PIIND
Pi Industries Ltd
Historical option data for PIIND
20 Dec 2024 04:11 PM IST
| PIIND 26DEC2024 4350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.33
Theta: -1.42
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3813.75 | 2.75 | 0.15 | 51.10 | 38 | -5 | 139 | |||
| 19 Dec | 3873.60 | 2.6 | -0.70 | 41.59 | 123 | -7 | 144 | |||
| 18 Dec | 3884.30 | 3.3 | -0.65 | 41.15 | 83 | 10 | 151 | |||
| 17 Dec | 3891.70 | 3.95 | -3.00 | 40.10 | 172 | -12 | 141 | |||
|
|
||||||||||
| 16 Dec | 3955.95 | 6.95 | -0.95 | 36.87 | 36 | -16 | 153 | |||
| 13 Dec | 3997.00 | 7.9 | -5.25 | 29.83 | 40 | 5 | 170 | |||
| 12 Dec | 4051.70 | 13.15 | -7.60 | 28.32 | 148 | 16 | 164 | |||
| 11 Dec | 4102.30 | 20.75 | -9.20 | 26.87 | 66 | 7 | 148 | |||
| 10 Dec | 4114.30 | 29.95 | 10.00 | 27.67 | 51 | 15 | 141 | |||
| 9 Dec | 4060.60 | 19.95 | -8.05 | 28.45 | 81 | -17 | 124 | |||
| 6 Dec | 4139.25 | 28 | -5.80 | 23.51 | 49 | 7 | 141 | |||
| 5 Dec | 4135.90 | 33.8 | -14.15 | 25.17 | 131 | 22 | 136 | |||
| 4 Dec | 4177.45 | 47.95 | 12.45 | 25.77 | 483 | 74 | 116 | |||
| 3 Dec | 4138.10 | 35.5 | 0.25 | 24.26 | 47 | 24 | 42 | |||
| 2 Dec | 4095.20 | 35.25 | -7.05 | 26.95 | 23 | 14 | 16 | |||
| 29 Nov | 4065.50 | 42.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 28 Nov | 4042.55 | 42.3 | -270.65 | 30.09 | 2 | 1 | 1 | |||
| 27 Nov | 4099.70 | 312.95 | 0.00 | 4.71 | 0 | 0 | 0 | |||
| 26 Nov | 4103.80 | 312.95 | 0.00 | 4.40 | 0 | 0 | 0 | |||
| 25 Nov | 4125.10 | 312.95 | 0.00 | 3.86 | 0 | 0 | 0 | |||
| 22 Nov | 4116.65 | 312.95 | 0.00 | 3.75 | 0 | 0 | 0 | |||
| 21 Nov | 4138.70 | 312.95 | 0.00 | 3.26 | 0 | 0 | 0 | |||
| 20 Nov | 4148.80 | 312.95 | 0.00 | 3.59 | 0 | 0 | 0 | |||
| 19 Nov | 4148.80 | 312.95 | 0.00 | 3.59 | 0 | 0 | 0 | |||
| 18 Nov | 4191.95 | 312.95 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 14 Nov | 4265.25 | 312.95 | 0.00 | 0.84 | 0 | 0 | 0 | |||
| 5 Nov | 4537.90 | 312.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 4463.65 | 312.95 | 312.95 | - | 0 | 0 | 0 | |||
| 1 Nov | 4503.75 | 0 | - | 0 | 0 | 0 | ||||
For Pi Industries Ltd - strike price 4350 expiring on 26DEC2024
Delta for 4350 CE is 0.03
Historical price for 4350 CE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 2.75, which was 0.15 higher than the previous day. The implied volatity was 51.10, the open interest changed by -5 which decreased total open position to 139
On 19 Dec PIIND was trading at 3873.60. The strike last trading price was 2.6, which was -0.70 lower than the previous day. The implied volatity was 41.59, the open interest changed by -7 which decreased total open position to 144
On 18 Dec PIIND was trading at 3884.30. The strike last trading price was 3.3, which was -0.65 lower than the previous day. The implied volatity was 41.15, the open interest changed by 10 which increased total open position to 151
On 17 Dec PIIND was trading at 3891.70. The strike last trading price was 3.95, which was -3.00 lower than the previous day. The implied volatity was 40.10, the open interest changed by -12 which decreased total open position to 141
On 16 Dec PIIND was trading at 3955.95. The strike last trading price was 6.95, which was -0.95 lower than the previous day. The implied volatity was 36.87, the open interest changed by -16 which decreased total open position to 153
On 13 Dec PIIND was trading at 3997.00. The strike last trading price was 7.9, which was -5.25 lower than the previous day. The implied volatity was 29.83, the open interest changed by 5 which increased total open position to 170
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 13.15, which was -7.60 lower than the previous day. The implied volatity was 28.32, the open interest changed by 16 which increased total open position to 164
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 20.75, which was -9.20 lower than the previous day. The implied volatity was 26.87, the open interest changed by 7 which increased total open position to 148
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 29.95, which was 10.00 higher than the previous day. The implied volatity was 27.67, the open interest changed by 15 which increased total open position to 141
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 19.95, which was -8.05 lower than the previous day. The implied volatity was 28.45, the open interest changed by -17 which decreased total open position to 124
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 28, which was -5.80 lower than the previous day. The implied volatity was 23.51, the open interest changed by 7 which increased total open position to 141
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 33.8, which was -14.15 lower than the previous day. The implied volatity was 25.17, the open interest changed by 22 which increased total open position to 136
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 47.95, which was 12.45 higher than the previous day. The implied volatity was 25.77, the open interest changed by 74 which increased total open position to 116
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 35.5, which was 0.25 higher than the previous day. The implied volatity was 24.26, the open interest changed by 24 which increased total open position to 42
On 2 Dec PIIND was trading at 4095.20. The strike last trading price was 35.25, which was -7.05 lower than the previous day. The implied volatity was 26.95, the open interest changed by 14 which increased total open position to 16
On 29 Nov PIIND was trading at 4065.50. The strike last trading price was 42.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov PIIND was trading at 4042.55. The strike last trading price was 42.3, which was -270.65 lower than the previous day. The implied volatity was 30.09, the open interest changed by 1 which increased total open position to 1
