PIIND
Pi Industries Ltd
Historical option data for PIIND
15 May 2026 04:10 PM IST
| PIIND 26-May-2026 (9d) 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.02
Theta: -4.06
Gamma: 0.00179
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 3114.90 | 98.6 | -0.4000000000000057 (-0.40%) | 40.39 | 1,023 | -22 | 461 | |||||||||
| 14 May | 3103.60 | 102.6 | 29.599999999999994 (40.55%) | 43.07 | 3,858 | -240 | 484 | |||||||||
| 13 May | 3051.00 | 74.9 | 20.900000000000006 (38.70%) | 40.56 | 2,387 | 29 | 724 | |||||||||
| 12 May | 2997.60 | 55 | -43 (-43.88%) | 39.97 | 723 | 128 | 697 | |||||||||
| 11 May | 3090.80 | 97.8 | -8.200000000000003 (-7.74%) | 37.21 | 741 | -27 | 568 | |||||||||
| 8 May | 3110.80 | 101.1 | -1.75 (-1.70%) | 34.26 | 962 | -67 | 596 | |||||||||
| 7 May | 3101.50 | 102 | 5.450000000000003 (5.64%) | 34.47 | 1,648 | 119 | 662 | |||||||||
| 6 May | 3071.00 | 98 | 31.900000000000006 (48.26%) | 35.87 | 1,549 | -29 | 546 | |||||||||
| 5 May | 3014.30 | 68.1 | -19.80000000000001 (-22.53%) | 34.4 | 334 | 22 | 577 | |||||||||
| 4 May | 3047.50 | 86.1 | -13.25 (-13.34%) | 35.33 | 581 | -89 | 561 | |||||||||
| 30 Apr | 3054.80 | 107 | -9.450000000000003 (-8.12%) | 35.39 | 739 | -97 | 553 | |||||||||
| 29 Apr | 3091.10 | 119.95 | -7.049999999999997 (-5.55%) | 33.61 | 1,802 | -82 | 655 | |||||||||
| 28 Apr | 3097.60 | 127 | 18.450000000000003 (17.00%) | 30.61 | 2,053 | 56 | 908 | |||||||||
| 27 Apr | 3083.60 | 112 | 0.7999999999999972 (0.72%) | 31.7 | 1,094 | 243 | 855 | |||||||||
| 24 Apr | 3081.20 | 107.3 | 10.799999999999997 (11.19%) | 30.69 | 1,663 | 453 | 611 | |||||||||
| 23 Apr | 3069.60 | 97 | -9.900000000000006 (-9.26%) | 28.06 | 92 | 32 | 159 | |||||||||
| 22 Apr | 3057.30 | 101 | 16.900000000000006 (20.10%) | 30.22 | 78 | 11 | 125 | |||||||||
| 21 Apr | 3021.30 | 84 | 2 (2.44%) | 29.25 | 154 | 97 | 103 | |||||||||
| 20 Apr | 3037.00 | 82 | -28 (-25.45%) | 28.36 | 6 | 3 | 6 | |||||||||
| 17 Apr | 3139.70 | 110 | 3.549999999999997 (3.33%) | 21.79 | 1 | 0 | 2 | |||||||||
| 16 Apr | 3112.20 | 106.45 | 77.35 (265.81%) | 21.13 | 2 | 0 | 0 | |||||||||
| 15 Apr | 3042.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 2909.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 2952.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 2880.70 | 29.1 | 0 (0.00%) | 4.32 | 0 | 0 | 0 | |||||||||
For Pi Industries Ltd - strike price 3100 expiring on 26MAY2026
Delta for 3100 CE is 0.55
Historical price for 3100 CE is as follows
On 15 May PIIND was trading at 3114.90. The strike last trading price was 98.6, which was -0.4000000000000057 lower than the previous day. The implied volatity was 40.39, the open interest changed by -22 which decreased total open position to 461
On 14 May PIIND was trading at 3103.60. The strike last trading price was 102.6, which was 29.599999999999994 higher than the previous day. The implied volatity was 43.07, the open interest changed by -240 which decreased total open position to 484
On 13 May PIIND was trading at 3051.00. The strike last trading price was 74.9, which was 20.900000000000006 higher than the previous day. The implied volatity was 40.56, the open interest changed by 29 which increased total open position to 724
On 12 May PIIND was trading at 2997.60. The strike last trading price was 55, which was -43 lower than the previous day. The implied volatity was 39.97, the open interest changed by 128 which increased total open position to 697
On 11 May PIIND was trading at 3090.80. The strike last trading price was 97.8, which was -8.200000000000003 lower than the previous day. The implied volatity was 37.21, the open interest changed by -27 which decreased total open position to 568
On 8 May PIIND was trading at 3110.80. The strike last trading price was 101.1, which was -1.75 lower than the previous day. The implied volatity was 34.26, the open interest changed by -67 which decreased total open position to 596
