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

4031.95 -70.35 (-1.71%)

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Historical option data for PIIND

12 Dec 2024 11:11 AM IST
PIIND 26DEC2024 4150 CE
Delta: 0.33
Vega: 2.88
Theta: -2.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4038.10 42.55 -33.00 25.45 499 7 381
11 Dec 4102.30 75.55 -17.40 25.69 470 19 373
10 Dec 4114.30 92.95 29.40 26.17 559 21 351
9 Dec 4060.60 63.55 -28.25 26.58 393 37 331
6 Dec 4139.25 91.8 -9.00 22.10 383 51 294
5 Dec 4135.90 100.8 -19.15 24.38 348 37 244
4 Dec 4177.45 119.95 15.95 23.28 1,724 -4 210
3 Dec 4138.10 104 5.00 23.53 534 57 215
2 Dec 4095.20 99 1.30 27.23 135 32 159
29 Nov 4065.50 97.7 -2.55 27.54 131 53 128
28 Nov 4042.55 100.25 -22.85 30.09 265 33 76
27 Nov 4099.70 123.1 1.10 28.84 50 4 44
26 Nov 4103.80 122 -13.50 26.68 34 16 41
25 Nov 4125.10 135.5 -1.85 26.56 94 25 25
22 Nov 4116.65 137.35 -19.60 26.06 138 21 21
21 Nov 4138.70 156.95 0.00 0.00 0 0 0
20 Nov 4148.80 156.95 0.00 27.04 4 0 2
19 Nov 4148.80 156.95 -292.65 27.04 4 2 2
18 Nov 4191.95 449.6 0.00 - 0 0 0
14 Nov 4265.25 449.6 - 0 0 0


For Pi Industries Ltd - strike price 4150 expiring on 26DEC2024

Delta for 4150 CE is 0.33

Historical price for 4150 CE is as follows

On 12 Dec PIIND was trading at 4038.10. The strike last trading price was 42.55, which was -33.00 lower than the previous day. The implied volatity was 25.45, the open interest changed by 7 which increased total open position to 381


On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 75.55, which was -17.40 lower than the previous day. The implied volatity was 25.69, the open interest changed by 19 which increased total open position to 373


On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 92.95, which was 29.40 higher than the previous day. The implied volatity was 26.17, the open interest changed by 21 which increased total open position to 351


On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 63.55, which was -28.25 lower than the previous day. The implied volatity was 26.58, the open interest changed by 37 which increased total open position to 331


On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 91.8, which was -9.00 lower than the previous day. The implied volatity was 22.10, the open interest changed by 51 which increased total open position to 294


On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 100.8, which was -19.15 lower than the previous day. The implied volatity was 24.38, the open interest changed by 37 which increased total open position to 244


On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 119.95, which was 15.95 higher than the previous day. The implied volatity was 23.28, the open interest changed by -4 which decreased total open position to 210


On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 104, which was 5.00 higher than the previous day. The implied volatity was 23.53, the open interest changed by 57 which increased total open position to 215


On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 99, which was 1.30 higher than the previous day. The implied volatity was 27.23, the open interest changed by 32 which increased total open position to 159


On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 97.7, which was -2.55 lower than the previous day. The implied volatity was 27.54, the open interest changed by 53 which increased total open position to 128


On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 100.25, which was -22.85 lower than the previous day. The implied volatity was 30.09, the open interest changed by 33 which increased total open position to 76


On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 123.1, which was 1.10 higher than the previous day. The implied volatity was 28.84, the open interest changed by 4 which increased total open position to 44


On 26 Nov PIIND was trading at 4103.80. The strike last trading price was 122, which was -13.50 lower than the previous day. The implied volatity was 26.68, the open interest changed by 16 which increased total open position to 41


On 25 Nov PIIND was trading at 4125.10. The strike last trading price was 135.5, which was -1.85 lower than the previous day. The implied volatity was 26.56, the open interest changed by 25 which increased total open position to 25


