PIIND
Pi Industries Ltd
Historical option data for PIIND
12 Dec 2024 10:51 AM IST
| PIIND 26DEC2024 4150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 2.82
Theta: -3.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4023.50 | 42.9 | -32.65 | 27.18 | 490 | 14 | 388 | |||
| 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 | |||
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| 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 0.32
Historical price for 4150 CE is as follows
On 12 Dec PIIND was trading at 4023.50. The strike last trading price was 42.9, which was -32.65 lower than the previous day. The implied volatity was 27.18, the open interest changed by 14 which increased total open position to 388
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 2.87
Theta: -2.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4023.50 | 158.55 | 61.75 | 29.03 | 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 -0.67
Historical price for 4150 PE is as follows
On 12 Dec PIIND was trading at 4023.50. The strike last trading price was 158.55, which was 61.75 higher than the previous day. The implied volatity was 29.03, 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