On 7 May PIIND was trading at 3101.50. The strike last trading price was 102, which was 5.450000000000003 higher than the previous day. The implied volatity was 34.47, the open interest changed by 119 which increased total open position to 662
On 6 May PIIND was trading at 3071.00. The strike last trading price was 98, which was 31.900000000000006 higher than the previous day. The implied volatity was 35.87, the open interest changed by -29 which decreased total open position to 546
On 5 May PIIND was trading at 3014.30. The strike last trading price was 68.1, which was -19.80000000000001 lower than the previous day. The implied volatity was 34.4, the open interest changed by 22 which increased total open position to 577
On 4 May PIIND was trading at 3047.50. The strike last trading price was 86.1, which was -13.25 lower than the previous day. The implied volatity was 35.33, the open interest changed by -89 which decreased total open position to 561
On 30 Apr PIIND was trading at 3054.80. The strike last trading price was 107, which was -9.450000000000003 lower than the previous day. The implied volatity was 35.39, the open interest changed by -97 which decreased total open position to 553
On 29 Apr PIIND was trading at 3091.10. The strike last trading price was 119.95, which was -7.049999999999997 lower than the previous day. The implied volatity was 33.61, the open interest changed by -82 which decreased total open position to 655
On 28 Apr PIIND was trading at 3097.60. The strike last trading price was 127, which was 18.450000000000003 higher than the previous day. The implied volatity was 30.61, the open interest changed by 56 which increased total open position to 908
On 27 Apr PIIND was trading at 3083.60. The strike last trading price was 112, which was 0.7999999999999972 higher than the previous day. The implied volatity was 31.7, the open interest changed by 243 which increased total open position to 855
On 24 Apr PIIND was trading at 3081.20. The strike last trading price was 107.3, which was 10.799999999999997 higher than the previous day. The implied volatity was 30.69, the open interest changed by 453 which increased total open position to 611
On 23 Apr PIIND was trading at 3069.60. The strike last trading price was 97, which was -9.900000000000006 lower than the previous day. The implied volatity was 28.06, the open interest changed by 32 which increased total open position to 159
On 22 Apr PIIND was trading at 3057.30. The strike last trading price was 101, which was 16.900000000000006 higher than the previous day. The implied volatity was 30.22, the open interest changed by 11 which increased total open position to 125
On 21 Apr PIIND was trading at 3021.30. The strike last trading price was 84, which was 2 higher than the previous day. The implied volatity was 29.25, the open interest changed by 97 which increased total open position to 103
On 20 Apr PIIND was trading at 3037.00. The strike last trading price was 82, which was -28 lower than the previous day. The implied volatity was 28.36, the open interest changed by 3 which increased total open position to 6
On 17 Apr PIIND was trading at 3139.70. The strike last trading price was 110, which was 3.549999999999997 higher than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 2
On 16 Apr PIIND was trading at 3112.20. The strike last trading price was 106.45, which was 77.35 higher than the previous day. The implied volatity was 21.13, the open interest changed by 0 which decreased total open position to 0
On 15 Apr PIIND was trading at 3042.10. 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 2909.40. 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 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 29.1, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
| PIIND 26-May-2026 (9d) 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.02
Theta: -3.61
Gamma: 0.00178