On 27 Nov PIIND was trading at 4099.70. The strike last trading price was 312.95, which was 0.00 lower than the previous day. The implied volatity was 4.71, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 4.40, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 3.86, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 3.75, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 3.26, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PIIND was trading at 4537.90. The strike last trading price was 312.95, 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 312.95, which was 312.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov PIIND was trading at 4503.75. The strike last trading price was 0, 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 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3813.75 | 314.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 3873.60 | 314.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 3884.30 | 314.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 3891.70 | 314.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 3955.95 | 314.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 3997.00 | 314.4 | 0.00 | 0.00 | 0 | -3 | 0 |
| 12 Dec | 4051.70 | 314.4 | 56.85 | 40.00 | 6 | -3 | 29 |
| 11 Dec | 4102.30 | 257.55 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Dec | 4114.30 | 257.55 | -40.05 | 39.51 | 4 | 2 | 32 |
| 9 Dec | 4060.60 | 297.6 | 72.05 | 33.01 | 3 | -2 | 30 |
| 6 Dec | 4139.25 | 225.55 | 24.45 | 27.28 | 3 | 1 | 31 |
| 5 Dec | 4135.90 | 201.1 | 0.00 | 0.00 | 0 | 28 | 0 |
| 4 Dec | 4177.45 | 201.1 | -57.40 | 26.16 | 120 | 27 | 29 |
| 3 Dec | 4138.10 | 258.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4095.20 | 258.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4065.50 | 258.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 4042.55 | 258.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 4099.70 | 258.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 4103.80 | 258.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 4125.10 | 258.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4116.65 | 258.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 4138.70 | 258.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4148.80 | 258.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4148.80 | 258.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 18 Nov | 4191.95 | 258.5 | 132.40 | 34.28 | 2 | 1 | 1 |
| 14 Nov | 4265.25 | 126.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 4537.90 | 126.1 | 0.00 | 3.95 | 0 | 0 | 0 |
| 4 Nov | 4463.65 | 126.1 | 126.10 | 2.90 | 0 | 0 | 0 |
| 1 Nov | 4503.75 | 0 | 3.45 | 0 | 0 | 0 | |
For Pi Industries Ltd - strike price 4350 expiring on 26DEC2024
Delta for 4350 PE is 0.00
Historical price for 4350 PE is as follows
On 20 Dec PIIND was trading at 3813.75. The strike last trading price was 314.4, 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 19 Dec PIIND was trading at 3873.60. The strike last trading price was 314.4, 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 18 Dec PIIND was trading at 3884.30. The strike last trading price was 314.4, 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 17 Dec PIIND was trading at 3891.70. The strike last trading price was 314.4, 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 16 Dec PIIND was trading at 3955.95. The strike last trading price was 314.4, 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 13 Dec PIIND was trading at 3997.00. The strike last trading price was 314.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 12 Dec PIIND was trading at 4051.70. The strike last trading price was 314.4, which was 56.85 higher than the previous day. The implied volatity was 40.00, the open interest changed by -3 which decreased total open position to 29
On 11 Dec PIIND was trading at 4102.30. The strike last trading price was 257.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec PIIND was trading at 4114.30. The strike last trading price was 257.55, which was -40.05 lower than the previous day. The implied volatity was 39.51, the open interest changed by 2 which increased total open position to 32
On 9 Dec PIIND was trading at 4060.60. The strike last trading price was 297.6, which was 72.05 higher than the previous day. The implied volatity was 33.01, the open interest changed by -2 which decreased total open position to 30
On 6 Dec PIIND was trading at 4139.25. The strike last trading price was 225.55, which was 24.45 higher than the previous day. The implied volatity was 27.28, the open interest changed by 1 which increased total open position to 31
On 5 Dec PIIND was trading at 4135.90. The strike last trading price was 201.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 4 Dec PIIND was trading at 4177.45. The strike last trading price was 201.1, which was -57.40 lower than the previous day. The implied volatity was 26.16, the open interest changed by 27 which increased total open position to 29
On 3 Dec PIIND was trading at 4138.10. The strike last trading price was 258.5, 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 2 Dec PIIND was trading at 4095.20. The strike last trading price was 258.5, 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 29 Nov PIIND was trading at 4065.50. The strike last trading price was 258.5, 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 28 Nov PIIND was trading at 4042.55. The strike last trading price was 258.5, 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 27 Nov PIIND was trading at 4099.70. The strike last trading price was 258.5, 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 26 Nov PIIND was trading at 4103.80. The strike last trading price was 258.5, 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 25 Nov PIIND was trading at 4125.10. The strike last trading price was 258.5, 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 258.5, 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 258.5, 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 258.5, 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 19 Nov PIIND was trading at 4148.80. The strike last trading price was 258.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov PIIND was trading at 4191.95. The strike last trading price was 258.5, which was 132.40 higher than the previous day. The implied volatity was 34.28, the open interest changed by 1 which increased total open position to 1
On 14 Nov PIIND was trading at 4265.25. The strike last trading price was 126.1, 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 5 Nov PIIND was trading at 4537.90. The strike last trading price was 126.1, which was 0.00 lower than the previous day. The implied volatity was 3.95, 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 126.1, which was 126.10 higher than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0
On 1 Nov PIIND was trading at 4503.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
