Historical option data for PIIND
26 May 2026 04:10 PM IST
| PIIND 30-Jun-2026 (34d) 2840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.03
Theta: -1.3
Gamma: 0.00196
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 2837.90 | 89.15 | -5.85 (-6.16%) | 22.86 | 178 | 29 | 163 | |||||||||
| 25 May | 2849.00 | 97 | 27 (38.57%) | 24.07 | 519 | 46 | 133 | |||||||||
| 22 May | 2781.00 | 69 | 7 (11.29%) | 24.16 | 206 | 8 | 87 | |||||||||
| 21 May | 2740.50 | 62.45 | -73.55 (-54.08%) | 25.48 | 175 | 79 | 79 | |||||||||
| 20 May | 2901.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 3124.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 3096.30 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 3114.90 | 0 | -135.5 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 3103.60 | 0 | -135.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 3051.00 | 0 | -135.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 2997.60 | 0 | -135.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3090.80 | 0 | -135.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 3110.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 3101.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 3071.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 3014.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 3047.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 3054.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 3091.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 2952.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 2952.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 2880.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 2877.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 2825.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 2837.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 2797.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 2840 expiring on 30JUN2026
Delta for 2840 CE is 0.55
Historical price for 2840 CE is as follows
On 26 May PIIND was trading at 2837.90. The strike last trading price was 89.15, which was -5.85 lower than the previous day. The implied volatity was 22.86, the open interest changed by 29 which increased total open position to 163
On 25 May PIIND was trading at 2849.00. The strike last trading price was 97, which was 27 higher than the previous day. The implied volatity was 24.07, the open interest changed by 46 which increased total open position to 133
On 22 May PIIND was trading at 2781.00. The strike last trading price was 69, which was 7 higher than the previous day. The implied volatity was 24.16, the open interest changed by 8 which increased total open position to 87
On 21 May PIIND was trading at 2740.50. The strike last trading price was 62.45, which was -73.55 lower than the previous day. The implied volatity was 25.48, the open interest changed by 79 which increased total open position to 79
On 20 May PIIND was trading at 2901.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 May PIIND was trading at 3124.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May PIIND was trading at 3096.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May PIIND was trading at 3114.90. The strike last trading price was 0, which was -135.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May PIIND was trading at 3103.60. The strike last trading price was 0, which was -135.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May PIIND was trading at 3051.00. The strike last trading price was 0, which was -135.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PIIND was trading at 2997.60. The strike last trading price was 0, which was -135.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PIIND was trading at 3090.80. The strike last trading price was 0, which was -135.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May PIIND was trading at 3110.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May PIIND was trading at 3101.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May PIIND was trading at 3071.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May PIIND was trading at 3014.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May PIIND was trading at 3047.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr PIIND was trading at 3054.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr PIIND was trading at 3091.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr PIIND was trading at 2952.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr PIIND was trading at 2952.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr PIIND was trading at 2880.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr PIIND was trading at 2877.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr PIIND was trading at 2825.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr PIIND was trading at 2837.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr PIIND was trading at 2797.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PIIND 30-Jun-2026 (34d) 2840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.03
Theta: -1.5
Gamma: 0.00127
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 2837.90 | 115.85 | -2.95 (-2.48%) | 35.32 | 104 | 40 | 56 |
| 25 May | 2849.00 | 118.1 | 6.3 (5.64%) | 36.67 | 10 | 2 | 12 |
| 22 May | 2781.00 | 111.8 | 111.8 (0.00%) | - | 2 | 0 | 10 |
| 21 May | 2740.50 | 111.8 | 0 (0.00%) | 39.25 | 2 | 0 | 10 |
| 20 May | 2901.20 | 111.8 | 59.8 (115.00%) | 39.25 | 2 | 1 | 9 |
| 19 May | 3124.60 | 52 | 0 (0.00%) | 37.11 | 0 | 0 | 8 |
| 18 May | 3096.30 | 52 | 2.55 (5.16%) | 37.11 | 3 | 0 | 7 |
| 15 May | 3114.90 | 49.45 | 0 (0.00%) | 35.47 | 0 | 0 | 7 |
| 14 May | 3103.60 | 49.45 | -156.35 (-75.97%) | 35.47 | 7 | 1 | 1 |
| 13 May | 3051.00 | 0 | -205.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2997.60 | 0 | -205.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3090.80 | 0 | -205.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 3110.80 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 3101.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 3071.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 3014.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 3047.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 3054.80 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 3091.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 2952.10 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 2952.10 | 0 | 0 (0.00%) | 2.9 | 0 | 0 | 0 |
| 9 Apr | 2880.70 | 0 | 0 (0.00%) | 1.75 | 0 | 0 | 0 |
| 8 Apr | 2877.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 2825.00 | 0 | 0 (0.00%) | 1.17 | 0 | 0 | 0 |
| 6 Apr | 2837.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 2797.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Pi Industries Ltd - strike price 2840 expiring on 30JUN2026
Delta for 2840 PE is -0.46
Historical price for 2840 PE is as follows
On 26 May PIIND was trading at 2837.90. The strike last trading price was 115.85, which was -2.95 lower than the previous day. The implied volatity was 35.32, the open interest changed by 40 which increased total open position to 56
On 25 May PIIND was trading at 2849.00. The strike last trading price was 118.1, which was 6.3 higher than the previous day. The implied volatity was 36.67, the open interest changed by 2 which increased total open position to 12
On 22 May PIIND was trading at 2781.00. The strike last trading price was 111.8, which was 111.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 21 May PIIND was trading at 2740.50. The strike last trading price was 111.8, which was 0 lower than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 10
On 20 May PIIND was trading at 2901.20. The strike last trading price was 111.8, which was 59.8 higher than the previous day. The implied volatity was 39.25, the open interest changed by 1 which increased total open position to 9
On 19 May PIIND was trading at 3124.60. The strike last trading price was 52, which was 0 lower than the previous day. The implied volatity was 37.11, the open interest changed by 0 which decreased total open position to 8
On 18 May PIIND was trading at 3096.30. The strike last trading price was 52, which was 2.55 higher than the previous day. The implied volatity was 37.11, the open interest changed by 0 which decreased total open position to 7
On 15 May PIIND was trading at 3114.90. The strike last trading price was 49.45, which was 0 lower than the previous day. The implied volatity was 35.47, the open interest changed by 0 which decreased total open position to 7
On 14 May PIIND was trading at 3103.60. The strike last trading price was 49.45, which was -156.35 lower than the previous day. The implied volatity was 35.47, the open interest changed by 1 which increased total open position to 1
On 13 May PIIND was trading at 3051.00. The strike last trading price was 0, which was -205.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PIIND was trading at 2997.60. The strike last trading price was 0, which was -205.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PIIND was trading at 3090.80. The strike last trading price was 0, which was -205.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May PIIND was trading at 3110.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May PIIND was trading at 3101.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May PIIND was trading at 3071.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May PIIND was trading at 3014.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May PIIND was trading at 3047.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr PIIND was trading at 3054.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr PIIND was trading at 3091.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr PIIND was trading at 2952.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr PIIND was trading at 2952.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0
On 9 Apr PIIND was trading at 2880.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 8 Apr PIIND was trading at 2877.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr PIIND was trading at 2825.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 6 Apr PIIND was trading at 2837.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr PIIND was trading at 2797.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