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 3114.90 | 78.9 | -6.949999999999989 (-8.10%) | 40.62 | 535 | 77 | 632 |
| 14 May | 3103.60 | 80.8 | -32.7 (-28.81%) | 37.59 | 2,921 | 105 | 554 |
| 13 May | 3051.00 | 116.55 | -29.299999999999997 (-20.09%) | 0 | 238 | 31 | 450 |
| 12 May | 2997.60 | 143.6 | 47.44999999999999 (49.35%) | 0 | 456 | -54 | 419 |
| 11 May | 3090.80 | 96.55 | 2.8999999999999915 (3.10%) | 39.54 | 463 | 9 | 471 |
| 8 May | 3110.80 | 94.15 | 0.20000000000000284 (0.21%) | 36.79 | 343 | -25 | 462 |
| 7 May | 3101.50 | 93 | -10.5 (-10.14%) | 34.02 | 307 | 38 | 487 |
| 6 May | 3071.00 | 100.35 | -41.55000000000001 (-29.28%) | 31.98 | 385 | -21 | 449 |
| 5 May | 3014.30 | 141.9 | 21.05000000000001 (17.42%) | 33.68 | 23 | -9 | 470 |
| 4 May | 3047.50 | 121.1 | -3.3500000000000085 (-2.69%) | 32.67 | 264 | 31 | 480 |
| 30 Apr | 3054.80 | 124.4 | 11.400000000000006 (10.09%) | 34.95 | 219 | -2 | 447 |
| 29 Apr | 3091.10 | 108.5 | -11.400000000000006 (-9.51%) | 33.99 | 648 | -79 | 451 |
| 28 Apr | 3097.60 | 109.75 | -52.05000000000001 (-32.17%) | 37.83 | 596 | 174 | 533 |
| 27 Apr | 3083.60 | 158.55 | -12.849999999999994 (-7.50%) | 45.49 | 310 | 47 | 359 |
| 24 Apr | 3081.20 | 169.55 | 9 (5.61%) | 45.16 | 459 | 266 | 314 |
| 23 Apr | 3069.60 | 160.55 | -9.049999999999983 (-5.34%) | 40.91 | 42 | 31 | 48 |
| 22 Apr | 3057.30 | 169.6 | 169.6 (4.69%) | 38.49 | 0 | 0 | 17 |
| 21 Apr | 3021.30 | 169.6 | 7.599999999999994 (4.69%) | 38.49 | 12 | 11 | 16 |
| 20 Apr | 3037.00 | 162 | 32.94999999999999 (25.53%) | 37.29 | 2 | 0 | 5 |
| 17 Apr | 3139.70 | 129.05 | 129.05 (-59.64%) | 35.92 | 0 | 0 | 5 |
| 16 Apr | 3112.20 | 129.05 | -190.7 (-59.64%) | 35.92 | 7 | 4 | 5 |
| 15 Apr | 3042.10 | 319.75 | 68.55000000000001 (27.29%) | - | 0 | 0 | 1 |
| 13 Apr | 2909.40 | 319.75 | 68.55000000000001 (27.29%) | - | 0 | 0 | 1 |
| 10 Apr | 2952.10 | 319.75 | 68.55000000000001 (27.29%) | - | 0 | 0 | 1 |
| 9 Apr | 2880.70 | 319.75 | -56.25 (-14.96%) | 53.26 | 1 | 0 | 0 |
For Pi Industries Ltd - strike price 3100 expiring on 26MAY2026
Delta for 3100 PE is -0.45
Historical price for 3100 PE is as follows
On 15 May PIIND was trading at 3114.90. The strike last trading price was 78.9, which was -6.949999999999989 lower than the previous day. The implied volatity was 40.62, the open interest changed by 77 which increased total open position to 632
On 14 May PIIND was trading at 3103.60. The strike last trading price was 80.8, which was -32.7 lower than the previous day. The implied volatity was 37.59, the open interest changed by 105 which increased total open position to 554
On 13 May PIIND was trading at 3051.00. The strike last trading price was 116.55, which was -29.299999999999997 lower than the previous day. The implied volatity was 0, the open interest changed by 31 which increased total open position to 450
On 12 May PIIND was trading at 2997.60. The strike last trading price was 143.6, which was 47.44999999999999 higher than the previous day. The implied volatity was 0, the open interest changed by -54 which decreased total open position to 419
On 11 May PIIND was trading at 3090.80. The strike last trading price was 96.55, which was 2.8999999999999915 higher than the previous day. The implied volatity was 39.54, the open interest changed by 9 which increased total open position to 471
On 8 May PIIND was trading at 3110.80. The strike last trading price was 94.15, which was 0.20000000000000284 higher than the previous day. The implied volatity was 36.79, the open interest changed by -25 which decreased total open position to 462
On 7 May PIIND was trading at 3101.50. The strike last trading price was 93, which was -10.5 lower than the previous day. The implied volatity was 34.02, the open interest changed by 38 which increased total open position to 487
On 6 May PIIND was trading at 3071.00. The strike last trading price was 100.35, which was -41.55000000000001 lower than the previous day. The implied volatity was 31.98, the open interest changed by -21 which decreased total open position to 449