On 22 Nov PIIND was trading at 4116.65. The strike last trading price was 137.35, which was -19.60 lower than the previous day. The implied volatity was 26.06, the open interest changed by 21 which increased total open position to 21


On 21 Nov PIIND was trading at 4138.70. The strike last trading price was 156.95, 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 156.95, which was 0.00 lower than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 2


On 19 Nov PIIND was trading at 4148.80. The strike last trading price was 156.95, which was -292.65 lower than the previous day. The implied volatity was 27.04, the open interest changed by 2 which increased total open position to 2


On 18 Nov PIIND was trading at 4191.95. The strike last trading price was 449.6, 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 449.6, 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 4150 PE
Delta: -0.63
Vega: 3.00
Theta: -2.66
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4038.10 158.55 61.75 32.22 14 1 78
11 Dec 4102.30 96.8 -2.95 25.77 15 2 75
10 Dec 4114.30 99.75 -38.30 29.63 41 0 76
9 Dec 4060.60 138.05 43.10 28.43 42 1 72
6 Dec 4139.25 94.95 -5.10 26.21 48 -2 70
5 Dec 4135.90 100.05 7.25 26.42 203 -15 73
4 Dec 4177.45 92.8 -8.45 28.26 1,143 -20 88
3 Dec 4138.10 101.25 -46.50 26.03 223 92 109
2 Dec 4095.20 147.75 0.00 0.00 0 8 0
29 Nov 4065.50 147.75 -24.25 26.92 12 8 17
28 Nov 4042.55 172 107.00 28.72 9 8 8
27 Nov 4099.70 65 0.00 - 0 0 0
26 Nov 4103.80 65 0.00 - 0 0 0
25 Nov 4125.10 65 0.00 0.42 0 0 0
22 Nov 4116.65 65 0.00 0.33 0 0 0
21 Nov 4138.70 65 0.00 0.78 0 0 0
20 Nov 4148.80 65 0.00 0.33 0 0 0
19 Nov 4148.80 65 0.00 0.33 0 0 0
18 Nov 4191.95 65 0.00 1.38 0 0 0
14 Nov 4265.25 65 2.74 0 0 0


For Pi Industries Ltd - strike price 4150 expiring on 26DEC2024

Delta for 4150 PE is -0.63

Historical price for 4150 PE is as follows

On 12 Dec PIIND was trading at 4038.10. The strike last trading price was 158.55, which was 61.75 higher than the previous day. The implied volatity was 32.22, the open interest changed by 1 which increased total open position to 78


On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 96.8, which was -2.95 lower than the previous day. The implied volatity was 25.77, the open interest changed by 2 which increased total open position to 75


On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 99.75, which was -38.30 lower than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 76


On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 138.05, which was 43.10 higher than the previous day. The implied volatity was 28.43, the open interest changed by 1 which increased total open position to 72


On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 94.95, which was -5.10 lower than the previous day. The implied volatity was 26.21, the open interest changed by -2 which decreased total open position to 70


On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 100.05, which was 7.25 higher than the previous day. The implied volatity was 26.42, the open interest changed by -15 which decreased total open position to 73


On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 92.8, which was -8.45 lower than the previous day. The implied volatity was 28.26, the open interest changed by -20 which decreased total open position to 88


On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 101.25, which was -46.50 lower than the previous day. The implied volatity was 26.03, the open interest changed by 92 which increased total open position to 109


On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 147.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 147.75, which was -24.25 lower than the previous day. The implied volatity was 26.92, the open interest changed by 8 which increased total open position to 17


On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 172, which was 107.00 higher than the previous day. The implied volatity was 28.72, the open interest changed by 8 which increased total open position to 8


On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 65, 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 65, 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 65, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 65, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 65, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 65, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 65, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 65, which was 0.00 lower than the previous day. The implied volatity was 1.38, 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 65, which was lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0