PIIND
Pi Industries Ltd
Historical option data for PIIND
12 Dec 2024 10:51 AM IST
| PIIND 26DEC2024 4250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 2.07
Theta: -2.18
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4023.50 | 20.35 | -18.70 | 27.22 | 106 | 21 | 212 | |||
| 11 Dec | 4102.30 | 39.05 | -14.25 | 25.57 | 108 | 25 | 191 | |||
| 10 Dec | 4114.30 | 53.3 | 18.30 | 26.61 | 139 | -12 | 169 | |||
| 9 Dec | 4060.60 | 35 | -16.15 | 27.06 | 111 | -17 | 182 | |||
| 6 Dec | 4139.25 | 51.15 | -8.40 | 22.48 | 162 | -4 | 200 | |||
| 5 Dec | 4135.90 | 59.55 | -18.00 | 24.57 | 647 | -184 | 204 | |||
| 4 Dec | 4177.45 | 77.55 | 16.45 | 24.71 | 3,242 | 397 | 430 | |||
| 3 Dec | 4138.10 | 61.1 | 1.50 | 23.48 | 48 | 16 | 33 | |||
| 2 Dec | 4095.20 | 59.6 | -0.35 | 26.69 | 22 | 3 | 5 | |||
| 29 Nov | 4065.50 | 59.95 | -10.55 | 26.95 | 2 | 1 | 2 | |||
| 28 Nov | 4042.55 | 70.5 | -307.25 | 31.09 | 1 | 0 | 0 | |||
| 27 Nov | 4099.70 | 377.75 | 0.00 | 2.70 | 0 | 0 | 0 | |||
| 26 Nov | 4103.80 | 377.75 | 0.00 | 2.35 | 0 | 0 | 0 | |||
| 25 Nov | 4125.10 | 377.75 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 22 Nov | 4116.65 | 377.75 | 0.00 | 1.80 | 0 | 0 | 0 | |||
| 21 Nov | 4138.70 | 377.75 | 0.00 | 1.31 | 0 | 0 | 0 | |||
| 20 Nov | 4148.80 | 377.75 | 0.00 | 1.15 | 0 | 0 | 0 | |||
| 19 Nov | 4148.80 | 377.75 | 0.00 | 1.15 | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Nov | 4191.95 | 377.75 | 0.00 | 0.63 | 0 | 0 | 0 | |||
| 14 Nov | 4265.25 | 377.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 4463.65 | 377.75 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 4250 expiring on 26DEC2024
Delta for 4250 CE is 0.18
Historical price for 4250 CE is as follows
On 12 Dec PIIND was trading at 4023.50. The strike last trading price was 20.35, which was -18.70 lower than the previous day. The implied volatity was 27.22, the open interest changed by 21 which increased total open position to 212
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 39.05, which was -14.25 lower than the previous day. The implied volatity was 25.57, the open interest changed by 25 which increased total open position to 191
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 53.3, which was 18.30 higher than the previous day. The implied volatity was 26.61, the open interest changed by -12 which decreased total open position to 169
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 35, which was -16.15 lower than the previous day. The implied volatity was 27.06, the open interest changed by -17 which decreased total open position to 182
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 51.15, which was -8.40 lower than the previous day. The implied volatity was 22.48, the open interest changed by -4 which decreased total open position to 200
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 59.55, which was -18.00 lower than the previous day. The implied volatity was 24.57, the open interest changed by -184 which decreased total open position to 204
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 77.55, which was 16.45 higher than the previous day. The implied volatity was 24.71, the open interest changed by 397 which increased total open position to 430
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 61.1, which was 1.50 higher than the previous day. The implied volatity was 23.48, the open interest changed by 16 which increased total open position to 33
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 59.6, which was -0.35 lower than the previous day. The implied volatity was 26.69, the open interest changed by 3 which increased total open position to 5
On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 59.95, which was -10.55 lower than the previous day. The implied volatity was 26.95, the open interest changed by 1 which increased total open position to 2
On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 70.5, which was -307.25 lower than the previous day. The implied volatity was 31.09, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 377.75, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 377.75, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 377.75, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 377.75, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 377.75, which was 0.00 lower than the previous day. The implied volatity was 1.31, 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 377.75, which was 0.00 lower than the previous day. The implied volatity was 1.15, 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 377.75, which was 0.00 lower than the previous day. The implied volatity was 1.15, 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 377.75, which was 0.00 lower than the previous day. The implied volatity was 0.63, 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 377.75, 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 4 Nov PIIND was trading at 4463.65. The strike last trading price was 377.75, 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 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 2.36
Theta: -1.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4023.50 | 241.95 | 81.25 | 32.42 | 687 | 303 | 428 |
| 11 Dec | 4102.30 | 160.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4114.30 | 160.7 | -53.30 | 30.60 | 3 | 0 | 125 |
| 9 Dec | 4060.60 | 214 | 56.95 | 30.95 | 6 | 0 | 125 |
| 6 Dec | 4139.25 | 157.05 | -11.20 | 27.69 | 7 | -2 | 127 |
| 5 Dec | 4135.90 | 168.25 | 19.60 | 29.36 | 30 | -2 | 128 |
| 4 Dec | 4177.45 | 148.65 | 56.60 | 29.35 | 637 | 130 | 130 |
| 3 Dec | 4138.10 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4095.20 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 4065.50 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 4042.55 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4099.70 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4103.80 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4125.10 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4116.65 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4138.70 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4148.80 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4148.80 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4191.95 | 92.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4265.25 | 92.05 | 0.00 | 0.97 | 0 | 0 | 0 |
| 4 Nov | 4463.65 | 92.05 | 4.14 | 0 | 0 | 0 | |
For Pi Industries Ltd - strike price 4250 expiring on 26DEC2024
Delta for 4250 PE is -0.78
Historical price for 4250 PE is as follows
On 12 Dec PIIND was trading at 4023.50. The strike last trading price was 241.95, which was 81.25 higher than the previous day. The implied volatity was 32.42, the open interest changed by 303 which increased total open position to 428
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 160.7, 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 10 Dec PIIND was trading at 4114.30. The strike last trading price was 160.7, which was -53.30 lower than the previous day. The implied volatity was 30.60, the open interest changed by 0 which decreased total open position to 125
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 214, which was 56.95 higher than the previous day. The implied volatity was 30.95, the open interest changed by 0 which decreased total open position to 125
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 157.05, which was -11.20 lower than the previous day. The implied volatity was 27.69, the open interest changed by -2 which decreased total open position to 127
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 168.25, which was 19.60 higher than the previous day. The implied volatity was 29.36, the open interest changed by -2 which decreased total open position to 128
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 148.65, which was 56.60 higher than the previous day. The implied volatity was 29.35, the open interest changed by 130 which increased total open position to 130
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 92.05, 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 2 Dec PIIND was trading at 4095.20. The strike last trading price was 92.05, 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 29 Nov PIIND was trading at 4065.50. The strike last trading price was 92.05, 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 28 Nov PIIND was trading at 4042.55. The strike last trading price was 92.05, 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 27 Nov PIIND was trading at 4099.70. The strike last trading price was 92.05, 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 26 Nov PIIND was trading at 4103.80. The strike last trading price was 92.05, 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 92.05, 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 92.05, 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 92.05, 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 92.05, 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 92.05, 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 92.05, 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 92.05, which was 0.00 lower than the previous day. The implied volatity was 0.97, 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 92.05, which was lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