On 5 May PIIND was trading at 3014.30. The strike last trading price was 141.9, which was 21.05000000000001 higher than the previous day. The implied volatity was 33.68, the open interest changed by -9 which decreased total open position to 470
On 4 May PIIND was trading at 3047.50. The strike last trading price was 121.1, which was -3.3500000000000085 lower than the previous day. The implied volatity was 32.67, the open interest changed by 31 which increased total open position to 480
On 30 Apr PIIND was trading at 3054.80. The strike last trading price was 124.4, which was 11.400000000000006 higher than the previous day. The implied volatity was 34.95, the open interest changed by -2 which decreased total open position to 447
On 29 Apr PIIND was trading at 3091.10. The strike last trading price was 108.5, which was -11.400000000000006 lower than the previous day. The implied volatity was 33.99, the open interest changed by -79 which decreased total open position to 451
On 28 Apr PIIND was trading at 3097.60. The strike last trading price was 109.75, which was -52.05000000000001 lower than the previous day. The implied volatity was 37.83, the open interest changed by 174 which increased total open position to 533
On 27 Apr PIIND was trading at 3083.60. The strike last trading price was 158.55, which was -12.849999999999994 lower than the previous day. The implied volatity was 45.49, the open interest changed by 47 which increased total open position to 359
On 24 Apr PIIND was trading at 3081.20. The strike last trading price was 169.55, which was 9 higher than the previous day. The implied volatity was 45.16, the open interest changed by 266 which increased total open position to 314
On 23 Apr PIIND was trading at 3069.60. The strike last trading price was 160.55, which was -9.049999999999983 lower than the previous day. The implied volatity was 40.91, the open interest changed by 31 which increased total open position to 48
On 22 Apr PIIND was trading at 3057.30. The strike last trading price was 169.6, which was 169.6 higher than the previous day. The implied volatity was 38.49, the open interest changed by 0 which decreased total open position to 17
On 21 Apr PIIND was trading at 3021.30. The strike last trading price was 169.6, which was 7.599999999999994 higher than the previous day. The implied volatity was 38.49, the open interest changed by 11 which increased total open position to 16
On 20 Apr PIIND was trading at 3037.00. The strike last trading price was 162, which was 32.94999999999999 higher than the previous day. The implied volatity was 37.29, the open interest changed by 0 which decreased total open position to 5
On 17 Apr PIIND was trading at 3139.70. The strike last trading price was 129.05, which was 129.05 higher than the previous day. The implied volatity was 35.92, the open interest changed by 0 which decreased total open position to 5
On 16 Apr PIIND was trading at 3112.20. The strike last trading price was 129.05, which was -190.7 lower than the previous day. The implied volatity was 35.92, the open interest changed by 4 which increased total open position to 5
On 15 Apr PIIND was trading at 3042.10. The strike last trading price was 319.75, which was 68.55000000000001 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr PIIND was trading at 2909.40. The strike last trading price was 319.75, which was 68.55000000000001 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr PIIND was trading at 2952.10. The strike last trading price was 319.75, which was 68.55000000000001 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr PIIND was trading at 2880.70. The strike last trading price was 319.75, which was -56.25 lower than the previous day. The implied volatity was 53.26, the open interest changed by 0 which decreased total open position to 0
