22.20 higher than the previous day. The implied volatity was 28.63, the open interest changed by 9 which increased total open position to 31
On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 94.8, which was -0.20 lower than the previous day. The implied volatity was 28.70, the open interest changed by 15 which increased total open position to 20
On 26 Nov PIIND was trading at 4103.80. The strike last trading price was 95, which was -7.50 lower than the previous day. The implied volatity was 29.31, the open interest changed by 0 which decreased total open position to 6
On 25 Nov PIIND was trading at 4125.10. The strike last trading price was 102.5, 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 22 Nov PIIND was trading at 4116.65. The strike last trading price was 102.5, 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 21 Nov PIIND was trading at 4138.70. The strike last trading price was 102.5, 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 20 Nov PIIND was trading at 4148.80. The strike last trading price was 102.5, which was 0.00 lower than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 9
On 19 Nov PIIND was trading at 4148.80. The strike last trading price was 102.5, which was -4.65 lower than the previous day. The implied volatity was 29.51, the open interest changed by 3 which increased total open position to 9
On 18 Nov PIIND was trading at 4191.95. The strike last trading price was 107.15, which was 24.20 higher than the previous day. The implied volatity was 33.95, the open interest changed by 0 which decreased total open position to 5
On 14 Nov PIIND was trading at 4265.25. The strike last trading price was 82.95, which was lower than the previous day. The implied volatity was 32.24, the open interest changed by 2 which increased total open position to 2
