Historical option data for POLICYBZR
29 Jun 2026 10:49 AM IST
| POLICYBZR 28-Jul-2026 (27d) 1640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.02
Theta: -1.36
Gamma: 0.00212
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1641.90 | 79.65 | 19.65 (32.75%) | 40.08 | 244 | 59 | 342 | |||||||||
| 25 Jun | 1615.20 | 60 | -7 (-10.45%) | 33.36 | 261 | 231 | 283 | |||||||||
| 24 Jun | 1636.30 | 66.2 | -3.8 (-5.43%) | 32.27 | 85 | 49 | 51 | |||||||||
| 23 Jun | 1622.40 | 70 | 34 (94.44%) | 35.36 | 2 | 0 | 2 | |||||||||
| 22 Jun | 1668.80 | 35.65 | -0.35 (-0.97%) | - | 2 | 0 | 2 | |||||||||
| 19 Jun | 1636.70 | 35.65 | -0.35 (-0.97%) | - | 2 | 0 | 2 | |||||||||
| 18 Jun | 1617.70 | 35.65 | -0.35 (-0.97%) | - | 2 | 0 | 2 | |||||||||
| 17 Jun | 1624.60 | 35.65 | -0.35 (-0.97%) | - | 2 | 0 | 2 | |||||||||
| 16 Jun | 1596.80 | 35.65 | -0.35 (-0.97%) | - | 2 | 0 | 2 | |||||||||
| 15 Jun | 1581.10 | 35.65 | -0.35 (-0.97%) | 31.39 | 2 | 0 | 2 | |||||||||
| 12 Jun | 1547.80 | 35.65 | -139.35 (-79.63%) | 31.39 | 2 | 2 | 2 | |||||||||
For Pb Fintech Limited - strike price 1640 expiring on 28JUL2026
Delta for 1640 CE is 0.54
Historical price for 1640 CE is as follows
On 29 Jun POLICYBZR was trading at 1641.90. The strike last trading price was 79.65, which was 19.65 higher than the previous day. The implied volatity was 40.08, the open interest changed by 59 which increased total open position to 342
On 25 Jun POLICYBZR was trading at 1615.20. The strike last trading price was 60, which was -7 lower than the previous day. The implied volatity was 33.36, the open interest changed by 231 which increased total open position to 283
On 24 Jun POLICYBZR was trading at 1636.30. The strike last trading price was 66.2, which was -3.8 lower than the previous day. The implied volatity was 32.27, the open interest changed by 49 which increased total open position to 51
On 23 Jun POLICYBZR was trading at 1622.40. The strike last trading price was 70, which was 34 higher than the previous day. The implied volatity was 35.36, the open interest changed by 0 which decreased total open position to 2
On 22 Jun POLICYBZR was trading at 1668.80. The strike last trading price was 35.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jun POLICYBZR was trading at 1636.70. The strike last trading price was 35.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun POLICYBZR was trading at 1617.70. The strike last trading price was 35.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun POLICYBZR was trading at 1624.60. The strike last trading price was 35.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun POLICYBZR was trading at 1596.80. The strike last trading price was 35.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun POLICYBZR was trading at 1581.10. The strike last trading price was 35.65, which was -0.35 lower than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 2
On 12 Jun POLICYBZR was trading at 1547.80. The strike last trading price was 35.65, which was -139.35 lower than the previous day. The implied volatity was 31.39, the open interest changed by 2 which increased total open position to 2
| POLICYBZR 28-Jul-2026 (27d) 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.02
Theta: -1.01
Gamma: 0.00225
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1641.90 | 59.05 | -30 (-33.69%) | 37.14 | 151 | 66 | 85 |
| 25 Jun | 1615.20 | 89.05 | 7.6 (9.33%) | 39.68 | 14 | 11 | 21 |
| 24 Jun | 1636.30 | 81.45 | 17.4 (27.17%) | 42.44 | 23 | 8 | 12 |
| 23 Jun | 1622.40 | 64.05 | 64.05 (-48.45%) | 37.93 | 8 | 0 | 4 |
| 22 Jun | 1668.80 | 64.05 | -60.2 (-48.45%) | 37.93 | 8 | 4 | 4 |
| 19 Jun | 1636.70 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1617.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1624.60 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 1596.80 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1581.10 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 1547.80 | 0 | 0 | - | 0 | 0 | 0 |
For Pb Fintech Limited - strike price 1640 expiring on 28JUL2026
Delta for 1640 PE is -0.43
Historical price for 1640 PE is as follows
On 29 Jun POLICYBZR was trading at 1641.90. The strike last trading price was 59.05, which was -30 lower than the previous day. The implied volatity was 37.14, the open interest changed by 66 which increased total open position to 85
On 25 Jun POLICYBZR was trading at 1615.20. The strike last trading price was 89.05, which was 7.6 higher than the previous day. The implied volatity was 39.68, the open interest changed by 11 which increased total open position to 21
On 24 Jun POLICYBZR was trading at 1636.30. The strike last trading price was 81.45, which was 17.4 higher than the previous day. The implied volatity was 42.44, the open interest changed by 8 which increased total open position to 12
On 23 Jun POLICYBZR was trading at 1622.40. The strike last trading price was 64.05, which was 64.05 higher than the previous day. The implied volatity was 37.93, the open interest changed by 0 which decreased total open position to 4
On 22 Jun POLICYBZR was trading at 1668.80. The strike last trading price was 64.05, which was -60.2 lower than the previous day. The implied volatity was 37.93, the open interest changed by 4 which increased total open position to 4
On 19 Jun POLICYBZR was trading at 1636.70. 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 18 Jun POLICYBZR was trading at 1617.70. 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 17 Jun POLICYBZR was trading at 1624.60. 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 16 Jun POLICYBZR was trading at 1596.80. 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 15 Jun POLICYBZR was trading at 1581.10. 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 12 Jun POLICYBZR was trading at 1547.80. 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
